org.ojalgo.random
Class SampleSet

java.lang.Object
  org.ojalgo.random.SampleSet

public class SampleSet
extends Object

Constructor Summary

SampleSet(Array1Dim<?> anArray)

SampleSet(BigDecimal[] someValues)

Method Summary

double	getCorrelation(SampleSet aSet)
double	getCovariance(SampleSet aSet)
double	getMean()
double	getStandardDeviation()
double	getSumOfSquares() "Sum of squares is a concept that permeates much of inferential statistics and descriptive statistics.
double	getVariance()
static SampleSet	make(RandomNumber aRndmNmbr, int aSize)
static <K extends Comparable<K>,V extends Number> SampleSet	makeFromPriceAndRiskFreeSeries(TimeSeries<K,V> aPriceSeries, TimeSeries<K,V> aRiskFreeInterestRateSeries) Deprecated. Use FinanceUtils#makeFromPriceAndRiskFreeSeries(TimeSeries,TimeSeries) instead
static <K extends Comparable<K>,V extends Number> SampleSet	makeUsingGeometricChanges(BasicSeries<K,V> aSeries) Does not alter the series in any way.
static <K extends Comparable<K>,V extends Number> SampleSet	makeUsingLinearChanges(BasicSeries<K,V> aSeries) Does not alter the series in any way.
static <K extends Comparable<K>,V extends Number> SampleSet	makeUsingValues(BasicSeries<K,V> aSeries)
int	size()
String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

SampleSet

public SampleSet(Array1Dim<?> anArray)

SampleSet

public SampleSet(BigDecimal[] someValues)

Method Detail

make

public static SampleSet make(RandomNumber aRndmNmbr,
                             int aSize)

makeFromPriceAndRiskFreeSeries

public static <K extends Comparable<K>,V extends Number> SampleSet makeFromPriceAndRiskFreeSeries(TimeSeries<K,V> aPriceSeries,
                                                                                                  TimeSeries<K,V> aRiskFreeInterestRateSeries)

Deprecated. Use FinanceUtils#makeFromPriceAndRiskFreeSeries(TimeSeries,TimeSeries) instead

Type Parameters:

K - Time series key type

V - Time series value type

Parameters:

aPriceSeries - A series of prices

aRiskFreeInterestRateSeries - A series of interest rates (risk free return)

Returns:

A sample set of price growth factors adjusted for risk free return

makeUsingGeometricChanges

public static <K extends Comparable<K>,V extends Number> SampleSet makeUsingGeometricChanges(BasicSeries<K,V> aSeries)

Does not alter the series in any way. Example use case: You want to create a SampleSet based on this BasicSeries by first calculating the log of each of the values in the series, and then the differences between following values. A SampleSet item is log(x_i+1) - log(x_i) which is the same as log(x_i+1 / x_i).

makeUsingLinearChanges

public static <K extends Comparable<K>,V extends Number> SampleSet makeUsingLinearChanges(BasicSeries<K,V> aSeries)

Does not alter the series in any way. Returns a SampleSet with one less item where each item is x_i+1 - x_i

makeUsingValues

public static <K extends Comparable<K>,V extends Number> SampleSet makeUsingValues(BasicSeries<K,V> aSeries)

getCorrelation

public double getCorrelation(SampleSet aSet)

getCovariance

public double getCovariance(SampleSet aSet)

getMean

public double getMean()

getStandardDeviation

public double getStandardDeviation()

getSumOfSquares

public double getSumOfSquares()

"Sum of squares is a concept that permeates much of inferential statistics and descriptive statistics. More properly, it is "the sum of the squared deviations". Mathematically, it is an unscaled, or unadjusted measure of dispersion (also called variability). When scaled for the number of degrees of freedom, it estimates the variance, or spread of the observations about their mean value."

Wikipedia

getVariance

public double getVariance()

size

public int size()

toString

public String toString()

Overrides:

toString in class Object