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SuanShu, a Java numerical and statistical library | |||||||
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V, where
V' = Vk %*% ... %*% V1
where
k = A.nCols() - 2.
- V() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.svd.GloubKahanSVD
-
- V() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.svd.SVD
-
- V() -
Method in interface com.numericalmethod.suanshu.matrix.doubles.factorization.svd.SVDDecomposition
- Get a copy of
V as in
U' %*% A %*% V = D
U %*% D %*% V' = A
- v() -
Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.standard.LpUnboundedSolution
- When the problem is unbounded, the direction of arbitrarily negative can be computed by adjusting λ.
- v -
Variable in class com.numericalmethod.suanshu.stats.distribution.univariate.TDistribution
- the degree of freedom
- V(int) -
Method in class com.numericalmethod.suanshu.stats.dlm.ObservationEquation
- Get V(t), the covariance matrix of v_t.
- validate() -
Method in class com.numericalmethod.suanshu.license.Package
- Check if this package is valid under the license.
- validate() -
Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.problem.StandardLpProblem1
-
- validate() -
Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.problem.StandardLpProblem2
-
- validate(Matrix) -
Method in class com.numericalmethod.suanshu.stats.test.distribution.pearson.AS159
- Check whether a matrix satisfies the row and column sums.
- validIndex(Vector, int) -
Static method in class com.numericalmethod.suanshu.vector.doubles.IsVector
- Check if the input
index is a valid index Vector v.
- value -
Variable in class com.numericalmethod.suanshu.analysis.function.rn2r1.RealScalarFunctionFixedVariables.Value
- the value fixed for this variable
- value() -
Method in class com.numericalmethod.suanshu.analysis.integration.univariate.Lebesgue
- Compute the integral value.
- value -
Variable in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.SparseElement
- the value of this element
- value() -
Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.SparseVector.Entry
- Get the value of this entry.
- value() -
Method in class com.numericalmethod.suanshu.number.ScientificNotation
- Get the value of the specified number as a
BigDecimal.
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.Covariance
-
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.moment.Kurtosis
-
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.moment.Mean
-
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.moment.Moments
-
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.moment.Skewness
-
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.moment.Variance
-
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.rank.Max
-
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.rank.Min
-
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.rank.Quantile
-
- value(double) -
Method in class com.numericalmethod.suanshu.stats.descriptive.rank.Quantile
- Compute the sample value corresponding to a probability.
- value() -
Method in interface com.numericalmethod.suanshu.stats.descriptive.Statistic
- Get the value of the statistic.
- value() -
Method in class com.numericalmethod.suanshu.stats.descriptive.SynchronizedStatistic
-
- value -
Variable in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde.Expectation
- the value of the integral
- value() -
Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde.Expectation
- Get the integral value.
- value -
Variable in class com.numericalmethod.suanshu.stats.timeseries.TimeSeries.Entry
- the value
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.analysis.differentiation.univariate.Dfdx.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.analysis.differentiation.univariate.FiniteDifference.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.analysis.function.polynomial.root.Solver.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.analysis.function.special.CumulativeNormal.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.analysis.function.special.Gamma.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.analysis.function.special.LogGamma.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.analysis.integration.univariate.riemann.EulerMaclaurin.NewtonCotesType
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.PowerLawSingularity.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.interval.Algebra.Relation
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.factorization.eigen.Eigen.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.factorization.qr.QR.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.factorization.svd.SVD.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.factorization.triangle.LU.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.linearsystem.Kernel.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.linearsystem.OLSSolver.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.diagonal.BidiagonalMatrix.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeSolver.ConvergenceFailure.Reason
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.SparseElement.TopLeftFirstComparator
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.number.DoubleUtils.RoundingScheme
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.Tableau.LabelType
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.FirstOrder.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.signalprocessing.filter.MovingAverage.Side
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistribution.Test
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistribution.TrendType
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.descriptive.rank.Quantile.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.random.distribution.Gaussian.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.random.distribution.Uniform.Method
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovSmirnov.Side
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovSmirnov.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovTwoSamplesDistribution.Side
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.test.distribution.pearson.ChiSquare4Independence.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.test.timeseries.adf.AdfAsymptoticDistribution1.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.test.timeseries.adf.AugmentedDickeyFuller.TrendType
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.test.variance.Levene.Type
- Returns the enum constant of this type with the specified name.
- valueOf(String) -
Static method in enum com.numericalmethod.suanshu.stats.timeseries.linear.univariate.sample.AutoCovariance.Type
- Returns the enum constant of this type with the specified name.
