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

J

j - Variable in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.Coordinates

the column index

Jacobian - Class in com.numericalmethod.suanshu.analysis.differentiation.multivariate

The Jacobian matrix is the matrix of all first-order partial derivatives of a vector-valued function.

Jacobian(RealVectorFunction, double...) - Constructor for class com.numericalmethod.suanshu.analysis.differentiation.multivariate.Jacobian

Construct an m x n Jacobian matrix for a multivariate function f at point x, where m is the dimension of the function range, and n the dimension of the function domain.

JacobianFunction - Class in com.numericalmethod.suanshu.analysis.differentiation.multivariate

Compute the Jacobian function, J(x), for a real vector-valued function f(x).

JacobianFunction(RealVectorFunction) - Constructor for class com.numericalmethod.suanshu.analysis.differentiation.multivariate.JacobianFunction

Construct a JacobianFunction to compute the Jacobian numerically.

JacobiPreconditioner - Class in com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner

The Jacobi (or diagonal) preconditioner is one of the simplest forms of preconditioning, in which the preconditioner is chosen to be the diagonal of the matrix P = diag(A).

JacobiPreconditioner(Matrix) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.JacobiPreconditioner

JacobiSolver - Class in com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.stationary

In each iteration, Jacobi method solves n equations in the linear system Ax = b in isolation sequentially.

JacobiSolver() - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.stationary.JacobiSolver

JarqueBera - Class in com.numericalmethod.suanshu.stats.test.distribution.normality

The Jarque–Bera test is a goodness-of-fit measure of departure from normality, based on the sample kurtosis and skewness.

JarqueBera(double[], boolean) - Constructor for class com.numericalmethod.suanshu.stats.test.distribution.normality.JarqueBera

Perform the Jarque-Bera test to test for the departure from normality.

JarqueBera(double[]) - Constructor for class com.numericalmethod.suanshu.stats.test.distribution.normality.JarqueBera

Perform the Jarque-Bera test to test for the departure from normality, using the asymptotic chi-square distribution.

JarqueBeraDistribution - Class in com.numericalmethod.suanshu.stats.test.distribution.normality

Jarque–Bera distribution is the distribution of the Jarque–Bera statistics, which measures the departure from normality.

JarqueBeraDistribution(int, int, StandardGaussian) - Constructor for class com.numericalmethod.suanshu.stats.test.distribution.normality.JarqueBeraDistribution

Construct a Jarque–Bera distribution using Monte Carlo simulation.

JarqueBeraDistribution(int, int) - Constructor for class com.numericalmethod.suanshu.stats.test.distribution.normality.JarqueBeraDistribution

Construct a Jarque–Bera distribution using Monte Carlo simulation.

JenkinsTraubReal - Class in com.numericalmethod.suanshu.analysis.function.polynomial.root.jenkinstraub

An implementation of Jenkins-Traub algorithm for solving real polynomial equations of any degree.

JenkinsTraubReal() - Constructor for class com.numericalmethod.suanshu.analysis.function.polynomial.root.jenkinstraub.JenkinsTraubReal

Create an instance of Jenkins-Traub algorithm for solving polynomial equations.

JodaTimeUtils - Class in com.numericalmethod.suanshu.time

JohansenAsymptoticDistribution - Class in com.numericalmethod.suanshu.stats.cointegration

This class represents the asymptotic distribution of Johansen's tests JohansenAsymptoticDistribution.Test for 5 different cases.

JohansenAsymptoticDistribution(JohansenAsymptoticDistribution.Test, JohansenAsymptoticDistribution.TrendType, int, long, int, int) - Constructor for class com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistribution

Construct the asymptotic distribution for Johansen's tests.

JohansenAsymptoticDistribution(JohansenAsymptoticDistribution.Test, JohansenAsymptoticDistribution.TrendType, int) - Constructor for class com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistribution

Construct the asymptotic distribution for Johansen's tests.

JohansenAsymptoticDistribution.Test - Enum in com.numericalmethod.suanshu.stats.cointegration

the types of Johansen's cointegration tests available

JohansenAsymptoticDistribution.TrendType - Enum in com.numericalmethod.suanshu.stats.cointegration

the types of trends available

JohansenAsymptoticDistributionSimulation - Class in com.numericalmethod.suanshu.stats.cointegration

This class computes the asymptotic distributions of Johansen's tests by Monte Carlo simulation.

JohansenAsymptoticDistributionSimulation(JohansenAsymptoticDistribution.Test, JohansenAsymptoticDistributionSimulation.F, int, long, int, int) - Constructor for class com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistributionSimulation

JohansenAsymptoticDistributionSimulation.F - Interface in com.numericalmethod.suanshu.stats.cointegration

JohansenTest - Class in com.numericalmethod.suanshu.stats.cointegration

This class provides the Johansen distributions of specific types up to a certain dimension.

JohansenTest(JohansenAsymptoticDistribution.Test, JohansenAsymptoticDistribution.TrendType, int, int, int) - Constructor for class com.numericalmethod.suanshu.stats.cointegration.JohansenTest

Construct a specific JohansenTest.

JohansenTest(JohansenAsymptoticDistribution.Test, JohansenAsymptoticDistribution.TrendType, int) - Constructor for class com.numericalmethod.suanshu.stats.cointegration.JohansenTest

Construct a specific JohansenTest.

JohansenTest(CointegrationMle) - Constructor for class com.numericalmethod.suanshu.stats.cointegration.JohansenTest

Construct a specific JohansenTest appropriate for a particular CointegrationMle object.

JordanExchange - Class in com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex

Jordan Exchange exchanges the r-th basic/entering variable with the s-th non-basic/leaving variable of a matrix A, a representation of a linear function.

JordanExchange(Matrix, int, int, double) - Constructor for class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.JordanExchange

Construct the Jordan Exchange matrix for a matrix A by exchanging the the basic/entering variable with the s-th non-basic/leaving variable.

JordanExchange(Matrix, int, int) - Constructor for class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.JordanExchange

Construct the Jordan Exchange matrix for a matrix A by exchanging the the basic/entering variable with the s-th non-basic/leaving variable.