com.numericalmethod.suanshu.stats.cointegration

Interface JohansenAsymptoticDistribution.F

All Superinterfaces:

java.io.Serializable

Enclosing class:

JohansenAsymptoticDistribution

public static interface JohansenAsymptoticDistribution.F
extends java.io.Serializable

This is a filtration function.

Method Summary

Modifier and Type	Method and Description
FiltrationFunction[]	evaluate(Realization[] B) F(B).

Method Detail

evaluate

FiltrationFunction[] evaluate(Realization[] B)

F(B).

Parameters:

B - a multivariate Brownian motion

Returns:

F(B)