public class ReturnsMoments extends Object
| Modifier and Type | Class and Description |
|---|---|
static interface |
ReturnsMoments.Estimator
The interface to estimate moments from returns.
|
| Constructor and Description |
|---|
ReturnsMoments(Vector mu,
Matrix V)
Constructs an instance.
|
| Modifier and Type | Method and Description |
|---|---|
Vector |
mu()
Gets the mean vector.
|
Matrix |
V()
Gets the second moment matrix.
|
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