Statistic
The Statistic class allows the collection of summary statistics on data via the collect() methods. The primary statistical summary is for the statistical moments. Creates a Statistic with the given name
Parameters
an optional String representing the name of the statistic
an optional array of values to collect on
Properties
Returns the 2nd statistical central moment
Returns the 3rd statistical central moment
Returns the 4th statistical central moment
The 0th moment is the count, the 1st central moment zero, the 2nd, 3rd, and 4th central moments
Gets the sum of squares of the deviations from the average This is the numerator in the classic sample variance formula
Gets the lag-1 generate correlation of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
Gets the lag-1 generate covariance of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
Counts the number of observations that were negative, strictly less than zero.
Returns the observation weighted sum of the data i.e. sum = sum + j*x where j is the observation number and x is jth observation
Returns the 2nd statistical raw moment (about zero)
Returns the 3rd statistical raw moment (about zero)
Returns the 4th statistical raw moment (about zero)
Returns the summary statistics values Name Count Average Std. Dev.
Returns the header for the summary statistics Name Count Average Std. Dev.
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.