Class QuEST
- java.lang.Object
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- dev.nm.stat.covariance.nlshrink.quest.QuEST
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public class QuEST extends Object
QuEST is a function that generates sample eigenvalues from population eigenvalues.
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
QuEST.Result
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Constructor Detail
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QuEST
public QuEST(Vector tau, int n, double tol, double left_tol)
- Parameters:
tau
- population eigenvaluesn
- sample sizetol
- tolerance when numbers are considered 0 if smaller than the thresholdleft_tol
- tolerance when negative numbers are considered 0 if bigger than the threshold
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QuEST
public QuEST(Vector tau, int n)
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Method Detail
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evaluate
public QuEST.Result evaluate()
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