Package org.drip.validation.hypothesis

Statistical Hypothesis Validation Test Suite
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    HistogramTestOutcome
    HistogramTestOutcome contains the p-value Cumulative and Incremental Histograms across the Test Statistic.
    HistogramTestSetting
    HistogramTestSetting holds the Settings required to conduct a Histogram Test.
    R1PITTester
    R1PITTester implements Comparison Tests post a R1 PIT Transform on the Hypothesis and/or Test Sample.
    R1ProbabilityIntegralTransform
    R1ProbabilityIntegralTransform holds the PIT Distribution CDF of the R1 Test-Statistic Response over the Outcome Instances.
    R1StatisticalTestOutcome
    R1StatisticalTestOutcome contains the Results of the Significant Test and R1 t-Test of the given Statistical Hypothesis.
    R1TTestOutcome
    R1TTestOutcome holds the Results of a Statistic Hypothesis t-Test on an R1 Ensemble.
    SignificanceTestOutcome
    SignificanceTestOutcome contains the Results of the Significant Test of the Statistical Hypothesis.
    SignificanceTestSetting
    SignificanceTestSetting contains the Control Settings that determine the Success/Failure of the specified Statistical Hypothesis p-Test.