Package | Description |
---|---|
org.hipparchus.stat.descriptive.moment |
Summary statistics based on moments.
|
Modifier and Type | Field | Description |
---|---|---|
static SemiVariance.Direction |
SemiVariance.DOWNSIDE_VARIANCE |
The DOWNSIDE Direction is used to specify that the observations below
the cutoff point will be used to calculate SemiVariance
|
static SemiVariance.Direction |
SemiVariance.UPSIDE_VARIANCE |
The UPSIDE Direction is used to specify that the observations above the
cutoff point will be used to calculate SemiVariance.
|
Modifier and Type | Method | Description |
---|---|---|
SemiVariance.Direction |
SemiVariance.getVarianceDirection() |
Returns the varianceDirection property.
|
static SemiVariance.Direction |
SemiVariance.Direction.valueOf(String name) |
Returns the enum constant of this type with the specified name.
|
static SemiVariance.Direction[] |
SemiVariance.Direction.values() |
Returns an array containing the constants of this enum type, in
the order they are declared.
|
Modifier and Type | Method | Description |
---|---|---|
double |
SemiVariance.evaluate(double[] values,
double cutoff,
SemiVariance.Direction direction) |
Returns the
SemiVariance of the designated values against the cutoff in the
given direction, using the current value of the biasCorrection instance property. |
double |
SemiVariance.evaluate(double[] values,
double cutoff,
SemiVariance.Direction direction,
boolean corrected,
int start,
int length) |
Returns the
SemiVariance of the designated values against the cutoff
in the given direction with the provided bias correction. |
double |
SemiVariance.evaluate(double[] values,
SemiVariance.Direction direction) |
This method calculates
SemiVariance for the entire array against the mean,
using the current value of the biasCorrection instance property. |
SemiVariance |
SemiVariance.withVarianceDirection(SemiVariance.Direction direction) |
Returns a copy of this instance with the given direction setting.
|
Constructor | Description |
---|---|
SemiVariance(boolean corrected,
SemiVariance.Direction direction) |
Constructs a SemiVariance with the specified
isBiasCorrected
property and the specified Direction property. |
SemiVariance(SemiVariance.Direction direction) |
Constructs a SemiVariance with the specified
Direction property
and default (true) biasCorrected property |
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