tech.nmfin.meanreversion.cointegration.check

Class CorrelationCheck

java.lang.Object

tech.nmfin.meanreversion.cointegration.check.CorrelationCheck

All Implemented Interfaces:

PairingCheck

public class CorrelationCheck
extends Object
implements PairingCheck

Constructor Summary

Constructors

Constructor and Description
CorrelationCheck(Matrix A, double lowerBound, double upperBound)
CorrelationCheck(Matrix A, double tail, double lowerBound, double upperBound)

Method Summary

Modifier and Type	Method and Description
static double	cor(Matrix A, double tailed)
boolean	isOK()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CorrelationCheck

public CorrelationCheck(Matrix A,
                        double tail,
                        double lowerBound,
                        double upperBound)

CorrelationCheck

public CorrelationCheck(Matrix A,
                        double lowerBound,
                        double upperBound)

Method Detail

isOK

public boolean isOK()
             throws NoPairFoundException

Specified by:

isOK in interface PairingCheck

Throws:

NoPairFoundException

cor

public static double cor(Matrix A,
                         double tailed)