Stats4TS

scalation.mathstat.Stats4TS
case class Stats4TS(y: VectorD, lags_: Int, adjusted: Boolean)

The Stats case class is used to hold basic statistical information: mean, variance, auto-covariance, and auto-correlation. Note gamma0 (biased) does not equal the sample variance (unbiased)

Value parameters

adjusted

whether to adjust to account for the number of elements in the sum Σ (or use dim-1)

lags_

the maximum number of lags

y

the response vector (time-series data) for the training/full dataset

Attributes

See also

VectorD.acov

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Supertypes
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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Value members

Concrete methods

override def toString: String

Convert a Stats4TS object to a string.

Convert a Stats4TS object to a string.

Attributes

Definition Classes
Any

Inherited methods

def productElementNames: Iterator[String]

Attributes

Inherited from:
Product
def productIterator: Iterator[Any]

Attributes

Inherited from:
Product

Concrete fields

val acr: VectorD
val acv: VectorD
val lags: Int
val mu: Double
val sig2: Double