Class HarRv.Fit

java.lang.Object

com.quantfinlib.volatility.HarRv.Fit

Enclosing class:

HarRv

public static final class HarRv.Fit
extends Object

Fitted coefficients with Newey-West standard errors (order: intercept, daily, weekly, monthly), residual variance and the regression size.

Constructor Summary

Constructors

Constructor	Description
Fit(HarRv.Params params, double[] hacStandardErrors, double residualVariance, int observations, boolean logModel)	Creates the value; array and collection arguments are copied.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object other)
double	hacStandardErrors(int i)	Element i of hacStandardErrors.
double[]	hacStandardErrorsCopy()	A fresh copy of hacStandardErrors.
int	hacStandardErrorsLength()	Length of hacStandardErrors.
int	hashCode()
boolean	logModel()	logModel.
int	observations()	observations.
HarRv.Params	params()	params.
double	residualVariance()	residualVariance.
String	toString()

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Fit

public Fit(HarRv.Params params,
 double[] hacStandardErrors,
 double residualVariance,
 int observations,
 boolean logModel)

Creates the value; array and collection arguments are copied.

Method Details

params

public HarRv.Params params()

params.

hacStandardErrors

public double hacStandardErrors(int i)

Element i of hacStandardErrors.

hacStandardErrorsLength

public int hacStandardErrorsLength()

Length of hacStandardErrors.

hacStandardErrorsCopy

public double[] hacStandardErrorsCopy()

A fresh copy of hacStandardErrors.

residualVariance

public double residualVariance()

residualVariance.

observations

public int observations()

observations.

logModel

public boolean logModel()

logModel.

equals

public boolean equals(Object other)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object