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
|
-
Classes in org.drip.validation.hypothesis used by org.drip.validation.distance Class Description R1ProbabilityIntegralTransform R1ProbabilityIntegralTransform holds the PIT Distribution CDF of the R1 Test-Statistic Response over the Outcome Instances. -
Classes in org.drip.validation.hypothesis used by org.drip.validation.evidence Class Description 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.SignificanceTestSetting SignificanceTestSetting contains the Control Settings that determine the Success/Failure of the specified Statistical Hypothesis p-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.R1ProbabilityIntegralTransform R1ProbabilityIntegralTransform holds the PIT Distribution CDF of the R1 Test-Statistic Response over the Outcome Instances.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. -
Classes in org.drip.validation.hypothesis used by org.drip.validation.riskfactorsingle Class Description R1ProbabilityIntegralTransform R1ProbabilityIntegralTransform holds the PIT Distribution CDF of the R1 Test-Statistic Response over the Outcome Instances.