RandomWalk

scalation.modeling.forecasting.RandomWalk
See theRandomWalk companion class
object RandomWalk

The RandomWalk companion object provides factory methods for the RandomWalk class.

Attributes

Companion
class
Graph
Supertypes
class Object
trait Matchable
class Any
Self type
RandomWalk.type

Members list

Value members

Concrete methods

def apply(y: VectorD, tt: VectorD, hparam: HyperParameter): RandomWalk

Create an RandomWalk object.

Create an RandomWalk object.

Value parameters

hparam

the hyper-parameters

tt

the time vector, if relevant (time index may suffice)

y

the response vector (time series data)

Attributes