Uses of Class
dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction
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Packages that use FiltrationFunction Package Description dev.nm.stat.cointegration dev.nm.stat.stochasticprocess.univariate.filtration dev.nm.stat.stochasticprocess.univariate.integration -
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Uses of FiltrationFunction in dev.nm.stat.cointegration
Methods in dev.nm.stat.cointegration that return FiltrationFunction Modifier and Type Method Description FiltrationFunction[]
JohansenAsymptoticDistribution.F. evaluate(Realization[] B)
F(B). -
Uses of FiltrationFunction in dev.nm.stat.stochasticprocess.univariate.filtration
Subclasses of FiltrationFunction in dev.nm.stat.stochasticprocess.univariate.filtration Modifier and Type Class Description class
Bt
This is aFiltrationFunction
that returns \(B(t_i)\), the Brownian motion value at the i-th time point.class
F_Sum_BtDt
This represents a function of this integral \[ I = \int_{0}^{1} B(t)dt \]class
F_Sum_tBtDt
This represents a function of this integral \[ \int_{0}^{1} (t - 0.5) * B(t) dt \] -
Uses of FiltrationFunction in dev.nm.stat.stochasticprocess.univariate.integration
Fields in dev.nm.stat.stochasticprocess.univariate.integration declared as FiltrationFunction Modifier and Type Field Description protected FiltrationFunction
Integral. f
the integrandConstructors in dev.nm.stat.stochasticprocess.univariate.integration with parameters of type FiltrationFunction Constructor Description Integral(FiltrationFunction f)
Construct an integral from an integrand.IntegralDB(FiltrationFunction f)
Construct an integral for f with respect to dB.IntegralDt(FiltrationFunction f)
Construct an integral for f with respect to dt.
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