AntitheticStatistic

class AntitheticStatistic(theName: String = "AntitheticStatistic_") : AbstractStatistic(source)

In progress...

Constructors

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constructor(theName: String = "AntitheticStatistic_")

Properties

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open override val average: Double

Gets the unweighted average of the observations.

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open override val count: Double

Gets the count for the number of the observations.

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open override val deviationSumOfSquares: Double

Gets the sum of squares of the deviations from the average This is the numerator in the classic sample variance formula

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open override val kurtosis: Double

Gets the kurtosis of the data

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open override val lag1Correlation: Double

Gets the lag-1 generate correlation of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31

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open override val lag1Covariance: Double

Gets the lag-1 generate covariance of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31

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open override val max: Double

Gets the maximum of the observations.

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open override val min: Double

Gets the minimum of the observations.

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open override val negativeCount: Double

Counts the number of observations that were negative, strictly less than zero.

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open override val skewness: Double

Gets the skewness of the data

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open override val standardError: Double

Gets the standard error of the observations. Simply the generate standard deviation divided by the square root of the number of observations

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open override val sum: Double

Gets the sum of the observations.

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open override var value: Double
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open override val variance: Double

Gets the sample variance of the observations.

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Gets the Von Neumann Lag 1 test statistic for checking the hypothesis that the data are uncorrelated Note: See Handbook of Simulation, Jerry Banks editor, McGraw-Hill, pg 253.

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open override val zeroCount: Double

Counts the number of observations that were exactly zero.

Functions

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open override fun collect(obs: Double)

Collect on the supplied value. Double.NaN, Double.NEGATIVE_INFINITY, and Double.POSITIVE_INFINITY values are counted as missing. Null values are not permitted.

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open override fun copyOfAsStatistic(): Statistic

Return a copy of the information as an instance of a statistic

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open override fun halfWidth(level: Double): Double

Gets the confidence interval half-width. Simply the standard error times the confidence coefficient as determined by an appropriate sampling distribution

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open override fun leadingDigitRule(multiplier: Double): Int

Computes the right most meaningful digit according to (int)Math.floor(Math.log10(a*getStandardError())) See doi 10.1287.opre.1080.0529 by Song and Schmeiser

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open override fun toString(): String

Returns a String representation of the Statistic