SuanShu, a Java numerical and statistical library
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G

g - Variable in class com.numericalmethod.suanshu.analysis.differentiation.multivariate.BorderedHessian
the multivariate function g, usually a constraint function
g - Variable in class com.numericalmethod.suanshu.analysis.differentiation.univariate.DGaussian
the Gaussian function to take the derivative of
g - Variable in class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent
g: the gradient of f
G(int) - Method in class com.numericalmethod.suanshu.stats.dlm.StateEquation
Get G(t), the coefficient matrix of x_{t - 1}.
Gamma - Class in com.numericalmethod.suanshu.analysis.function.special
This computes an approximation to the Gamma function, Γ(z), for real numbers.
Gamma() - Constructor for class com.numericalmethod.suanshu.analysis.function.special.Gamma
Construct an instance to compute for Gamma function using Lanczos approximation with default settings.
Gamma(double, int, int) - Constructor for class com.numericalmethod.suanshu.analysis.function.special.Gamma
Construct an instance to compute for Gamma function using Lanczos approximation.
Gamma(Gamma.Method) - Constructor for class com.numericalmethod.suanshu.analysis.function.special.Gamma
Construct an instance to compute for Gamma function using a specified method with default settings.
gamma - Variable in class com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.PowerLawSingularity
gamma
gamma - Variable in class com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyMethod
γ as in R.
gamma - Variable in class com.numericalmethod.suanshu.optimization.unconstrained.NelderMead
the expansion coefficient
Gamma - Class in com.numericalmethod.suanshu.stats.regression.linear.glm.distribution
The Gamma distribution for the error distribution in a GLM model.
Gamma() - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Gamma
Construct an instance of Gamma.
Gamma(LinkFunction) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Gamma
Construct an instance of Gamma with an overriding link function.
Gamma - Class in com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family
The quasi Gamma family of GLM.
Gamma() - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.Gamma
Create an instance of Gamma.
Gamma(LinkFunction) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.Gamma
Create an instance of Gamma with an overriding link function.
gamma(int) - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.Vecm
Get the AR coefficient on the i-th lagged differences.
Gamma.Method - Enum in com.numericalmethod.suanshu.analysis.function.special
the methods available to compute Γ(z)
GammaDistribution - Class in com.numericalmethod.suanshu.stats.distribution.univariate
GammaDistribution distribution, when k is an integer, is the distribution of the sum of k independent exponentially distributed random variables, each of which has a mean of θ (which is equivalent to a rate parameter of θ−1).
GammaDistribution(double, double) - Constructor for class com.numericalmethod.suanshu.stats.distribution.univariate.GammaDistribution
Construct a GammaDistribution distribution.
GammaLowerIncomplete - Class in com.numericalmethod.suanshu.analysis.function.special
This computes an approximation to the Lower Incomplete Gamma function, γ(s, x).
GammaLowerIncomplete() - Constructor for class com.numericalmethod.suanshu.analysis.function.special.GammaLowerIncomplete
 
GammaRegularizedP - Class in com.numericalmethod.suanshu.analysis.function.special
This class represents the Regularized Incomplete Gamma P function P(s, x).
GammaRegularizedP() - Constructor for class com.numericalmethod.suanshu.analysis.function.special.GammaRegularizedP
 
GammaRegularizedPInverse - Class in com.numericalmethod.suanshu.analysis.function.special
This class represents the inverse of the Regularized Incomplete Gamma P function.
GammaRegularizedPInverse() - Constructor for class com.numericalmethod.suanshu.analysis.function.special.GammaRegularizedPInverse
 
GammaRegularizedQ - Class in com.numericalmethod.suanshu.analysis.function.special
This class represents the Regularized Incomplete Gamma Q function Q(s, x).
GammaRegularizedQ() - Constructor for class com.numericalmethod.suanshu.analysis.function.special.GammaRegularizedQ
 
GammaUpperIncomplete - Class in com.numericalmethod.suanshu.analysis.function.special
This computes an approximation to the Upper Incomplete Gamma function, Γ(s, x).
GammaUpperIncomplete() - Constructor for class com.numericalmethod.suanshu.analysis.function.special.GammaUpperIncomplete
 
