Uses of Class
dev.nm.stat.distribution.univariate.EmpiricalDistribution
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Packages that use EmpiricalDistribution Package Description dev.nm.stat.cointegration dev.nm.stat.test.distribution.normality dev.nm.stat.test.distribution.pearson dev.nm.stat.test.timeseries.adf -
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Uses of EmpiricalDistribution in dev.nm.stat.cointegration
Subclasses of EmpiricalDistribution in dev.nm.stat.cointegration Modifier and Type Class Description class
JohansenAsymptoticDistribution
Johansen provides the asymptotic distributions of the two hypothesis testings (Eigen and Trace tests), each for 5 different trend types. -
Uses of EmpiricalDistribution in dev.nm.stat.test.distribution.normality
Subclasses of EmpiricalDistribution in dev.nm.stat.test.distribution.normality Modifier and Type Class Description class
JarqueBeraDistribution
Jarque-Bera distribution is the distribution of the Jarque-Bera statistics, which measures the departure from normality. -
Uses of EmpiricalDistribution in dev.nm.stat.test.distribution.pearson
Subclasses of EmpiricalDistribution in dev.nm.stat.test.distribution.pearson Modifier and Type Class Description class
FisherExactDistribution
Fisher's exact test distribution is, as its name states, exact, and can therefore be used regardless of the sample characteristics. -
Uses of EmpiricalDistribution in dev.nm.stat.test.timeseries.adf
Subclasses of EmpiricalDistribution in dev.nm.stat.test.timeseries.adf Modifier and Type Class Description class
ADFAsymptoticDistribution
This class computes the asymptotic distribution of the Augmented Dickey-Fuller (ADF) test statistic.class
ADFAsymptoticDistribution1
Deprecated.use insteadADFAsymptoticDistribution
class
ADFDistribution
This represents an Augmented Dickey Fuller distribution.class
ADFFiniteSampleDistribution
This class computes the finite sample distribution of the Augmented Dickey-Fuller (ADF) test statistics.
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