public class JarqueBeraDistribution extends EmpiricalDistribution
Constructor and Description |
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JarqueBeraDistribution(int N,
int nSim)
Construct a Jarque-Bera distribution using Monte Carlo simulation.
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JarqueBeraDistribution(int N,
int nSim,
StandardNormalRNG rnorm)
Construct a Jarque-Bera distribution using Monte Carlo simulation.
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public JarqueBeraDistribution(int N, int nSim, StandardNormalRNG rnorm)
N
- the number of observations in a samplenSim
- the number of simulationsrnorm
- a Gaussian random number generatorpublic JarqueBeraDistribution(int N, int nSim)
N
- the number of observations in a samplenSim
- the number of simulationsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.