Package com.walkfares.function.math

Class StatisticsFunctions

java.lang.Object

com.walkfares.function.AbstractFunctionHolder

com.walkfares.function.math.StatisticsFunctions

All Implemented Interfaces:

FunctionHolder

public class StatisticsFunctions
extends AbstractFunctionHolder
implements FunctionHolder

Constructor Summary

Constructors

Constructor	Description
StatisticsFunctions()

Method Summary

Modifier and Type	Method	Description
Var	count(Var data)
Var	geomean(Var data)
String	getCategory()
List<Function>	getFunctions()
VarDynamicObject	GLSMultipleRegression(VarMatrix y, VarMatrix x, VarMatrix covariance)
Var	kurtosis(Var data)
Var	max(Var data)
Var	mean(Var data)
Var	min(Var data)
VarDynamicObject	OLSMultipleRegression(VarMatrix y, VarMatrix x)
Var	percentile(Var data, VarScalar percentile)
Var	popvar(Var data)
Var	quadmean(Var data)
VarDynamicObject	simpleRegression(VarMatrix data)
VarDynamicObject	simpleRegression(VarTimeSeries data)
Var	skew(Var data)
VarTimeSeries	sma(VarTimeSeries data, int window)
Var	stdev(Var data)
Var	sum(Var data)
Var	sumsq(Var data)
Var	var(Var data)

Methods inherited from class com.walkfares.function.AbstractFunctionHolder

setContext

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.walkfares.odsl.function.FunctionHolder

setContext

Constructor Details

StatisticsFunctions

public StatisticsFunctions()

Method Details

getCategory

public String getCategory()

Specified by:

getCategory in interface FunctionHolder

getFunctions

public List<Function> getFunctions()

Specified by:

getFunctions in interface FunctionHolder

simpleRegression

public VarDynamicObject simpleRegression(VarTimeSeries data)

simpleRegression

public VarDynamicObject simpleRegression(VarMatrix data)

OLSMultipleRegression

public VarDynamicObject OLSMultipleRegression(VarMatrix y, VarMatrix x)

GLSMultipleRegression

public VarDynamicObject GLSMultipleRegression(VarMatrix y, VarMatrix x, VarMatrix covariance)

min

public Var min(Var data)

max

public Var max(Var data)

mean

public Var mean(Var data)

geomean

public Var geomean(Var data)

quadmean

public Var quadmean(Var data)

count

public Var count(Var data)

sum

public Var sum(Var data)

sumsq

public Var sumsq(Var data)

stdev

public Var stdev(Var data)

var

public Var var(Var data)

kurtosis

public Var kurtosis(Var data)

skew

public Var skew(Var data)

percentile

public Var percentile(Var data, VarScalar percentile)

popvar

public Var popvar(Var data)

sma

public VarTimeSeries sma(VarTimeSeries data, int window)