Package jline.api.trace
Class Mtrace_jointKt
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- All Implemented Interfaces:
public final class Mtrace_jointKt
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Method Summary
Modifier and Type Method Description final static Matrixmtrace_joint(DoubleArray T, IntArray A, IntArray i)Given a multi-class trace, computes the empirical class-dependent joint moments that estimate E ( X^(a)_j )^i(1) (X^(a)_(j+l) )^i(2) for all classes a. -
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Method Detail
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mtrace_joint
final static Matrix mtrace_joint(DoubleArray T, IntArray A, IntArray i)
Given a multi-class trace, computes the empirical class-dependent joint moments that estimate E ( X^(a)_j )^i(1) (X^(a)_(j+l) )^i(2) for all classes a.
- Parameters:
T- the inter-event timesA- the class of each eventi- a vector specifying the power of each variable in the joint moment- Returns:
the joint moment of each class
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