Package jline.api.trace

Class Trace_var

java.lang.Object
jline.api.trace.Trace_var
public final class Trace_var extends Object
Single trace variance computation.

Computes sample variance and related statistics for empirical trace data.

Since:
LINE 3.0

  • Method Summary

    Modifier and Type
    Method
    Description
    static double[]
    trace_acf(double[] S)
     
    static double[]
    trace_acf(double[] S, int[] lags)
    Computes the autocorrelation function for trace S at the specified lags.
    static Pair<double[],int[][]>
    trace_bicov(double[] S, int[] GRID)
    Computes the bicovariance of the trace.
    static double[]
    trace_gamma(double[] T)
     
    static double[]
    trace_gamma(double[] T, int limit)
    Estimates the auto-correlation decay rate of a trace.
    static Pair<int[],int[]>
    trace_iat2bins(double[] S, double scale)
    Computes the counts in each bin with specified timescale.
    static int[]
    trace_iat2counts(double[] S, double scale)
    Computes the counting process of S.
    static double
    trace_idc(double[] S)
    Computes the Index of Dispersion for Counts.
    static Pair<double[],int[]>
    trace_idi(double[] S, int[] kset)
     
    static Pair<double[],int[]>
    trace_idi(double[] S, int[] kset, String option, int n)
    Computes the Index of Dispersion for Intervals of a trace.
    static double
    trace_joint(double[] S, int[] lag, int[] order)
    Computes joint moments E[X^{k_1}_{i} X^{k_2}_{i+j} ...] for a trace.
    static Pair<double[],int[]>
    trace_pmf(int[] X)
    Computes the probability mass function of discrete data.
    static double
    trace_scv(double[] S)
    Computes the squared coefficient of variation for trace S.
    static double[]
    trace_shuffle(double[] S)
    Shuffles the trace data randomly.
    static double[]
    trace_summary(double[] m)
    Computes comprehensive summary statistics for a trace.
    static double
    trace_var(double[] trace)
    Computes the variance of the trace data.

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Method Details

    • trace_var

      public static double trace_var(double[] trace)
      Computes the variance of the trace data.

    • trace_scv

      public static double trace_scv(double[] S)
      Computes the squared coefficient of variation for trace S.

    • trace_acf

      public static double[] trace_acf(double[] S, int[] lags)
      Computes the autocorrelation function for trace S at the specified lags.

    • trace_acf

      public static double[] trace_acf(double[] S)

    • trace_gamma

      public static double[] trace_gamma(double[] T, int limit)
      Estimates the auto-correlation decay rate of a trace.
      Returns:
      [GAMMA, RHO0, RESIDUALS]

    • trace_gamma

      public static double[] trace_gamma(double[] T)

    • trace_iat2counts

      public static int[] trace_iat2counts(double[] S, double scale)
      Computes the counting process of S.

    • trace_idi

      public static Pair<double[],int[]> trace_idi(double[] S, int[] kset, String option, int n)
      Computes the Index of Dispersion for Intervals of a trace.

    • trace_idi

      public static Pair<double[],int[]> trace_idi(double[] S, int[] kset)

    • trace_idc

      public static double trace_idc(double[] S)
      Computes the Index of Dispersion for Counts.

    • trace_pmf

      public static Pair<double[],int[]> trace_pmf(int[] X)
      Computes the probability mass function of discrete data.

    • trace_shuffle

      public static double[] trace_shuffle(double[] S)
      Shuffles the trace data randomly.

    • trace_bicov

      public static Pair<double[],int[][]> trace_bicov(double[] S, int[] GRID)
      Computes the bicovariance of the trace.

    • trace_iat2bins

      public static Pair<int[],int[]> trace_iat2bins(double[] S, double scale)
      Computes the counts in each bin with specified timescale.

    • trace_joint

      public static double trace_joint(double[] S, int[] lag, int[] order)
      Computes joint moments E[X^{k_1}_{i} X^{k_2}_{i+j} ...] for a trace.

    • trace_summary

      public static double[] trace_summary(double[] m)
      Computes comprehensive summary statistics for a trace.
      Returns:
      [MEAN,SCV,MAD,SKEW,KURT,Q25,Q50,Q75,P95,MIN,MAX,IQR,ACF1-4,IDC_SCV_RATIO]