Uses of Class org.drip.validation.hypothesis.ProbabilityIntegralTransform

Packages that use ProbabilityIntegralTransform
Package	Description
org.drip.validation.distance	Hypothesis Target Distance Test Builders
org.drip.validation.evidence	Sample and Ensemble Evidence Processing
org.drip.validation.hypothesis	Statistical Hypothesis Validation Test Suite
org.drip.validation.riskfactorsingle	Single Risk Factor Aggregate Tests

Uses of ProbabilityIntegralTransform in org.drip.validation.distance

Methods in org.drip.validation.distance that return ProbabilityIntegralTransform
Modifier and Type	Method	Description
`ProbabilityIntegralTransform`	GapTestOutcome.`probabilityIntegralTransformUnweighted()`	Retrieve the Probability Integral Transform of the Raw Gap Losses
`ProbabilityIntegralTransform`	GapTestOutcome.`probabilityIntegralTransformWeighted()`	Retrieve the Probability Integral Transform of the Weighted Gap Losses

Constructors in org.drip.validation.distance with parameters of type ProbabilityIntegralTransform
Constructor	Description
`GapTestOutcome(ProbabilityIntegralTransform probabilityIntegralTransformUnweighted, ProbabilityIntegralTransform probabilityIntegralTransformWeighted, double distance)`	GapTestOutcome Constructor

Uses of ProbabilityIntegralTransform in org.drip.validation.evidence

Methods in org.drip.validation.evidence that return ProbabilityIntegralTransform
Modifier and Type	Method	Description
`ProbabilityIntegralTransform`	Ensemble.`nativeProbabilityIntegralTransform()`
`ProbabilityIntegralTransform`	NativePITGenerator.`nativeProbabilityIntegralTransform()`	Generate the PIT over the Sample Instance Realizations
`ProbabilityIntegralTransform`	Sample.`nativeProbabilityIntegralTransform()`
`ProbabilityIntegralTransform`	TestStatisticAccumulator.`probabilityIntegralTransform()`	Perform a Probability Integral Transform to generate the Test Statistic CDF Distribution
`ProbabilityIntegralTransform[]`	Ensemble.`probabilityIntegralTransformArray()`	Retrieve the Array of Probability Integral Transforms, one for each Test Statistic

Uses of ProbabilityIntegralTransform in org.drip.validation.hypothesis

Methods in org.drip.validation.hypothesis that return ProbabilityIntegralTransform
Modifier and Type	Method	Description
`ProbabilityIntegralTransform`	ProbabilityIntegralTransformTest.`probabilityIntegralTransform()`	Retrieve the ProbabilityIntegralTransform Instance

Methods in org.drip.validation.hypothesis with parameters of type ProbabilityIntegralTransform
Modifier and Type	Method	Description
`GapTestOutcome`	ProbabilityIntegralTransformTest.`distanceTest(ProbabilityIntegralTransform samplePIT, GapTestSetting gapTestSetting)`	Run a Distance Gap Test between the Hypothesis and the Sample
`QQTestOutcome`	ProbabilityIntegralTransformTest.`qqTest(ProbabilityIntegralTransform samplePIT, PlottingPositionGenerator plottingPositionGenerator)`	Run the Quantile-Quantile Test

Constructors in org.drip.validation.hypothesis with parameters of type ProbabilityIntegralTransform
Constructor	Description
`ProbabilityIntegralTransformTest(ProbabilityIntegralTransform probabilityIntegralTransform)`	ProbabilityIntegralTransformTest Constructor

Uses of ProbabilityIntegralTransform in org.drip.validation.riskfactorsingle

Methods in org.drip.validation.riskfactorsingle that return ProbabilityIntegralTransform
Modifier and Type	Method	Description
`ProbabilityIntegralTransform`	DiscriminatoryPowerAnalyzer.`sampleProbabilityIntegralTransform()`	Retrieve the Sample Probability Integral Transform

Methods in org.drip.validation.riskfactorsingle that return types with arguments of type ProbabilityIntegralTransform
Modifier and Type	Method	Description
`java.util.Map<java.lang.String,ProbabilityIntegralTransform>`	DiscriminatoryPowerAnalyzerAggregate.`eventSamplePITMap()`	Retrieve the Event Sample PIT Map

Constructors in org.drip.validation.riskfactorsingle with parameters of type ProbabilityIntegralTransform
Constructor	Description
`DiscriminatoryPowerAnalyzer(ProbabilityIntegralTransform sampleProbabilityIntegralTransform, GapTestSetting gapTestSetting)`	DiscriminatoryPowerAnalyzer Constructor

Constructor parameters in org.drip.validation.riskfactorsingle with type arguments of type ProbabilityIntegralTransform
Constructor	Description
`DiscriminatoryPowerAnalyzerAggregate(java.util.Map<java.lang.String,ProbabilityIntegralTransform> eventSamplePITMap, GapTestSetting gapTestSetting, EventAggregationWeightFunction eventAggregationWeightFunction)`	DiscriminatoryPowerAnalyzerAggregate Constructor