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, Product, Equals, AnyRef, Any
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  1. Stats
  2. Serializable
  3. Product
  4. Equals
  5. AnyRef
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Visibility
  1. Public
  2. Protected

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. def productElementNames: Iterator[String]
    Definition Classes
    Product
  6. val sig2: Double
  7. def toString(): String

    Convert a Stats object to a string.

    Convert a Stats object to a string.

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