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A
AbstractBetaReader
- Class in
org.codehaus.jet.hypothesis.io.readers
AbstractBetaReader(String)
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
AbstractCriticalValueReader
- Class in
org.codehaus.jet.hypothesis.io.readers
AbstractCriticalValueReader(String)
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
AbstractCriticalValueReader
AbstractReader
- Class in
org.codehaus.jet.hypothesis.io.readers
Abstract base class for readers
AbstractReader()
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
AbstractRejectionValueEstimator
- Class in
org.codehaus.jet.hypothesis.rejection.estimators
Abstract base RejectionValueEstimator.
AbstractRejectionValueEstimator(int, double)
- Constructor for class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
Creates an AbstractRejectionValueEstimator
AbstractRejectionValueEstimator(ResponseSurfaceEvaluator, int, double)
- Constructor for class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
AbstractResponseSurfaceEvaluator
- Class in
org.codehaus.jet.hypothesis.rejection.evaluators
Abstract base class for ResponseSurfaceEvaluator implementations
AbstractResponseSurfaceEvaluator()
- Constructor for class org.codehaus.jet.hypothesis.rejection.evaluators.
AbstractResponseSurfaceEvaluator
B
beta
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
BetaReader
- Interface in
org.codehaus.jet.hypothesis.io
Reader of values required to estimate rejection values
C
CachingHypothesisTester
- Class in
org.codehaus.jet.hypothesis.testers
Default implementation of HypothesisTester
CachingHypothesisTester(HypothesisTester)
- Constructor for class org.codehaus.jet.hypothesis.testers.
CachingHypothesisTester
calculateMinimizingIndex(double[], double, double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
calculateX(int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.evaluators.
AbstractResponseSurfaceEvaluator
Calculates the independent variable of the power series
COMMA
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
COMMENT_PREFIX
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
CriticalValueEstimator
- Class in
org.codehaus.jet.hypothesis.rejection.estimators
Estimator of critical value for unit roots and cointegration tests.
CriticalValueEstimator(int, double)
- Constructor for class org.codehaus.jet.hypothesis.rejection.estimators.
CriticalValueEstimator
Creates a CriticalValueEstimator
CriticalValueEstimator(ResponseSurfaceEvaluator, int, double)
- Constructor for class org.codehaus.jet.hypothesis.rejection.estimators.
CriticalValueEstimator
Creates a CriticalValueEstimator
CriticalValueReader
- Interface in
org.codehaus.jet.hypothesis.io
Reader of critical values required to estimate asymptotic rejection values
cumulativeNormal(double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
D
DefaultEstimatorProvider
- Class in
org.codehaus.jet.hypothesis.rejection.estimators
Default implementation of RejectionValueEstimatorProvider.
DefaultEstimatorProvider()
- Constructor for class org.codehaus.jet.hypothesis.rejection.estimators.
DefaultEstimatorProvider
Creates a DefaultEstimatorProvider with default estimator caches
DefaultEstimatorProvider(Map<String, RejectionValueEstimator>, Map<String, RejectionValueEstimator>)
- Constructor for class org.codehaus.jet.hypothesis.rejection.estimators.
DefaultEstimatorProvider
Creates a DefaultEstimatorProvider with given estimator caches
DefaultHypothesisTester
- Class in
org.codehaus.jet.hypothesis.testers
Default implementation of HypothesisTester
DefaultHypothesisTester()
- Constructor for class org.codehaus.jet.hypothesis.testers.
DefaultHypothesisTester
DefaultHypothesisTester(RejectionValueEstimatorProvider, ReaderProvider)
- Constructor for class org.codehaus.jet.hypothesis.testers.
DefaultHypothesisTester
DefaultReaderProvider
- Class in
org.codehaus.jet.hypothesis.io.readers
Default implementation of ReaderProvider.
