Constant Field Values

Contents

• dev.nm.*
• tech.nmfin.*

dev.nm.*

dev.nm.algebra.linear.matrix.doubles.factorization.eigen.mr3.MR3

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_MIN_RELATIVE_GAP	0.001

dev.nm.algebra.linear.matrix.doubles.factorization.eigen.qr.DefaultDeflationCriterion

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_THRESHOLD	1.0E-12

dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.DenseData

Modifier and Type	Constant Field	Value
public static final int	ZERO_ENTRY	-1

dev.nm.algebra.linear.matrix.doubles.matrixtype.mathoperation.AutoParallelMatrixMathOperation

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_MATRIX_SIZE_THRESHOLD	40000

dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.BiconjugateGradientSolver

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_RESIDUAL_REFRESH_RATE	50

dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.BiconjugateGradientStabilizedSolver

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_RESIDUAL_REFRESH_RATE	50

dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.ConjugateGradientNormalErrorSolver

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_RESIDUAL_REFRESH_RATE	50

dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.ConjugateGradientNormalResidualSolver

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_RESIDUAL_REFRESH_RATE	50

dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.ConjugateGradientSolver

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_RESIDUAL_REFRESH_RATE	50

dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.ConjugateGradientSquaredSolver

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_RESIDUAL_REFRESH_RATE	50

dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.QuasiMinimalResidualSolver

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_RESIDUAL_REFRESH_RATE	50

dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.SteepestDescentSolver

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_RESIDUAL_REFRESH_RATE	50

dev.nm.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaFehlberg

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_SAFETY_FACTOR	0.8

dev.nm.misc.Constants

Modifier and Type	Constant Field	Value
public static final double	APERY	1.2020569031595942
public static final double	EULER_MASCHERONI	0.5772156649015329
public static final double	PI_SQ	9.869604401089358

dev.nm.misc.PhysicalConstants

Modifier and Type	Constant Field	Value
public static final double	ABSOLUTE_ZERO_T0	-273.15
public static final double	ATOMIC_MASS_MU	1.660538921E-27
public static final double	AVOGADRO_NA	6.02214129E23
public static final double	BOLTZMANN_K	1.3806488E-23
public static final double	CHARACTERISTIC_IMPEDANCE_Z0	376.730313461
public static final double	CONDUCTANCE_QUANTUM_G0	7.7480917346E-5
public static final double	ELECTRIC_EPSILON0	8.854187817E-12
public static final double	ELECTRON_MASS_ME	9.10938291E-31
public static final double	ELECTRON_VOLT_EV	1.602176565E-19
public static final double	ELEMENTARY_CHARGE_E	1.602176565E-19
public static final double	FARADAY_F	96485.3365
public static final double	FINE_STRUCTURE_ALPHA	0.0072973525698
public static final double	GRAVITATIONAL_G	6.67384E-11
public static final double	INVERSE_FINE_STRUCTURE_ALPHA1	137.035999074
public static final int	LIGHT_SPEED_C	299792458
public static final double	MAGNETIC_FLUX_QUANTUM_PHI0	2.067833758E-15
public static final double	MAGNETIC_MU0	1.2566370614359173E-6
public static final double	MOLAR_GAS_R	8.3144621
public static final double	NEUTRON_MASS_M	1.674927351E-27
public static final double	PLANCK_H	6.62606957E-34
public static final double	PLANCK_REDUCED_HBAR	1.054571726E-34
public static final double	PROTON_ELECTRON_MASS_RATIO	1836.15267245
public static final double	PROTON_MASS_MP	1.672621777E-27
public static final double	RYDBERG_RINF	1.0973731568539E7
public static final double	STEFAN_BOLTZMANN_SIGMA	5.670373E-8

dev.nm.misc.algorithm.iterative.tolerance.AbsoluteTolerance

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_TOLERANCE	1.0E-4

dev.nm.misc.algorithm.iterative.tolerance.RelativeTolerance

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_TOLERANCE	1.0E-4

dev.nm.misc.license.License

Modifier and Type	Constant Field	Value
public static final String	DATE_FORMAT_STRING	"yyyy-MM-dd"
public static final String	LICENSE_FILE_PROPERTY	"nm.license"

dev.nm.number.DoubleUtils

Modifier and Type	Constant Field	Value
public static final String	CSV_SEPARATOR	","

dev.nm.solver.multivariate.constrained.convex.sdp.socp.interiorpoint.AntoniouLu2007

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_SIGMA	1.0E-5

dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid.SimpleGridMinimizer

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_STABLE_ITERATION_COUNT	10

dev.nm.solver.multivariate.unconstrained.annealing.GeneralizedSimulatedAnnealingMinimizer

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_INITIAL_TEMPERATURE	5230.0
public static final double	DEFAULT_QA	-5.0
public static final double	DEFAULT_QV	2.62

dev.nm.stat.random.rng.RNGUtils

Modifier and Type	Constant Field	Value
public static final long	SEED	1234567890L

dev.nm.stat.test.distribution.normality.JarqueBera

Modifier and Type	Constant Field	Value
public final int	nSim	50000

dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma.VARLinearRepresentation

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_NUMBER_OF_LAGS	15

dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma.VMAInvertibility

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_NLAGS	15

dev.nm.stat.timeseries.linear.univariate.arima.AutoARIMAFit

Modifier and Type	Constant Field	Value
public static final int	MAX_D	2
public static final int	MAX_ITERATION	500
public static final int	MAX_P	5
public static final int	MAX_Q	5
public static final int	MIN_P	1
public static final int	MIN_Q	1

dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.LinearRepresentation

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_NUMBER_OF_LAGS	15

dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch.ARMAGARCHFit

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_MAXIMUM_ITERATIONS	300
public static final double	DEFAULT_TOLERANCE	1.0E-8

tech.nmfin.*

tech.nmfin.meanreversion.cointegration.RobustCointegration

Modifier and Type	Constant Field	Value
protected static final double	REMAINING_ROWS_PCT_THRESHOLD	0.8

tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer.BrentCetaMaximizer

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_EPSILON	1.0E-4

tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer.GridSearchCetaMaximizer

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_GRID_SIZE	0.5

tech.nmfin.portfoliooptimization.socp.constraints.SOCPLinearBlackList

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_EPSILON	1.0E-6

tech.nmfin.portfoliooptimization.socp.constraints.SOCPLinearMaximumLoan

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_EPSILON	1.0E-6

tech.nmfin.portfoliooptimization.socp.constraints.SOCPLinearSectorNeutrality

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_EPSILON	1.0E-6

tech.nmfin.portfoliooptimization.socp.constraints.SOCPLinearSelfFinancing

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_EPSILON	1.0E-6

tech.nmfin.portfoliooptimization.socp.constraints.SOCPLinearZeroValue

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_EPSILON	1.0E-6

tech.nmfin.portfoliooptimization.socp.constraints.ybar.SOCPLinearSectorExposure

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_EPSILON	1.0E-6