Uses of Class
org.drip.validation.hypothesis.SignificanceTestSetting
Package | Description |
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org.drip.validation.evidence |
Sample and Ensemble Evidence Processing
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org.drip.validation.hypothesis |
Statistical Hypothesis Validation Test Suite
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Uses of SignificanceTestSetting in org.drip.validation.evidence
Methods in org.drip.validation.evidence with parameters of type SignificanceTestSetting Modifier and Type Method Description StatisticalTestOutcome[]
Ensemble. statisticalTest(double testStatistic, SignificanceTestSetting pTestSetting)
Compute the Array of Statistical Test Outcomes -
Uses of SignificanceTestSetting in org.drip.validation.hypothesis
Methods in org.drip.validation.hypothesis that return SignificanceTestSetting Modifier and Type Method Description static SignificanceTestSetting
SignificanceTestSetting. FisherDoubleTail()
Construct Double Tail Check Significance Test Setting using the Fisher Thresholdstatic SignificanceTestSetting
SignificanceTestSetting. FisherLeftTail()
Construct Left Tail Check Significance Test Setting using the Fisher Thresholdstatic SignificanceTestSetting
SignificanceTestSetting. FisherRightTail()
Construct Right Tail Check Significance Test Setting using the Fisher ThresholdMethods in org.drip.validation.hypothesis with parameters of type SignificanceTestSetting Modifier and Type Method Description SignificanceTestOutcome
ProbabilityIntegralTransformTest. significanceTest(double testStatistic, SignificanceTestSetting significanceTestSetting)
Run the Significance Test for the Realized Test Statistic