DefaultReaderProvider()
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
DefaultReaderProvider
Creates DefaultReaderProvider with default readers
DefaultReaderProvider(Map<String, AbstractReader>)
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
DefaultReaderProvider
Creates DefaultReaderProvider with given readers
DIMENSION
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
DIMENSION
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractCriticalValueReader
distribution
- Variable in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
E
ECMReader
- Class in
org.codehaus.jet.hypothesis.io.readers
ECMReader(String)
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
ECMReader
ECMResponseSurfaceEvaluator
- Class in
org.codehaus.jet.hypothesis.rejection.evaluators
Implementations of the ResponseSurfaceEvaluator for ECM tests.
ECMResponseSurfaceEvaluator()
- Constructor for class org.codehaus.jet.hypothesis.rejection.evaluators.
ECMResponseSurfaceEvaluator
estimateAsymptoticValue(double[], double[], double[], double[], double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
CriticalValueEstimator
estimateAsymptoticValue(double[], double[], double[], double[], double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
PValueEstimator
estimateAsymptoticValue(double[], double[], double[], double[], double)
- Method in interface org.codehaus.jet.hypothesis.rejection.
RejectionValueEstimator
Estimates an asymptotic rejection value
estimateRejectionValue(RejectionValueType, String, int[], double, int)
- Method in interface org.codehaus.jet.hypothesis.
HypothesisTester
Estimate rejection value for a given test
estimateRejectionValue(RejectionValueType, String, int[], double, int)
- Method in class org.codehaus.jet.hypothesis.testers.
CachingHypothesisTester
estimateRejectionValue(RejectionValueType, String, int[], double, int)
- Method in class org.codehaus.jet.hypothesis.testers.
DefaultHypothesisTester
estimateValue(double[], double[], double[], double[][], int, int[], double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
CriticalValueEstimator
estimateValue(double[], double[], double[], double[][], int, int[], double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
PValueEstimator
estimateValue(double[], double[], double[], double[][], int, int[], double)
- Method in interface org.codehaus.jet.hypothesis.rejection.
RejectionValueEstimator
Estimates a rejection value
evaluate(double[], int, int[])
- Method in class org.codehaus.jet.hypothesis.rejection.evaluators.
ECMResponseSurfaceEvaluator
evaluate(double[], int, int[])
- Method in class org.codehaus.jet.hypothesis.rejection.evaluators.
URCResponseSurfaceEvaluator
evaluate(double[], int, int[])
- Method in interface org.codehaus.jet.hypothesis.rejection.
ResponseSurfaceEvaluator
Evaluates the response surface
extractMiddleColumnPoints(double[][], int, int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
extractTailColumnPoints(double[][], int, int, boolean)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
F
FIELD_SEPARATOR
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
FIELD_SEPARATOR_REGEX
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
G
getBeta()
- Method in interface org.codehaus.jet.hypothesis.io.
BetaReader
getBeta()
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
getBetaReader(String)
- Method in interface org.codehaus.jet.hypothesis.io.
ReaderProvider
getBetaReader(String)
- Method in class org.codehaus.jet.hypothesis.io.readers.
DefaultReaderProvider
getClassLoader()
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
Retrieves the context classloader of the current thread.
getCriticalValueReader(String)
- Method in interface org.codehaus.jet.hypothesis.io.
ReaderProvider
getCriticalValueReader(String)
- Method in class org.codehaus.jet.hypothesis.io.readers.
DefaultReaderProvider
getCriticalValues()
- Method in interface org.codehaus.jet.hypothesis.io.
CriticalValueReader
getCriticalValues()
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractCriticalValueReader
getEstimator(RejectionValueType, String)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
DefaultEstimatorProvider
getEstimator(RejectionValueType, String)
- Method in interface org.codehaus.jet.hypothesis.rejection.
RejectionValueEstimatorProvider
Returns the estimator of a given type for a given test
getName()
- Method in enum org.codehaus.jet.hypothesis.
HypothesisTest
getNorms()
- Method in class org.codehaus.jet.hypothesis.io.
ProbabilityReader
getNumberOfPoints()
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
getParams()
- Method in interface org.codehaus.jet.hypothesis.io.
BetaReader
getParams()
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
getProbabilityReader()
- Method in interface org.codehaus.jet.hypothesis.io.
ReaderProvider
getProbabilityReader()
- Method in class org.codehaus.jet.hypothesis.io.readers.
