Class CorrelationCheck
- java.lang.Object
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- tech.nmfin.meanreversion.cointegration.check.CorrelationCheck
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- All Implemented Interfaces:
PairingCheck
public class CorrelationCheck extends Object implements PairingCheck
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Constructor Summary
Constructors Constructor Description CorrelationCheck(Matrix A, double lowerBound, double upperBound)CorrelationCheck(Matrix A, double tail, double lowerBound, double upperBound)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static doublecor(Matrix A, double tailed)booleanisOK()
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Method Detail
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isOK
public boolean isOK() throws NoPairFoundException- Specified by:
isOKin interfacePairingCheck- Throws:
NoPairFoundException
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cor
public static double cor(Matrix A, double tailed)
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