public class SampleAutoCovariance extends AutoCovarianceFunction
Modifier and Type | Class and Description |
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static class |
SampleAutoCovariance.Type
the available auto-covariance types
|
Function.EvaluationException
Constructor and Description |
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SampleAutoCovariance(IntTimeTimeSeries xt)
Construct the sample ACVF for a time series.
|
SampleAutoCovariance(IntTimeTimeSeries xt,
SampleAutoCovariance.Type type)
Construct the sample ACVF for a time series.
|
Modifier and Type | Method and Description |
---|---|
double |
evaluate(double i,
double j)
Evaluate y = f(x1,x2).
|
double |
evaluate(int k)
Compute the auto-covariance for lag
k . |
get
evaluate
dimensionOfDomain, dimensionOfRange
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
dimensionOfDomain, dimensionOfRange
public SampleAutoCovariance(IntTimeTimeSeries xt, SampleAutoCovariance.Type type)
xt
- a time seriestype
- the auto-covariance typepublic SampleAutoCovariance(IntTimeTimeSeries xt)
xt
- a time seriespublic double evaluate(int k)
k
.k
- the lag orderpublic double evaluate(double i, double j)
BivariateRealFunction
i
- x1j
- x2Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.