Package org.drip.validation.quantile

Class QQTestOutcome

java.lang.Object
org.drip.validation.quantile.QQTestOutcome
public class QQTestOutcome
extends java.lang.Object
QQTestOutcome holds the Elements of the QQ Vertexes that come from a QQ Plot Run.

  • 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

  • Constructor Summary

    Constructors
    Constructor Description
    QQTestOutcome​(QQVertex[] qqVertexArray)
    QQTestOutcome Constructor

  • Method Summary

    Modifier and Type Method Description
    double probabilityPlotCorrelationCoefficient()
    Compute the Probability Plot Correlation Coefficient (PPCC)
    QQVertex[] qqVertexArray()
    Retrieve the Array of Q-Q Vertexes

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • QQTestOutcome

      public QQTestOutcome​(QQVertex[] qqVertexArray) throws java.lang.Exception
      QQTestOutcome Constructor
      Parameters:
      qqVertexArray - Array of Q-Q Vertexes
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • qqVertexArray

      public QQVertex[] qqVertexArray()
      Retrieve the Array of Q-Q Vertexes
      Returns:
      Array of Q-Q Vertexes

    • probabilityPlotCorrelationCoefficient

      public double probabilityPlotCorrelationCoefficient() throws java.lang.Exception
      Compute the Probability Plot Correlation Coefficient (PPCC)
      Returns:
      The Probability Plot Correlation Coefficient (PPCC)
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid