Package | Description |
---|---|
tech.nmfin.meanreversion.elliott2005 |
Modifier and Type | Class and Description |
---|---|
class |
ElliottOnlineFilter
It is important to note that this algorithm does not guarantee that
A > 0
0 < B < 1
Therefore, we need to check the outputs.
|
Modifier and Type | Method and Description |
---|---|
static Elliott2005DLM |
ElliottOnlineFilter.iteration(Elliott2005DLM model0,
double[] observations) |
Modifier and Type | Method and Description |
---|---|
static Elliott2005DLM |
ElliottOnlineFilter.iteration(Elliott2005DLM model0,
double[] observations) |
Constructor and Description |
---|
Elliott2005DLM(Elliott2005DLM that)
Copy constructor.
|
ElliottOnlineFilter(double[] observations,
Elliott2005DLM model0,
int maxIterations) |
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.