Overview
Package
Class
Tree
Index
Help
SuanShu, a Java numerical and statistical library
PREV LETTER
NEXT LETTER
FRAMES
NO FRAMES
All Classes
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
X
x
- Variable in class com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.
Substitution
the transformation
x(t)
X()
- Method in class com.numericalmethod.suanshu.analysis.interpolation.
NevilleTable
Get a copy of the x's.
x
- Variable in exception com.numericalmethod.suanshu.analysis.uniroot.
Uniroot.NoRootFoundException
the best approximate root found so far
X()
- Method in class com.numericalmethod.suanshu.stats.regression.linear.
LmProblem
Get a copy of the factor matrix.
x0
- Variable in class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.integration.sde.
RandomWalk.MultiVariateRealization
the initial value of the realization
x0
- Variable in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde.
RandomWalk.Realization
the initial value of the realization
xt(int, Vector, Vector)
- Method in class com.numericalmethod.suanshu.stats.dlm.
StateEquation
Compute the state equation.
xt(int, Vector)
- Method in class com.numericalmethod.suanshu.stats.dlm.
StateEquation
Compute the state equation without the control variable.
xt(int)
- Method in class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.integration.sde.
RandomWalk.Iterator
Get the current value of the realization.
xt(int)
- Method in class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.
MultiVariateRealization.Iterator
Get the current value of the realization.
Xt
- Variable in class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.
Ft
the value of the stochastic process at time
t
Xt()
- Method in class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.
Ft
Get the current value of the stochastic process.
xt(int)
- Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde.
RandomWalk.Iterator
Get the current value of the realization.
xt(int)
- Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.
Realization.Iterator
Get the current value of the realization.
Xt()
- Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.
Ft
Get the current value of the stochastic process.
xt_mean(int, Vector, Vector)
- Method in class com.numericalmethod.suanshu.stats.dlm.
StateEquation
Predict for the next state.
xt_mean(int, Vector)
- Method in class com.numericalmethod.suanshu.stats.dlm.
StateEquation
Predict for the next state without control variable.
xt_var(int, Matrix)
- Method in class com.numericalmethod.suanshu.stats.dlm.
StateEquation
Variance of the (a prior) prediction for the next state.
XtAdaptedFunction
- Class in
com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde
This represents a
F
t
-adapted
function that depends only on X(t).
XtAdaptedFunction()
- Constructor for class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.
XtAdaptedFunction
XtHat
- Variable in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.
InnovationAlgorithmImpl
the one-step ahead predictors,
{X^
t+1
}
XtHat(int)
- Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.
InnovationAlgorithmImpl
Get the one-step prediction
X^
t+1
.
XtHat()
- Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.
InnovationAlgorithmImpl
Get all the one-step predictions
X^
t+1
, t ∈ [0, t]
XtHat(int)
- Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.
InnovationAlgorithm
Get the one-step prediction
X^
t+1
.
XtHat()
- Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.
InnovationAlgorithm
Get all the one-step predictions
X^
t+1
, t ∈ [0, t]
Overview
Package
Class
Tree
Index
Help
SuanShu, a Java numerical and statistical library
PREV LETTER
NEXT LETTER
FRAMES
NO FRAMES
All Classes
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
Copyright © 2011 Numerical Method Inc. Ltd. All Rights Reserved.