DefaultReaderProvider
getProbs()
- Method in class org.codehaus.jet.hypothesis.io.
ProbabilityReader
getReader(String, ClassLoader)
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
Retrieves reader for resource in ClassLoader
getTailPoints(int, int, boolean)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
getTest(String)
- Static method in enum org.codehaus.jet.hypothesis.
HypothesisTest
getThreshold()
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
getWeights()
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
getWeights()
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractCriticalValueReader
getWeights()
- Method in interface org.codehaus.jet.hypothesis.io.
WeightReader
gls
- Variable in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
glsRegression(double[], double[][], double[][])
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
H
HypothesisTest
- Enum in
org.codehaus.jet.hypothesis
Enumeration of available hypothesis tests.
HypothesisTester
- Interface in
org.codehaus.jet.hypothesis
HypothesisTester is a facade exposing the hypothesis test functionality
I
inverseCumulativeNormal(double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
isLower(int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
isMiddle(int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
J
JohansenReader
- Class in
org.codehaus.jet.hypothesis.io.readers
JohansenReader(String)
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
JohansenReader
L
listTestNames()
- Method in interface org.codehaus.jet.hypothesis.
HypothesisTester
Returns the list of supported test names
listTestNames()
- Method in class org.codehaus.jet.hypothesis.testers.
CachingHypothesisTester
listTestNames()
- Method in class org.codehaus.jet.hypothesis.testers.
DefaultHypothesisTester
LRCReader
- Class in
org.codehaus.jet.hypothesis.io.readers
LRCReader(String)
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
LRCReader
M
minsize
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
model
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
N
NA_PREFIX
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
nreg
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
NUMBER_FORMAT
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
nz
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
O
org.codehaus.jet.hypothesis
- package org.codehaus.jet.hypothesis
org.codehaus.jet.hypothesis.io
- package org.codehaus.jet.hypothesis.io
org.codehaus.jet.hypothesis.io.readers
- package org.codehaus.jet.hypothesis.io.readers
org.codehaus.jet.hypothesis.rejection
- package org.codehaus.jet.hypothesis.rejection
org.codehaus.jet.hypothesis.rejection.estimators
- package org.codehaus.jet.hypothesis.rejection.estimators
org.codehaus.jet.hypothesis.rejection.evaluators
- package org.codehaus.jet.hypothesis.rejection.evaluators
org.codehaus.jet.hypothesis.testers
- package org.codehaus.jet.hypothesis.testers
P
powerSeries(double[], double, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
powerSeries(double[], double, int)
- Method in class org.codehaus.jet.hypothesis.rejection.evaluators.
AbstractResponseSurfaceEvaluator
Evaluates the power series in
x
up to the given order with coefficients provided
ProbabilityReader
- Class in
org.codehaus.jet.hypothesis.io
Reader of probabilities required to construct the covariance matrix of the GLS regression
ProbabilityReader()
- Constructor for class org.codehaus.jet.hypothesis.io.
ProbabilityReader
PValueEstimator
- Class in
org.codehaus.jet.hypothesis.rejection.estimators
Estimator of p-value for unit roots and cointegration tests.
PValueEstimator(int, double)
- Constructor for class org.codehaus.jet.hypothesis.rejection.estimators.
PValueEstimator
Creates a PValueEstimator
PValueEstimator(ResponseSurfaceEvaluator, int, double)
- Constructor for class org.codehaus.jet.hypothesis.rejection.estimators.
PValueEstimator
Creates a PValueEstimator
R
read()
- Method in class org.codehaus.jet.hypothesis.io.
ProbabilityReader
read(int[])
- Method in class org.codehaus.jet.hypothesis.io.readers.
ECMReader
read(int[])
- Method in class org.codehaus.jet.hypothesis.io.readers.
JohansenReader
read(int[])
- Method in class org.codehaus.jet.hypothesis.io.readers.
LRCReader
read(int[])
- Method in class org.codehaus.jet.hypothesis.io.readers.
URCReader
read(int[])
- Method in interface org.codehaus.jet.hypothesis.io.
