Package org.drip.validation.evidence

Sample and Ensemble Evidence Processing
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    NativeR1PITGenerator
    NativeR1PITGenerator exposes Functionality to Generate Native R1 Probability Integral Transforms on their Realizations.
    R1TestStatisticEvaluator
    R1TestStatisticEvaluator exposes the Function that must be applied on a R1 Sample Set to evaluate the Test Statistic.
  • Class Summary
    Class Description
    R1Ensemble
    R1Ensemble contains the Ensemble Collection of Statistical R1 Samples and their Test Statistic Evaluators.
    R1Sample
    R1Sample holds the Sample of R1 Realizations.
    TestStatisticAccumulator
    TestStatisticAccumulator contains the Instance Counts of the Sorted Test Statistic Values.