Package org.drip.validation.evidence

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