public static interface JohansenAsymptoticDistribution.F
| Modifier and Type | Method and Description |
|---|---|
FiltrationFunction[] |
evaluate(Realization[] B)
F(B).
|
FiltrationFunction[] evaluate(Realization[] B)
B - a multivariate Brownian motionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.