| Package | Description |
|---|---|
| org.drip.sequence.metrics |
| Modifier and Type | Method and Description |
|---|---|
PivotedDepartureBounds |
BoundedSequenceAgnosticMetrics.bennettAverageBounds(double dblLevel)
Estimate Mean Departure Bounds of the Average using the Bennett Inequality Bounds
|
PivotedDepartureBounds |
BoundedSequenceAgnosticMetrics.bernsteinAverageBounds(double dblLevel)
Estimate Mean Departure Bounds of the Average using the Bernstein Inequality Bounds
|
PivotedDepartureBounds |
SingleSequenceAgnosticMetrics.centralMomentBound(double dblLevel,
int iMoment)
Retrieve the Mean Departure Bounds Using the Central Moment Bounding Inequality
|
PivotedDepartureBounds |
SingleSequenceAgnosticMetrics.chebyshevAssociationBound(R1ToR1 au1,
boolean bNonDecreasing1,
R1ToR1 au2,
boolean bNonDecreasing2)
Retrieve the Chebyshev's Association Joint Expectation Bound
|
PivotedDepartureBounds |
SingleSequenceAgnosticMetrics.chebyshevBound(double dblLevel)
Retrieve the Mean Departure Bounds Using the Chebyshev's Inequality
|
PivotedDepartureBounds |
SingleSequenceAgnosticMetrics.chebyshevCantelliBound(double dblLevel)
Retrieve the Mean Departure Bounds Using the Chebyshev-Cantelli Inequality
|
PivotedDepartureBounds |
BoundedSequenceAgnosticMetrics.chernoffHoeffdingAverageBounds(double dblLevel)
Estimate Mean Departure Bounds of the Average using the Chernoff-Hoeffding Bound
|
PivotedDepartureBounds |
UnitSequenceAgnosticMetrics.karpHagerupRubBounds(double dblLevel)
Compute the Karp/Hagerup/Rub Pivot Departure Bounds outlined below:
- Karp, R.
|
PivotedDepartureBounds |
SingleSequenceAgnosticMetrics.weakLawAverageBounds(double dblLevel)
Estimate Mean Departure Bounds of the Average using the Weak Law of Large Numbers
|