tech.nmfin.meanreversion.hvolatility

Class Kagi<T extends Comparable<? super T>>

java.lang.Object

tech.nmfin.meanreversion.hvolatility.Kagi<T>

Type Parameters:

T - time type

public class Kagi<T extends Comparable<? super T>>
extends Object

KAGI construction of a random process.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	Kagi.Trend

Constructor Summary

Constructors

Constructor and Description
Kagi(double[] ts)
Kagi(UnivariateTimeSeries<T,? extends UnivariateTimeSeries.Entry<T>> ts)

Method Summary

Modifier and Type	Method and Description
HConstruction<T>	build(double H) Makes a KAGI construction for the given random process.

Methods inherited from class java.lang.Object

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

Constructor Detail

Kagi

public Kagi(UnivariateTimeSeries<T,? extends UnivariateTimeSeries.Entry<T>> ts)

Kagi

public Kagi(double[] ts)

Method Detail

build

public HConstruction<T> build(double H)

Makes a KAGI construction for the given random process.

Parameters:

H - the H

Returns:

an H-construction