Uses of Class
org.drip.validation.hypothesis.R1ProbabilityIntegralTransform

Packages that use R1ProbabilityIntegralTransform

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 R1ProbabilityIntegralTransform in org.drip.validation.distance

Methods in org.drip.validation.distance that return R1ProbabilityIntegralTransform

Modifier and Type	Method	Description
R1ProbabilityIntegralTransform	GapTestOutcome.probabilityIntegralTransformUnweighted()	Retrieve the Probability Integral Transform of the Raw Gap Losses
R1ProbabilityIntegralTransform	GapTestOutcome.probabilityIntegralTransformWeighted()	Retrieve the Probability Integral Transform of the Weighted Gap Losses

Constructors in org.drip.validation.distance with parameters of type R1ProbabilityIntegralTransform

Constructor	Description
GapTestOutcome(R1ProbabilityIntegralTransform probabilityIntegralTransformUnweighted, R1ProbabilityIntegralTransform probabilityIntegralTransformWeighted, double distance)	GapTestOutcome Constructor

Uses of R1ProbabilityIntegralTransform in org.drip.validation.evidence

Methods in org.drip.validation.evidence that return R1ProbabilityIntegralTransform

Modifier and Type	Method	Description
R1ProbabilityIntegralTransform	NativeR1PITGenerator.nativeProbabilityIntegralTransform()	Generate the PIT over the Sample Instance Realizations
R1ProbabilityIntegralTransform	R1Ensemble.nativeProbabilityIntegralTransform()
R1ProbabilityIntegralTransform	R1Sample.nativeProbabilityIntegralTransform()
R1ProbabilityIntegralTransform	TestStatisticAccumulator.probabilityIntegralTransform()	Perform a Probability Integral Transform to generate the Test Statistic CDF Distribution
R1ProbabilityIntegralTransform[]	R1Ensemble.probabilityIntegralTransformArray()	Retrieve the Array of Probability Integral Transforms, one for each Test Statistic

Uses of R1ProbabilityIntegralTransform in org.drip.validation.hypothesis

Methods in org.drip.validation.hypothesis that return R1ProbabilityIntegralTransform

Modifier and Type	Method	Description
R1ProbabilityIntegralTransform	R1PITTester.probabilityIntegralTransform()	Retrieve the ProbabilityIntegralTransform Instance

Methods in org.drip.validation.hypothesis with parameters of type R1ProbabilityIntegralTransform

Modifier and Type	Method	Description
GapTestOutcome	R1PITTester.distanceTest(R1ProbabilityIntegralTransform samplePIT, GapTestSetting gapTestSetting)	Run a Distance Gap Test between the Hypothesis and the Sample
R1QQTestOutcome	R1PITTester.qqTest(R1ProbabilityIntegralTransform samplePIT, PlottingPositionGenerator plottingPositionGenerator)	Run the Quantile-Quantile Test

Constructors in org.drip.validation.hypothesis with parameters of type R1ProbabilityIntegralTransform

Constructor	Description
R1PITTester(R1ProbabilityIntegralTransform probabilityIntegralTransform)	R1PITTester Constructor

Uses of R1ProbabilityIntegralTransform in org.drip.validation.riskfactorsingle

Methods in org.drip.validation.riskfactorsingle that return R1ProbabilityIntegralTransform

Modifier and Type	Method	Description
R1ProbabilityIntegralTransform	DiscriminatoryPowerAnalyzer.sampleProbabilityIntegralTransform()	Retrieve the Sample Probability Integral Transform

Methods in org.drip.validation.riskfactorsingle that return types with arguments of type R1ProbabilityIntegralTransform

Modifier and Type	Method	Description
java.util.Map<java.lang.String,R1ProbabilityIntegralTransform>	DiscriminatoryPowerAnalyzerAggregate.eventSamplePITMap()	Retrieve the Event Sample PIT Map

Constructors in org.drip.validation.riskfactorsingle with parameters of type R1ProbabilityIntegralTransform

Constructor	Description
DiscriminatoryPowerAnalyzer(R1ProbabilityIntegralTransform sampleProbabilityIntegralTransform, GapTestSetting gapTestSetting)	DiscriminatoryPowerAnalyzer Constructor

Constructor parameters in org.drip.validation.riskfactorsingle with type arguments of type R1ProbabilityIntegralTransform

Constructor	Description
DiscriminatoryPowerAnalyzerAggregate(java.util.Map<java.lang.String,R1ProbabilityIntegralTransform> eventSamplePITMap, GapTestSetting gapTestSetting, EventAggregationWeightFunction eventAggregationWeightFunction)	DiscriminatoryPowerAnalyzerAggregate Constructor