Constructor and Description |
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CovarianceSelectionProblem(MultivariateTimeSeries ts,
double t)
Constructs a covariance selection problem from a multivariate time
series.
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CovarianceSelectionProblem(MultivariateTimeSeries ts,
double t,
boolean isCor)
Constructs a covariance selection problem from a multivariate time
series.
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Modifier and Type | Class and Description |
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class |
MultivariateGenericTimeTimeSeries<T extends Comparable<? super T>>
This is a multivariate time series indexed by some notion of time.
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Modifier and Type | Interface and Description |
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interface |
MultivariateRealization
A multivariate realization is a multivariate time series indexed by real numbers, e.g., real time.
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Modifier and Type | Interface and Description |
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interface |
MultivariateIntTimeTimeSeries
This is a multivariate time series indexed by integers.
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Modifier and Type | Class and Description |
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class |
MultivariateSimpleTimeSeries
This simple multivariate time series has its vectored values indexed by integers.
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Constructor and Description |
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OneDimensionTimeSeries(MultivariateTimeSeries<T,? extends MultivariateTimeSeries.Entry<T>> mts,
int dim)
Construct a univariate realization from a multivariate realization by taking one of its dimension (coordinate).
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