WeightReader
ReaderProvider
- Interface in
org.codehaus.jet.hypothesis.io
Provider of readers of data required for different tests
readLines(String)
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
RejectionValueEstimateFailedException
- Exception in
org.codehaus.jet.hypothesis
Exception thrown when a rejection value estimate fails
RejectionValueEstimateFailedException(String, Throwable)
- Constructor for exception org.codehaus.jet.hypothesis.
RejectionValueEstimateFailedException
Creates a RejectionValueEstimateFailedException with message and cause
RejectionValueEstimator
- Interface in
org.codehaus.jet.hypothesis.rejection
Estimator of rejection values - critical values and p-values - for unit roots and cointegration tests, as detailed in
James G.
RejectionValueEstimatorProvider
- Interface in
org.codehaus.jet.hypothesis.rejection
Provider of rejection value estimators for different tests.
RejectionValueType
- Enum in
org.codehaus.jet.hypothesis.rejection
Enumeration of rejection value types
responseSurfaceEvaluator
- Variable in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
ResponseSurfaceEvaluator
- Interface in
org.codehaus.jet.hypothesis.rejection
Evaluator of response surface of the power series form
S
source
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
source
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractCriticalValueReader
T
toCovariance(double[], double[], int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toCriticalValues(double[][], int, int[])
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toLines(Reader)
- Method in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
toMiddleCovariance(double[], double[], int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toMiddleIndex(int, int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toMiddleXSample(double[], int, int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toMiddleYSample(double[], int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toMiddleYSample(double[][], int, int, int, int[])
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
CriticalValueEstimator
toString()
- Method in enum org.codehaus.jet.hypothesis.
HypothesisTest
toTailCovariance(double[], double[], int, boolean)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toTailXSample(double[], int, int, boolean)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toTailYSample(double[], int, boolean)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toTailYSample(double[][], int, int, int, int[], boolean)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
CriticalValueEstimator
toUpperIndex(int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toXSample(double[], int, int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toYSample(double[], int, int)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
toYSample(double[][], int, int, int, int[])
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
CriticalValueEstimator
tTest(double[], int, double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
U
URCReader
- Class in
org.codehaus.jet.hypothesis.io.readers
URCReader(String)
- Constructor for class org.codehaus.jet.hypothesis.io.readers.
URCReader
URCResponseSurfaceEvaluator
- Class in
org.codehaus.jet.hypothesis.rejection.evaluators
Implementations of the ResponseSurfaceEvaluator for URC tests.
URCResponseSurfaceEvaluator()
- Constructor for class org.codehaus.jet.hypothesis.rejection.evaluators.
URCResponseSurfaceEvaluator
V
validateParams(int, double)
- Method in class org.codehaus.jet.hypothesis.rejection.estimators.
AbstractRejectionValueEstimator
validateParams(double[], int, int[])
- Method in class org.codehaus.jet.hypothesis.rejection.evaluators.
ECMResponseSurfaceEvaluator
validateParams(double[], int, int[])
- Method in class org.codehaus.jet.hypothesis.rejection.evaluators.
URCResponseSurfaceEvaluator
valueOf(String)
- Static method in enum org.codehaus.jet.hypothesis.
HypothesisTest
Returns the enum constant of this type with the specified name.
valueOf(String)
- Static method in enum org.codehaus.jet.hypothesis.rejection.
RejectionValueType
Returns the enum constant of this type with the specified name.
values()
- Static method in enum org.codehaus.jet.hypothesis.
HypothesisTest
Returns an array containing the constants of this enum type, in the order they're declared.
values
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractCriticalValueReader
values()
- Static method in enum org.codehaus.jet.hypothesis.rejection.
RejectionValueType
Returns an array containing the constants of this enum type, in the order they're declared.
W
WeightReader
- Interface in
org.codehaus.jet.hypothesis.io
Reader of weights required to construct the covariance matrix of the GLS regression
weights
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractBetaReader
weights
- Variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractCriticalValueReader
WHITESPACE
- Static variable in class org.codehaus.jet.hypothesis.io.readers.
AbstractReader
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