- values() -
Static method in enum com.numericalmethod.suanshu.analysis.differentiation.univariate.Dfdx.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.analysis.differentiation.univariate.FiniteDifference.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.analysis.function.polynomial.root.Solver.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.analysis.function.special.CumulativeNormal.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.analysis.function.special.Gamma.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.analysis.function.special.LogGamma.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.analysis.integration.univariate.riemann.EulerMaclaurin.NewtonCotesType
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.PowerLawSingularity.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.interval.Algebra.Relation
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.factorization.eigen.Eigen.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.factorization.qr.QR.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.factorization.svd.SVD.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.factorization.triangle.LU.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.linearsystem.Kernel.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.linearsystem.OLSSolver.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.diagonal.BidiagonalMatrix.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeSolver.ConvergenceFailure.Reason
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.SparseElement.TopLeftFirstComparator
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.number.DoubleUtils.RoundingScheme
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.Tableau.LabelType
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.FirstOrder.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.signalprocessing.filter.MovingAverage.Side
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistribution.Test
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistribution.TrendType
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.descriptive.rank.Quantile.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.random.distribution.Gaussian.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.random.distribution.Uniform.Method
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovSmirnov.Side
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovSmirnov.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovTwoSamplesDistribution.Side
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.test.distribution.pearson.ChiSquare4Independence.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.test.timeseries.adf.AdfAsymptoticDistribution1.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.test.timeseries.adf.AugmentedDickeyFuller.TrendType
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.test.variance.Levene.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- values() -
Static method in enum com.numericalmethod.suanshu.stats.timeseries.linear.univariate.sample.AutoCovariance.Type
- Returns an array containing the constants of this enum type, in
the order they are declared.
- VanDerWaerden - Class in com.numericalmethod.suanshu.stats.test.rank
- The Van der Waerden test tests for the equality of all population distribution functions.
- VanDerWaerden(double[]...) -
Constructor for class com.numericalmethod.suanshu.stats.test.rank.VanDerWaerden
- Perform the Van Der Waerden test to test for the equality of all population distribution functions.
- var() -
Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.Expectation
- Compute the variance of the integral.
- var() -
Method in interface com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma.ArmaFitting
- Get the variance of the white noise.
- var() -
Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma.ConditionalSumOfSquares
-
- var() -
Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GarchModel
- Compute the unconditional variance of the GARCH model.
- var(int) -
Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.InnovationAlgorithm
- Get the mean squared error for prediction errors at time t for X^t+1, i.e.,
E(X_(t+1) - X^_(t+1))
- var1 -
Variable in class com.numericalmethod.suanshu.stats.test.mean.T
- variance for sample 1
- var2 -
Variable in class com.numericalmethod.suanshu.stats.test.mean.T
- variance for sample 2
- VarFitting - Class in com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma
- This class estimates the coefficients for a VAR model.
- VarFitting(MultiVariateTimeSeries, int) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarFitting
-
- Variance - Class in com.numericalmethod.suanshu.stats.descriptive.moment
- The variance of a sample is the average squared deviations from the sample mean.
- Variance() -
Constructor for class com.numericalmethod.suanshu.stats.descriptive.moment.Variance
- Construct an empty Variance calculator.
- Variance(double[], boolean) -
Constructor for class com.numericalmethod.suanshu.stats.descriptive.moment.Variance
- Construct a Variance calculator,
initialized with a sample.
- Variance(double[]) -
Constructor for class com.numericalmethod.suanshu.stats.descriptive.moment.Variance
- Construct an unbiased Variance calculator.
- Variance(Variance) -
Constructor for class com.numericalmethod.suanshu.stats.descriptive.moment.Variance
- Copy constructor.
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.BetaDistribution
-
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.ChiSquareDistribution
-
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.EmpiricalDistribution
-
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.ExponentialDistribution
-
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.FDistribution
- Get the variance of this distribution.
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.GammaDistribution
-
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.NormalDistribution
-
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.RayleighDistribution
-
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.TDistribution
- Get the variance of this distribution.
- variance() -
Method in interface com.numericalmethod.suanshu.stats.distribution.univariate.UnivariateDistribution
- Get the variance of this distribution.
- variance() -
Method in class com.numericalmethod.suanshu.stats.distribution.univariate.WeibullDistribution
-
- variance(double) -
Method in class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Binomial
-
- variance(double) -
Method in interface com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.ExponentialDistribution
- The variance function of the distribution in terms of the mean μ.
- variance(double) -
Method in class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Gamma
-
- variance(double) -
Method in class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Gaussian
-
- variance(double) -
Method in class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.InverseGaussian
-
- variance(double) -
Method in class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Poisson
-
- variance -
Variable in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde.Expectation
- the variance of the integral
- variance() -
Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde.Expectation
- Get the integral variance.
- variance() -
Method in class com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovDistribution
- Deprecated. Not supported yet.
- variance() -
Method in class com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovOneSidedDistribution
- Deprecated. Not supported yet.
- variance() -
Method in class com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovTwoSamplesDistribution
- Deprecated. Not supported yet.
- variance() -
Method in class com.numericalmethod.suanshu.stats.test.distribution.normality.ShapiroWilkDistribution
- Deprecated. Not supported yet.
