Uses of Class
tech.nmfin.meanreversion.elliott2005.Elliott2005DLM
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Packages that use Elliott2005DLM Package Description tech.nmfin.meanreversion.elliott2005 -
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Uses of Elliott2005DLM in tech.nmfin.meanreversion.elliott2005
Subclasses of Elliott2005DLM in tech.nmfin.meanreversion.elliott2005 Modifier and Type Class Description class
ElliottOnlineFilter
It is important to note that this algorithm does not guarantee that A > 0 0 < B < 1 Therefore, we need to check the outputs.Methods in tech.nmfin.meanreversion.elliott2005 that return Elliott2005DLM Modifier and Type Method Description static Elliott2005DLM
ElliottOnlineFilter. iteration(Elliott2005DLM model0, double[] observations)
Methods in tech.nmfin.meanreversion.elliott2005 with parameters of type Elliott2005DLM Modifier and Type Method Description static Elliott2005DLM
ElliottOnlineFilter. iteration(Elliott2005DLM model0, double[] observations)
Constructors in tech.nmfin.meanreversion.elliott2005 with parameters of type Elliott2005DLM Constructor Description Elliott2005DLM(Elliott2005DLM that)
Copy constructor.ElliottOnlineFilter(double[] observations, Elliott2005DLM model0, int maxIterations)
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