Garch - Class in com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch
This class does fitting for the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model.
Garch(TimeSeries, int, int, int) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.Garch
Fit the GARCH(p, q) model to the time series.
Garch(TimeSeries, int, int) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.Garch
Fit the GARCH(p, q) model to the time series.
GarchModel - Class in com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch
This class represents a GARCH specification.
GarchModel(double, double[], double[]) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GarchModel
Construct a GARCH model.
GarchModel(GarchModel) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GarchModel
Copy constructor.
GarchSim - Class in com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch
This class simulates the GARCH models.
GarchSim(int, GarchModel, Innovations) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GarchSim
Simulate an GARCH model.
GarchSim(int, GarchModel) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GarchSim
Simulate an GARCH model.
Gaussian - Class in com.numericalmethod.suanshu.analysis.function.special
This computes the Gaussian function.
Gaussian(double, double, double) - Constructor for class com.numericalmethod.suanshu.analysis.function.special.Gaussian
Construct an instance to compute the Gaussian function.
Gaussian() - Constructor for class com.numericalmethod.suanshu.analysis.function.special.Gaussian
Construct an instance to compute the standard Gaussian function.
Gaussian - Class in com.numericalmethod.suanshu.stats.random.distribution
Sample pseudo random numbers from the Normal distribution.
Gaussian(double, double, Gaussian.Method, RandomNumberGenerator) - Constructor for class com.numericalmethod.suanshu.stats.random.distribution.Gaussian
Construct a pseudo-random number generator of a Gaussian distribution.
Gaussian(double, double) - Constructor for class com.numericalmethod.suanshu.stats.random.distribution.Gaussian
Construct a pseudo-random number generator of a Gaussian distribution using the Box-Muller method.
Gaussian - Class in com.numericalmethod.suanshu.stats.random.multivariate
This class generates multivariate Normal random numbers by implementing the "Best Approximation of Indefinite Matrices" in the reference.
Gaussian(Vector, Matrix, RandomNumberGenerator, double) - Constructor for class com.numericalmethod.suanshu.stats.random.multivariate.Gaussian
Construct a multivariate Gaussian random vector generator.
Gaussian(Vector, Matrix) - Constructor for class com.numericalmethod.suanshu.stats.random.multivariate.Gaussian
Construct a multivariate Gaussian random vector generator.
Gaussian - Class in com.numericalmethod.suanshu.stats.regression.linear.glm.distribution
The Gaussian distribution for the error distribution in a GLM model.
Gaussian() - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Gaussian
Construct an instance of Gaussian.
Gaussian(LinkFunction) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Gaussian
Construct an instance of Gaussian with an overriding link function.
Gaussian - Class in com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family
The quasi Gaussian family of GLM.
Gaussian() - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.Gaussian
Create an instance of Gaussian.
Gaussian(LinkFunction) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.Gaussian
Create an instance of Gaussian with an overriding link function.
Gaussian.Method - Enum in com.numericalmethod.suanshu.stats.random.distribution
the methods available to sample from the Normal distribution
GaussianElimination - Class in com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination
The Gaussian elimination performs elementary row operations to reduce a matrix to the row echelon form.
GaussianElimination(Matrix, boolean, double) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussianElimination
Construct an instance of the Gaussian Elimination algorithm.
GaussianElimination(Matrix) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussianElimination
Construct an instance of the Gaussian Elimination algorithm with partial pivoting.
GaussianElimination4SquareMatrix - Class in com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination
This class is a wrapper for GaussianElimination but applies only to square matrices.
GaussianElimination4SquareMatrix(Matrix, double) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussianElimination4SquareMatrix
Construct an instance of GaussianElimination4SquareMatrix for a square matrix.
GaussianElimination4SquareMatrix(Matrix) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussianElimination4SquareMatrix
Construct an instance of GaussianElimination4SquareMatrix for a square matrix.
GaussJordanElimination - Class in com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination
Gauss-Jordan elimination performs elementary row operations to reduce a matrix to the reduced row echelon form.
GaussJordanElimination(Matrix, boolean, double) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussJordanElimination
Construct an instance of the Gauss-Jordan Elimination algorithm.
GaussJordanElimination(Matrix) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussJordanElimination
Construct an instance of the Gauss-Jordan Elimination algorithm.
GaussNewton - Class in com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent
The Gauss-Newton method is a steepest descent method to minimize a real vector function in the form: f(x) = [f1(x) f2(x) ... fm(x)]' The objective function is F(x) = f' %*% f
GaussNewton() - Constructor for class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.GaussNewton
 