- variance() -
Method in class com.numericalmethod.suanshu.stats.test.rank.wilcoxon.WilcoxonRankSumDistribution
-
- variance() -
Method in class com.numericalmethod.suanshu.stats.test.rank.wilcoxon.WilcoxonSignedRankDistribution
-
- VarxModel - Class in com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma
- This class represents a VARX (VAR model with eXogenous inputs) model.
- VarxModel(Vector, Matrix[], Matrix, Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarxModel
- Construct a VARX model.
- VarxModel(Vector, Matrix[], Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarxModel
- Construct a VARX model with unit variance.
- VarxModel(Matrix[], Matrix, Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarxModel
- Construct a zero-mean VARX model.
- VarxModel(Matrix[], Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarxModel
- Construct a zero-mean VARX model with unit variance.
- VarxModel(VecmTransitory) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarxModel
- Construct a VARX(p) from a transitory VECM(p).
- VarxModel(VecmLongrun) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarxModel
- Construct a VARX(p) from a long-run VECM(p).
- VarxModel(VarxModel) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarxModel
- Copy constructor.
- Vecm - Class in com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma
- This class represents a Vector Error Correction Model (VECM).
- Vecm(Vector, Matrix, Matrix[], Matrix, Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.Vecm
- Construct a VECM(p) model.
- Vecm(Vecm) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.Vecm
- Copy constructor.
- VecmLongrun - Class in com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma
- This class represents a long-run Vector Error Correction Model (VECM).
- VecmLongrun(Vector, Matrix, Matrix[], Matrix, Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VecmLongrun
- Construct a long-run VECM(p) model.
- VecmLongrun(Matrix, Matrix[], Matrix, Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VecmLongrun
- Construct a zero-intercept (mu) long-run VECM(p) model.
- VecmLongrun(VarxModel) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VecmLongrun
- Construct a long-run VECM(p) from a VARX(p).
- VecmLongrun(VecmLongrun) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VecmLongrun
- Copy constructor.
- VecmTransitory - Class in com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma
- This class represents a transitory Vector Error Correction Model (VECM).
- VecmTransitory(Vector, Matrix, Matrix[], Matrix, Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VecmTransitory
- Construct a transitory VECM(p) model.
- VecmTransitory(Matrix, Matrix[], Matrix, Matrix) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VecmTransitory
- Construct a zero-intercept (mu) transitory VECM(p) model.
- VecmTransitory(VarxModel) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VecmTransitory
-
- VecmTransitory(VecmTransitory) -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VecmTransitory
- Copy constructor.
- Vector - Interface in com.numericalmethod.suanshu.vector.doubles
- A Euclidean vector is a geometric object that has both a magnitude/length and direction.
- VectorList - Class in com.numericalmethod.suanshu.datastructure.list
- This data structure represents a list of
Vectors. - VectorList() -
Constructor for class com.numericalmethod.suanshu.datastructure.list.VectorList
- Construct an empty list of
Vectors.
- VectorList(VectorList) -
Constructor for class com.numericalmethod.suanshu.datastructure.list.VectorList
- Copy constructor to copy from another list of
Vectors.
- VectorList(Vector[]) -
Constructor for class com.numericalmethod.suanshu.datastructure.list.VectorList
- Copy constructor to copy from an array of
Vectors.
- VectorSpace<V,F extends Field<F>> - Interface in com.numericalmethod.suanshu.mathstructure
- This interface represents a vector space.
- VectorSpace - Class in com.numericalmethod.suanshu.vector.doubles.dense.operation
- A vector space is a set of vectors that are closed under some operations.
- VectorSpace(VectorList, double) -
Constructor for class com.numericalmethod.suanshu.vector.doubles.dense.operation.VectorSpace
- Construct a vector space from a list of vectors.
- VectorSpace(VectorList) -
Constructor for class com.numericalmethod.suanshu.vector.doubles.dense.operation.VectorSpace
- Construct a vector space from a list of vectors.
- VectorSpace(double, Vector...) -
Constructor for class com.numericalmethod.suanshu.vector.doubles.dense.operation.VectorSpace
- Construct a vector space from an array of vectors.
- VectorSpace(Vector...) -
Constructor for class com.numericalmethod.suanshu.vector.doubles.dense.operation.VectorSpace
- Construct a vector space from an array of vectors.
- VectorSpace(Matrix, double) -
Constructor for class com.numericalmethod.suanshu.vector.doubles.dense.operation.VectorSpace
- Construct a vector space from a matrix (a set of column vectors).
- VectorSpace(Matrix) -
Constructor for class com.numericalmethod.suanshu.vector.doubles.dense.operation.VectorSpace
- Construct a vector space from a matrix (a set of column vectors).
- version() -
Static method in class com.numericalmethod.suanshu.license.License
- Get the version number.
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