Package | Description |
---|---|
org.hipparchus.stat.descriptive.moment |
Summary statistics based on moments.
|
Modifier and Type | Field and 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 and 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 and 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 and 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 |
Copyright © 2016-2021 CS GROUP. All rights reserved.