GaussSeidelSolver - Class in com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.stationary
Similar to the Jacobi method, Gauss-Seidel method (GS) solves each equation in sequential order.
GaussSeidelSolver() - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.stationary.GaussSeidelSolver
 
GeneralizedConjugateResidualSolver - Class in com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary
The Generalized Conjugate Residual method (GCR) is useful for solving non-symmetric n-by-n linear systems, like GMRES.
GeneralizedConjugateResidualSolver() - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.GeneralizedConjugateResidualSolver
Create a full GCR solver.
GeneralizedConjugateResidualSolver(int) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.GeneralizedConjugateResidualSolver
Create a restart version of GCR solver with the restart parameter m.
GeneralizedLinearModel - Class in com.numericalmethod.suanshu.stats.regression.linear.glm
The Generalized Linear Model (GLM) is a flexible generalization of ordinary least squares regression.
GeneralizedLinearModel(GlmProblem, Fitting) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.GeneralizedLinearModel
Construct a GeneralizedLinearModel instance.
GeneralizedLinearModel(GlmProblem) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.GeneralizedLinearModel
Solve a generalized linear problem using the Iterative Re-weighted Least Squares algorithm.
GeneralizedLinearModelQuasiFamily - Class in com.numericalmethod.suanshu.stats.regression.linear.glm.quasi
GLM for the quasi-families.
GeneralizedLinearModelQuasiFamily(QuasiGlmProblem) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.GeneralizedLinearModelQuasiFamily
Construct a GeneralizedLinearModelQuasiFamily instance.
GeneralizedMinimalResidualSolver - Class in com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary
The Generalized Minimal Residual method (GMRES) is useful for solving non-symmetric n-by-n linear systems.
GeneralizedMinimalResidualSolver() - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.GeneralizedMinimalResidualSolver
CreateMatrix a full GMRES solver.
GeneralizedMinimalResidualSolver(int) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.GeneralizedMinimalResidualSolver
CreateMatrix a restart version of GMRES solver with the restart parameter m.
generator - Variable in class com.numericalmethod.suanshu.matrix.doubles.operation.Householder.Context
the defining vector which is perpendicular to the Householder hyperplane
generator() - Method in class com.numericalmethod.suanshu.matrix.doubles.operation.Householder
Get a copy of the Householder generating vector.
GenericMatrix<F extends Field<F>> - Class in com.numericalmethod.suanshu.matrix.generic.matrixtype
This class represents a generic Matrix of which the entries can be in any Field.
GenericMatrix(int, int, F) - Constructor for class com.numericalmethod.suanshu.matrix.generic.matrixtype.GenericMatrix
Create an instance of Matrix with nRows rows and nCols columns, initialized with value init.
GenericMatrix(F[][]) - Constructor for class com.numericalmethod.suanshu.matrix.generic.matrixtype.GenericMatrix
Create an instance of Matrix from a given 2D array.
GenericTimeTimeSeries<T extends java.lang.Comparable<T>> - Class in com.numericalmethod.suanshu.stats.timeseries.multivariate
This is an implementation of a multivariate time series indexed by some notion of time.
GenericTimeTimeSeries(T[], Vector[]) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.multivariate.GenericTimeTimeSeries
Construct a GenericTimeTimeSeries from an array of timestamps and an array of vectors.
GenericTimeTimeSeries(T[], double[][]) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.multivariate.GenericTimeTimeSeries
 
GenericTimeTimeSeries(T[], Matrix) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.multivariate.GenericTimeTimeSeries
 
