org.drip.measure.statistics

Class UnivariateMoments

java.lang.Object

org.drip.measure.statistics.UnivariateMoments

public class UnivariateMoments
extends java.lang.Object

UnivariateMoments generates and holds the Specified Univariate Series Mean, Variance, and a few selected Moments.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
double	mean() Retrieve the Series Mean
java.util.Map<java.lang.Integer,java.lang.Double>	momentMap() Retrieve the Moments Map
java.lang.String	name() Retrieve the Series Name
int	numSample() Retrieve the Number of Samples
static UnivariateMoments	Standard(java.lang.String strName, double[] adblEntry) Construct a UnivariateMoments Instance for the specified Series
static UnivariateMoments	Standard(java.lang.String strName, double[] adblEntry, int[] aiMoment) Construct a UnivariateMoments Instance for the specified Series
double	stdDev() Retrieve the Series Standard Deviation
double	variance() Retrieve the Series Variance

Methods inherited from class java.lang.Object

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

Method Detail

Standard

public static final UnivariateMoments Standard(java.lang.String strName,
                                               double[] adblEntry,
                                               int[] aiMoment)

Construct a UnivariateMoments Instance for the specified Series

Parameters:

strName - Series Name

adblEntry - Series Entry

aiMoment - Array of Moments to be Calculated

Returns:

The UnivariateMoments Instance

Standard

public static final UnivariateMoments Standard(java.lang.String strName,
                                               double[] adblEntry)

Construct a UnivariateMoments Instance for the specified Series

Parameters:

strName - Series Name

adblEntry - Series Entry

Returns:

The UnivariateMoments Instance

name

public java.lang.String name()

Retrieve the Series Name

Returns:

The Series Name

numSample

public int numSample()

Retrieve the Number of Samples

Returns:

The Number of Samples

mean

public double mean()

Retrieve the Series Mean

Returns:

The Series Mean

variance

public double variance()

Retrieve the Series Variance

Returns:

The Series Variance

stdDev

public double stdDev()

Retrieve the Series Standard Deviation

Returns:

The Series Standard Deviation

momentMap

public java.util.Map<java.lang.Integer,java.lang.Double> momentMap()

Retrieve the Moments Map

Returns:

The Map of Moments