Package com.quantfinlib.stats
@NullMarked
package com.quantfinlib.stats
Canonical descriptive statistics: mean, sample and population variance,
quantiles with a named Hyndman-Fan definition, median, covariance,
Pearson correlation, skewness, kurtosis and midranks
(
Stats); and, since 2.4.0, the numerical
routines that used to live in util.MathUtils (removed in 3.0):
SpecialFunctions (normal, log-gamma,
incomplete beta, Student-t), LinearAlgebra
(dot products, Cholesky, solve, inverse) and
Numerics (clamp, NaN arrays, decay factor,
pair sort).
This is a package of its own rather than more methods on
util.MathUtils so that these definitions sit in one small,
documented surface: every estimator here states its denominator, its
quantile type and its edge-case behaviour, and the older helpers elsewhere
in the library (risk.Dependence.ranks and the private copies in alpha,
ml, credit and regulatory) delegate here. It
depends on nothing but java.base, so any package may use it.
-
ClassesClassDescriptionDense linear algebra on
double[][]row-major matrices: dot and matrix-vector products, the quadratic form, Cholesky, a linear solve and the inverse.Small array and scalar helpers: clamping, NaN-filled arrays, the half-life decay factor and an allocation-free paired sort.Normal density, distribution and quantile, log-gamma, the regularized incomplete beta function and the Student-t distribution function.Descriptive statistics on primitive arrays, with every convention named.