Package org.drip.validation.quantile

Class PlottingPositionGeneratorHeuristic

java.lang.Object
org.drip.validation.quantile.PlottingPositionGenerator
org.drip.validation.quantile.PlottingPositionGeneratorHeuristic
public class PlottingPositionGeneratorHeuristic
extends PlottingPositionGenerator
PlottingPositionGeneratorHeuristic holds the Expected Order Statistic Based Heuristic Plotting Position Generation Schemes.

  • Filliben, J. J. (1975): The Probability Plot Correlation Coefficient Test for Normality Technometrics, American Society for Quality 17 (1) 111-117
  • Gibbons, J. D., and S. Chakraborti (2003): Non-parametric Statistical Inference 4th Edition CRC Press
  • Gnanadesikan, R. (1977): Methods for Statistical Analysis of Multivariate Observations Wiley
  • Thode, H. C. (2002): Testing for Normality Marcel Dekker New York
  • Wikipedia (2018): Q-Q Plot https://en.wikipedia.org/wiki/Q%E2%80%93Q_plot




Author:
Lakshmi Krishnamurthy

  • Field Details

    • RELIEF_STANDARD

      public static final double RELIEF_STANDARD
      Standard Heuristic
      See Also:
      Constant Field Values

    • RELIEF_BERNARD_BOS_LEVENBACH_1953

      public static final double RELIEF_BERNARD_BOS_LEVENBACH_1953
      Bernard and Bos-Levenbach (1953) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_NIST_2013

      public static final double RELIEF_NIST_2013
      NIST (2013) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_YU_HUANG_2001

      public static final double RELIEF_YU_HUANG_2001
      Yu and Huang (2001) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_BMDP_2018

      public static final double RELIEF_BMDP_2018
      BMDP (2018) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_BLOM_1958

      public static final double RELIEF_BLOM_1958
      Blom (1958) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_CUNNANE_1978

      public static final double RELIEF_CUNNANE_1978
      Cunnane (1978) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_GRINGORTEN_1963

      public static final double RELIEF_GRINGORTEN_1963
      Gringorten (1963) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_HAZEN_1913

      public static final double RELIEF_HAZEN_1913
      Hazen (1913) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_LARSEN_CURRANT_HUNT_1980

      public static final double RELIEF_LARSEN_CURRANT_HUNT_1980
      Larsen, Currant, and Hunt (1980) Heuristic
      See Also:
      Constant Field Values

    • RELIEF_FILLIBEN_1975

      public static final double RELIEF_FILLIBEN_1975
      Filliben (1975) Heuristic
      See Also:
      Constant Field Values

  • Constructor Details

    • PlottingPositionGeneratorHeuristic

      public PlottingPositionGeneratorHeuristic​(int orderStatisticCount, double relief) throws java.lang.Exception
      PlottingPositionGeneratorHeuristic Constructor
      Parameters:
      orderStatisticCount - Count of Order Statistics
      relief - Leading Relief
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • Standard

      public static final PlottingPositionGeneratorHeuristic Standard​(int orderStatisticCount)
      Construct the Standard Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Standard Version of the PlottingPositionGeneratorHeuristic

    • BernardBosLevenbach1953

      public static final PlottingPositionGeneratorHeuristic BernardBosLevenbach1953​(int orderStatisticCount)
      Construct the Bernard Bos-Levenbach (1953) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Bernard Bos-Levenbach (1953) Version of the PlottingPositionGeneratorHeuristic

    • NIST2013

      public static final PlottingPositionGeneratorHeuristic NIST2013​(int orderStatisticCount)
      Construct the NIST (2013) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      NIST (2013) Version of the PlottingPositionGeneratorHeuristic

    • YuHuang2001

      public static final PlottingPositionGeneratorHeuristic YuHuang2001​(int orderStatisticCount)
      Construct the Yu and Huang (2001) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Yu and Huang (2001) Version of the PlottingPositionGeneratorHeuristic

    • BMDP2018

      public static final PlottingPositionGeneratorHeuristic BMDP2018​(int orderStatisticCount)
      Construct the BMDP (2018) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      BMDP (2018) Version of the PlottingPositionGeneratorHeuristic

    • Blom1958

      public static final PlottingPositionGeneratorHeuristic Blom1958​(int orderStatisticCount)
      Construct the Blom (1958) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Blom (1958) Version of the PlottingPositionGeneratorHeuristic

    • Cunnane1978

      public static final PlottingPositionGeneratorHeuristic Cunnane1978​(int orderStatisticCount)
      Construct the Cunnane (1978) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Cunnane (1978) Version of the PlottingPositionGeneratorHeuristic

    • Gringorten1963

      public static final PlottingPositionGeneratorHeuristic Gringorten1963​(int orderStatisticCount)
      Construct the Gringorten (1963) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Gringorten (1963) Version of the PlottingPositionGeneratorHeuristic

    • Hazen1913

      public static final PlottingPositionGeneratorHeuristic Hazen1913​(int orderStatisticCount)
      Construct the Hazen (1913) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Hazen (1913) Version of the PlottingPositionGeneratorHeuristic

    • LarsenCurrantHunt1980

      public static final PlottingPositionGeneratorHeuristic LarsenCurrantHunt1980​(int orderStatisticCount)
      Construct the Larsen, Currant, and Hunt (1980) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Larsen, Currant, and Hunt (1980) Version of the PlottingPositionGeneratorHeuristic

    • Filliben1975

      public static final PlottingPositionGeneratorHeuristic Filliben1975​(int orderStatisticCount)
      Construct the Filliben (1975) Version of the PlottingPositionGeneratorHeuristic
      Parameters:
      orderStatisticCount - The Order Statistic Count
      Returns:
      Filliben (1975) Version of the PlottingPositionGeneratorHeuristic

    • relief

      public double relief()
      Retrieve the Leading Relief
      Returns:
      The Leading Relief

    • generate

      public PlottingPosition[] generate()
      Description copied from class: PlottingPositionGenerator
      Generate the Plotting Position Array
      Specified by:
      generate in class PlottingPositionGenerator
      Returns:
      The Plotting Position Array