A B C D E F G H I J L M N O P R S T U V W

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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