Class AutoCovarianceFunction
- java.lang.Object
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- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
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- dev.nm.analysis.function.rn2r1.AbstractBivariateRealFunction
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- dev.nm.stat.timeseries.linear.univariate.AutoCovarianceFunction
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- All Implemented Interfaces:
Function<Vector,Double>
,BivariateRealFunction
,RealScalarFunction
- Direct Known Subclasses:
AutoCovariance
,SampleAutoCovariance
public abstract class AutoCovarianceFunction extends AbstractBivariateRealFunction
This is the auto-covariance function of a univariate time series {xt}. For a stationary process, the auto-covariance depends only on the lag, |i - j|.
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description AutoCovarianceFunction()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
get(int i, int j)
Get the auto-covariance of xi and xj.-
Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractBivariateRealFunction
evaluate
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Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.analysis.function.rn2r1.BivariateRealFunction
evaluate
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Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange
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