Uses of Interface
dev.nm.stat.random.sampler.resampler.bootstrap.block.PattonPolitisWhite2009ForObject.AutoCorrelationForObject
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Packages that use PattonPolitisWhite2009ForObject.AutoCorrelationForObject Package Description dev.nm.stat.random.sampler.resampler.bootstrap.block -
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Uses of PattonPolitisWhite2009ForObject.AutoCorrelationForObject in dev.nm.stat.random.sampler.resampler.bootstrap.block
Methods in dev.nm.stat.random.sampler.resampler.bootstrap.block with parameters of type PattonPolitisWhite2009ForObject.AutoCorrelationForObject Modifier and Type Method Description static long
PattonPolitisWhite2009ForObject. getOptimalBlockLength(Object[] x, PattonPolitisWhite2009ForObject.AutoCorrelationForObject autoCorrelation, PattonPolitisWhite2009ForObject.AutoCovarianceForObject autoCovariance, PattonPolitisWhite2009ForObject.Type type)
Computes the optimal of block length.static long
PattonPolitisWhite2009ForObject. getOptimalLag(Object[] x, PattonPolitisWhite2009ForObject.AutoCorrelationForObject R)
Finds the smallest lag \(\hat{m}\) such that the autocorrelation for lags \((\hat{m} + k),~k=1,\dots,K_N\) are all insignificant regarding to the critical value.
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