Class Kagi<T extends Comparable<? super T>>
- java.lang.Object
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- tech.nmfin.meanreversion.hvolatility.Kagi<T>
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- Type Parameters:
T
- time type
public class Kagi<T extends Comparable<? super T>> extends Object
KAGI construction of a random process.
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
Kagi.Trend
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Constructor Summary
Constructors Constructor Description Kagi(double[] ts)
Kagi(UnivariateTimeSeries<T,? extends UnivariateTimeSeries.Entry<T>> ts)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description HConstruction<T>
build(double H)
Makes a KAGI construction for the given random process.
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Constructor Detail
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Kagi
public Kagi(UnivariateTimeSeries<T,? extends UnivariateTimeSeries.Entry<T>> ts)
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Kagi
public Kagi(double[] ts)
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Method Detail
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build
public HConstruction<T> build(double H)
Makes a KAGI construction for the given random process.- Parameters:
H
- the H- Returns:
- an H-construction
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