GenericTimeTimeSeries<T extends java.lang.Comparable<T>> - Class in com.numericalmethod.suanshu.stats.timeseries.univariate
This is an implementation of a univariate time series indexed by some notion of time.
GenericTimeTimeSeries(T[], double[]) - Constructor for class com.numericalmethod.suanshu.stats.timeseries.univariate.GenericTimeTimeSeries
Construct a GenericTimeTimeSeries from an array of timestamps and an array of values.
GenericTimeTimeSeries.Iterator - Class in com.numericalmethod.suanshu.stats.timeseries.multivariate
the Iterator used to read a GenericTimeTimeSeries
GenericTimeTimeSeries.Iterator - Class in com.numericalmethod.suanshu.stats.timeseries.univariate
the Iterator used to read a GenericTimeTimeSeries
GeometricBrownian - Class in com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde
A Geometric Brownian motion (GBM) (occasionally, exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion.
GeometricBrownian(double, double) - Constructor for class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.GeometricBrownian
Construct a Geometric Brownian motion.
geometricMultiplicity() - Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.eigen.Eigen.Property
Get the dimension of the vector space spanned by its eigenvectors.
get(int) - Method in class com.numericalmethod.suanshu.analysis.function.polynomial.root.Roots
Get the i-th root of the polynomial.
get(int, int) - Method in class com.numericalmethod.suanshu.analysis.interpolation.NevilleTable
Get the value of a table entry.
get(int) - Method in class com.numericalmethod.suanshu.analysis.sequence.Fibonacci
Get the index-th Fibonacci number, counting from 1.
get(int) - Method in interface com.numericalmethod.suanshu.analysis.sequence.Sequence
Get the index-th entry in the sequence.
get(double, int) - Method in class com.numericalmethod.suanshu.datastructure.MathTable
Get a particular table entry at [rowValue, columnIndex].
get(double, String) - Method in class com.numericalmethod.suanshu.datastructure.MathTable
Get a particular table entry at [rowValue, "header"].
get(int) - Method in class com.numericalmethod.suanshu.datastructure.MathTable.Row
Get the value in a column.
get(String) - Method in class com.numericalmethod.suanshu.datastructure.MathTable.Row
Get the value in a column.
get(int) - Method in class com.numericalmethod.suanshu.interval.Intervals
Get the i-th interval.
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.ImmutableMatrix
 
get(int, int) - Method in interface com.numericalmethod.suanshu.matrix.doubles.MatrixAccessor
Get the matrix entry at [row, col].
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.SymmetricMatrix
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.GivensMatrix
 
get(int, int) - Method in interface com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixData
Get the matrix entry at [row, col].
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixStorageImpl
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.PermutationMatrix
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.CsrSparseMatrix
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.DokSparseMatrix
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.LilSparseMatrix
 
get(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.SparseVector
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.operation.ElementaryOperation
Get the matrix element at [row, col].
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.operation.ImmutableKroneckerProduct
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.operation.SubMatrixRef
 
get(int, int) - Method in interface com.numericalmethod.suanshu.matrix.generic.MatrixAccessor
Get the matrix element at [row, col].
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.generic.matrixtype.ComplexMatrix
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.generic.matrixtype.GenericMatrix
 
get(int, int) - Method in class com.numericalmethod.suanshu.matrix.generic.matrixtype.RealMatrix
 
get(int, int) - Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.Tableau
Get the table entry at [row, col].
get() - Method in class com.numericalmethod.suanshu.parallel.Reference
 
get(int, int) - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.AutoCorrelationFunction
Get the auto-correlation matrix for Xi and Xj.
get(int, int) - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.AutoCovarianceFunction
Get the auto-covariance matrix for Xi and Xj.
get(int, int) - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.AutoCorrelationFunction
Get the auto-correlation for xi and xj.
get(int, int) - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.AutoCovarianceFunction
Get the auto-covariance for xi and xj.
get(int) - Method in class com.numericalmethod.suanshu.stats.timeseries.multivariate.GenericTimeTimeSeries
Get the value at position index.
get(int) - Method in interface com.numericalmethod.suanshu.stats.timeseries.multivariate.realtime.MultiVariateTimeSeries
Get the value at time t.
get(int) - Method in class com.numericalmethod.suanshu.stats.timeseries.multivariate.realtime.SimpleMultiVariateTimeSeries
 
get(int) - Method in class com.numericalmethod.suanshu.stats.timeseries.univariate.GenericTimeTimeSeries
Get the value at position index.
get(int) - Method in class com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.SimpleTimeSeries
 
