Packages

case class Stats(y_: VectoD, lags: Int) extends Product with Serializable

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)

y_

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

lags

the maximum number of lags

Linear Supertypes
Serializable, Serializable, Product, Equals, AnyRef, Any
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Instance Constructors

  1. new Stats(y_: VectoD, lags: Int)

    y_

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

    lags

    the maximum number of lags

Value Members

  1. val acr: VectorD
  2. val acv: VectorD
  3. val lags: Int
  4. val mu: Double
  5. val sig2: Double
  6. def toString(): String

    Convert a Stats object to a string.

    Convert a Stats object to a string.

    Definition Classes
    Stats → AnyRef → Any
  7. val y_: VectoD