public class SampleAutoCovariance extends AutoCovarianceFunction
| Modifier and Type | Class and Description |
|---|---|
static class |
SampleAutoCovariance.Type
the available auto-covariance types
|
Function.EvaluationException| Constructor and Description |
|---|
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. |
getevaluatedimensionOfDomain, dimensionOfRangeclone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitdimensionOfDomain, dimensionOfRangepublic 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)
BivariateRealFunctioni - x1j - x2Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.