get(int) - Method in interface com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.TimeSeries
Get the value at time t.
get(int) - Method in class com.numericalmethod.suanshu.vector.doubles.dense.DenseVector
 
get(int) - Method in class com.numericalmethod.suanshu.vector.doubles.ImmutableVector
 
get(int) - Method in interface com.numericalmethod.suanshu.vector.doubles.Vector
Get the value at position index.
getAll() - Method in class com.numericalmethod.suanshu.analysis.sequence.Fibonacci
Get the whole (finite) sequence in a double[] array.
getAll() - Method in interface com.numericalmethod.suanshu.analysis.sequence.Sequence
Get the whole (finite) sequence in a double[] array.
getArma() - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.ArimaModel
Get the ARMA specification of this ARIMA model, essentially ignoring the differencing.
getArma() - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.ArimaModel
Get the ARMA specification of this ARIMA model, essentially ignoring the differencing.
getArmax() - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.ArimaxModel
Get the ARMAX specification of this ARIMAX model, essentially ignoring the differencing.
getArmax() - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.ArimaxModel
Get the ARMAX specification of this ARIMAX model, essentially ignoring the differencing.
getAuxiliaryRegression() - Method in class com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.BreuschPagan
 
getAuxiliaryRegression() - Method in class com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.Glejser
 
getAuxiliaryRegression() - Method in class com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.HarveyGodfrey
 
getAuxiliaryRegression() - Method in class com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.White
 
getBCol(int) - Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.Tableau
 
getColLabel(int) - Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.Tableau
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.ImmutableMatrix
 
getColumn(int) - Method in interface com.numericalmethod.suanshu.matrix.doubles.MatrixAccessor
Get a specified column as a vector.
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix
 
getColumn(int, int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix
Return a sub-column of the col-th column, from beginRow row to endRow row, inclusively.
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.LowerTriangularMatrix
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.SymmetricMatrix
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.UpperTriangularMatrix
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.GivensMatrix
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixMathImpl
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.PermutationMatrix
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.CsrSparseMatrix
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.DokSparseMatrix
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.LilSparseMatrix
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.operation.ImmutableKroneckerProduct
 
getColumn(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.operation.SubMatrixRef
 
getContext(Vector) - Static method in class com.numericalmethod.suanshu.matrix.doubles.operation.Householder
Generate the getContext information from a vector x.
getCostRow(int) - Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.Tableau
 
getDate(int, int, int, DateTimeZone) - Static method in class com.numericalmethod.suanshu.time.JodaTimeUtils
Construct a DateTime object with year, month, day, and time zone.
getDateTime(String) - Static method in class com.numericalmethod.suanshu.time.JodaTimeUtils
Construct a DateTime object from a String which ends in TimeZone specification.
getDateTime(String, DateFormat, DateTimeZone) - Static method in class com.numericalmethod.suanshu.time.JodaTimeUtils
Construct a DateTime object from a String with no TimeZone specified in the String
getDistribution(AugmentedDickeyFuller.TrendType, int, int) - Static method in class com.numericalmethod.suanshu.stats.test.timeseries.adf.AdfDistribution
the factory to construct various ADF distributions
getFittedARMA() - Method in interface com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma.ArmaFitting
Get the ARMA coefficients, φ.
getFittedARMA() - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma.ConditionalSumOfSquares
 
getFittedArModel() - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarFitting
 
getFittedStates() - Method in class com.numericalmethod.suanshu.stats.dlm.LinearKalmanFilter
Get the posterior expected states.
getFractional(BigDecimal) - Static method in class com.numericalmethod.suanshu.number.big.BigDecimalUtils
Get the fractional part of this number.
getFt() - Method in class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.SDE
Get an empty filtration for the process.
getFt() - Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.SDE
Get an empty filtration for the process.
getInstance(String) - Static method in class com.numericalmethod.suanshu.license.Package
 
getKey() - Method in class com.numericalmethod.suanshu.stats.timeseries.TimeSeries.Entry
 
