Package dev.nm.stat.cointegration
Interface JohansenAsymptoticDistribution.F
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- Enclosing class:
- JohansenAsymptoticDistribution
public static interface JohansenAsymptoticDistribution.F
This is a filtration function.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description FiltrationFunction[]
evaluate(Realization[] B)
F(B).
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Method Detail
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evaluate
FiltrationFunction[] evaluate(Realization[] B)
F(B).- Parameters:
B
- a multivariate Brownian motion- Returns:
- F(B)
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