public class ACERAnalysis extends Object
acer::acer.analysis
.Modifier and Type | Class and Description |
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static class |
ACERAnalysis.Result |
Constructor and Description |
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ACERAnalysis()
Create an instance with the default values.
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ACERAnalysis(int kStepMemory,
int nLevels,
double confidenceLevel,
boolean usePeaksOnly,
boolean weightedByPeakCount)
Create an instance with various options listed below.
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Modifier and Type | Method and Description |
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ACERAnalysis.Result |
run(double[][] observations,
double tailMarker)
Run the analysis with multi-period observations.
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ACERAnalysis.Result |
run(double[] observations,
double tailMarker)
Run the analysis with single-period observations.
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public ACERAnalysis()
this(2, 300, 0.95, true, true);
public ACERAnalysis(int kStepMemory, int nLevels, double confidenceLevel, boolean usePeaksOnly, boolean weightedByPeakCount)
kStepMemory
- the value of k in the k-step memory modelnLevels
- the number of barrier levels to be used for estimationconfidenceLevel
- the confidence level for computing confidence intervalusePeaksOnly
- true
if use only peaks in the observations for estimationweightedByPeakCount
- true
if weight periods by the peak counts in the periodspublic ACERAnalysis.Result run(double[] observations, double tailMarker)
observations
- the observations (one row for each period, can has different length)tailMarker
- the appropriately chosen tail level \(\eta_1\)public ACERAnalysis.Result run(double[][] observations, double tailMarker)
observations
- the observations (one row for each period, can has different length)tailMarker
- the appropriately chosen tail level \(\eta_1\)Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.