public class ReturnsMoments extends Object
Modifier and Type | Class and Description |
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static interface |
ReturnsMoments.Estimator
The interface to estimate moments from returns.
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Constructor and Description |
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ReturnsMoments(Vector mu,
Matrix V)
Constructs an instance.
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Modifier and Type | Method and Description |
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Vector |
mu()
Gets the mean vector.
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Matrix |
V()
Gets the second moment matrix.
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