getLicenseKey() - Static method in class com.numericalmethod.suanshu.license.License
Get the license key string of the current license.
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection.ConjugateGradient
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection.FletcherReeves
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection.Powell
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection.Zangwill
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.BFGS
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.Huang
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.FirstOrder
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.GaussNewton
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.NewtonRaphson
 
getLineSearch() - Method in class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent
 
getMatrixData() - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix
 
getMatrixData() - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.TriangularMatrix
 
getMatrixData() - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixStorageImpl
 
getNewFt() - Method in class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.brownian.Brownian
 
getNewFt() - Method in interface com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.DiscretizedSDE
Get an empty filtration for the process.
getNewFt() - Method in class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.Euler
 
getNewFt() - Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.brownian.Brownian
 
getNewFt() - Method in interface com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.DiscretizedSDE
Get an empty filtration for the process.
getNewFt() - Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.Euler
 
getNewFt() - Method in class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.Milstein
 
getObservationModel() - Method in class com.numericalmethod.suanshu.stats.dlm.Dlm
Get the observation model.
getObservations() - Method in class com.numericalmethod.suanshu.stats.dlm.DlmSim
Get the observations.
getPenaltyFunction(ConstrainedProblem) - Method in interface com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyMethod.PenaltyFunctionFactory
Get an instance of the penalty function.
getPredictedObservations() - Method in class com.numericalmethod.suanshu.stats.dlm.LinearKalmanFilter
Get the a prior observation predictions.
getProperty(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.eigen.Eigen
Get the i-th property.
getResultantTableau() - Method in interface com.numericalmethod.suanshu.optimization.constrained.linearprogramming.LpSolver
Get a copy of the Tableau after the solve operation.
getResultantTableau() - Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.standard.Phase2ByFerrisMangasarianWright
 
getResultantTableau() - Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.standard.StandardSimplex
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.ImmutableMatrix
 
getRow(int) - Method in interface com.numericalmethod.suanshu.matrix.doubles.MatrixAccessor
Get a specified row as a vector.
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix
 
getRow(int, int, int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix
Return a sub-row of the row-th row, from beginCol column to endCol column, inclusively.
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.LowerTriangularMatrix
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.SymmetricMatrix
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.UpperTriangularMatrix
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.GivensMatrix
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixMathImpl
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.PermutationMatrix
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.CsrSparseMatrix
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.DokSparseMatrix
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.LilSparseMatrix
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.operation.ImmutableKroneckerProduct
 
getRow(int) - Method in class com.numericalmethod.suanshu.matrix.doubles.operation.SubMatrixRef
 
getRowLabel(int) - Method in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.Tableau
 
getRowOnOrAfter(double) - Method in class com.numericalmethod.suanshu.datastructure.MathTable
Get the row corresponding to the row index value.
getRowOnOrBefore(double) - Method in class com.numericalmethod.suanshu.datastructure.MathTable
Get the row corresponding to the row index value.
getRowsOnOrAfter(double) - Method in class com.numericalmethod.suanshu.datastructure.MathTable
Get the rows having a row index value equal to or bigger than the specified rowValue.
getRowsOnOrBefore(double) - Method in class com.numericalmethod.suanshu.datastructure.MathTable
Get the rows having a row index value equal to or smaller than the specified rowValue.
getSample() - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix
 
getSample() - Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixMathImpl
 
getSample(double) - Method in class com.numericalmethod.suanshu.stats.sampling.discrete.DiscreteSampling
Get a sample from the probability distribution.
getStateModel() - Method in class com.numericalmethod.suanshu.stats.dlm.Dlm
Get the state model.
getStates() - Method in class com.numericalmethod.suanshu.stats.dlm.DlmSim
Get the states.
getStats() - Method in class com.numericalmethod.suanshu.stats.cointegration.CointegrationMle
Get the set of likelihood ratio test statistics for testing H(r) in H(r+1).
getTheta(int, int) - Method in class com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.InnovationAlgorithmImpl
Get the coefficients of the linear predictor.
getTolerance() - Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.eigen.Hessenberg.DefaultDeflationCriterion
Get the tolerance in Steward's deflation criterion.
getValue() - Method in class com.numericalmethod.suanshu.stats.timeseries.TimeSeries.Entry
 
getWhole(BigDecimal) - Static method in class com.numericalmethod.suanshu.number.big.BigDecimalUtils
Get the integral part of this number and discard the fractional part.
getX2() - Method in class com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.White
 
