Package org.drip.validation.quantile

Class R1QQTestOutcome

java.lang.Object

org.drip.validation.quantile.R1QQTestOutcome

public class R1QQTestOutcome
extends java.lang.Object

R1QQTestOutcome holds the Elements of the R¹ 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

• Module = Computational Core Module
• Library = Model Validation Analytics Library
• Project = Risk Factor and Hypothesis Validation, Evidence Processing, and Model Testing
• Package = Quantile Based Graphical Numerical Validators

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1QQTestOutcome(R1QQVertex[] r1QQVertexArray)	R1QQTestOutcome Constructor

Method Summary

Modifier and Type	Method	Description
double	probabilityPlotCorrelationCoefficient()	Compute the Probability Plot Correlation Coefficient (PPCC)
R1QQVertex[]	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

R1QQTestOutcome

public R1QQTestOutcome(R1QQVertex[] r1QQVertexArray)
                throws java.lang.Exception

R1QQTestOutcome Constructor

Parameters:

r1QQVertexArray - Array of Q-Q Vertexes

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

qqVertexArray

public R1QQVertex[] 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