Uses of Package
org.drip.validation.hypothesis
| 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
|
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Classes in org.drip.validation.hypothesis used by org.drip.validation.distance Class Description ProbabilityIntegralTransform ProbabilityIntegralTransform holds the PIT Distribution CDF of the Test-Statistic Response over the Outcome Instances. -
Classes in org.drip.validation.hypothesis used by org.drip.validation.evidence Class Description ProbabilityIntegralTransform ProbabilityIntegralTransform holds the PIT Distribution CDF of the Test-Statistic Response over the Outcome Instances.ProbabilityIntegralTransformTest ProbabilityIntegralTransformTest implements Comparison Tests post a PIT Transform on the Hypothesis and/or Test Sample.SignificanceTestSetting SignificanceTestSetting contains the Control Settings that determine the Success/Failure of the specified Statistical Hypothesis p-Test.StatisticalTestOutcome StatisticalTestOutcome contains the Results of the Significant Test and t-Test of the given Statistical Hypothesis.TTestOutcome TTestOutcome holds the Results of a Statistic Hypothesis t-Test. -
Classes in org.drip.validation.hypothesis used by org.drip.validation.hypothesis 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.ProbabilityIntegralTransform ProbabilityIntegralTransform holds the PIT Distribution CDF of the Test-Statistic Response over the Outcome Instances.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.TTestOutcome TTestOutcome holds the Results of a Statistic Hypothesis t-Test. -
Classes in org.drip.validation.hypothesis used by org.drip.validation.riskfactorsingle Class Description ProbabilityIntegralTransform ProbabilityIntegralTransform holds the PIT Distribution CDF of the Test-Statistic Response over the Outcome Instances.