public class ACERByCounting extends Object
acer::acer.estimate_acer
.Constructor and Description |
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ACERByCounting(double[] barrierLevels,
int kStepMemory)
Create an instance for estimating epsilon for each of the given barrier levels.
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Modifier and Type | Method and Description |
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double[][] |
estimateForMultiPeriods(double[][] observations)
Estimate for multiple periods.
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double[] |
estimateForOnePeriod(double[] observations)
Estimate for a single period.
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public ACERByCounting(double[] barrierLevels, int kStepMemory)
barrierLevels
- the barrier levels \(\eta_i\)kStepMemory
- value of k in the assumption of k-step memorypublic double[][] estimateForMultiPeriods(double[][] observations)
observations
- data for multiple periods (one row for one period)public double[] estimateForOnePeriod(double[] observations)
observations
- data for one periodCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.