GivensMatrix - Class in com.numericalmethod.suanshu.matrix.doubles.matrixtype
Givens rotation is a rotation in the plane spanned by two coordinates axes.
GivensMatrix(int, int, int, double, double) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.GivensMatrix
Construct a Givens matrix of the form | 1 ... 0 ... 0 ... 0 | |
GivensMatrix(GivensMatrix) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.GivensMatrix
Copy constructor performing a deep copy.
gk - Variable in class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent.LineSearch
the gradient evaluated at xk
Glejser - Class in com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity
The Glejser test is used to test for heteroskedasticity in a linear regression model.
Glejser(Residuals) - Constructor for class com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.Glejser
Perform the Glejser test to test for heteroskedasticity in a linear regression model.
GlmProblem - Class in com.numericalmethod.suanshu.stats.regression.linear.glm
This class represents a Generalized Linear regression problem.
GlmProblem(Vector, Matrix, boolean, Family) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.GlmProblem
Construct a GLM problem.
GlmProblem(LmProblem, Family) - Constructor for class com.numericalmethod.suanshu.stats.regression.linear.glm.GlmProblem
Construct a GLM problem from a linear regression problem.
GloubKahanSVD - Class in com.numericalmethod.suanshu.matrix.doubles.factorization.svd
This class implements the SVD decomposition of a tall matrix using the Gloub-Kahan SVD algorithm.
GloubKahanSVD(Matrix, boolean, boolean, double) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.svd.GloubKahanSVD
Perform the Gloub-Kahan SVD decomposition.
GMT - Static variable in class com.numericalmethod.suanshu.time.JodaTimeUtils
GMT
Golden - Class in com.numericalmethod.suanshu.optimization.univariate
Minimum finding algorithm by the golden section.
Golden() - Constructor for class com.numericalmethod.suanshu.optimization.univariate.Golden
 
GOLDEN_RATIO - Static variable in class com.numericalmethod.suanshu.Constant
the Golden ratio
GoldfeldQuandtTrotter - Class in com.numericalmethod.suanshu.optimization.unconstrained.hessian
Goldfeld, Quandt and Trotter propose the following way to coerce a non-positive definite Hessian matrix to become positive definite.
GoldfeldQuandtTrotter(Matrix, double) - Constructor for class com.numericalmethod.suanshu.optimization.unconstrained.hessian.GoldfeldQuandtTrotter
Construct a positive definite matrix using the Goldfeld-Quandt-Trotter algorithm.
Gradient - Class in com.numericalmethod.suanshu.analysis.differentiation.multivariate
The gradient of a scalar field is a vector field which points in the direction of the greatest rate of increase of the scalar field, and of which the magnitude is the greatest rate of change.
Gradient(RealScalarFunction, double...) - Constructor for class com.numericalmethod.suanshu.analysis.differentiation.multivariate.Gradient
Construct a gradient row matrix for a multivariate function f at point x.
gradient - Variable in class com.numericalmethod.suanshu.optimization.minmax.MinMaxProblem
the gradient of the absolute value of the minmax objective function, for a given ω
GradientFunction - Class in com.numericalmethod.suanshu.analysis.differentiation.multivariate
Compute the gradient function, g(x), for a real scalar function f(x).
GradientFunction(RealScalarFunction) - Constructor for class com.numericalmethod.suanshu.analysis.differentiation.multivariate.GradientFunction
Construct a GradientFunction to compute the gradient numerically.
GramSchmidt - Class in com.numericalmethod.suanshu.matrix.doubles.factorization.qr
The Gram–Schmidt process is a method for orthogonalizing a set of vectors in an inner product space.
GramSchmidt(Matrix, boolean, double) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.qr.GramSchmidt
Construct an instance of the Gram-Schmidt process to orthogonalize a matrix.
GramSchmidt(Matrix) - Constructor for class com.numericalmethod.suanshu.matrix.doubles.factorization.qr.GramSchmidt
Construct an instance of the Gram-Schmidt process to orthogonalize a matrix.

SuanShu, a Java numerical and statistical library
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