Constructor Detail

Method Detail

• lagCorrelationsFromTrace

   final static DoubleArray lagCorrelationsFromTrace(DoubleArray trace, Integer K)

  Returns the lag-k autocorrelation of a trace.

  Parameters:

  trace - The trace data

  K - The number of lags to compute (default 3)

  Returns:

  The lag-k autocorrelation function of the trace up to lag K

• lagkJointMomentsFromTrace

  @JvmOverloads() final static Matrix lagkJointMomentsFromTrace(DoubleArray trace, Integer K, Integer L)

  Returns the lag-L joint moments of a trace.

  It is computed as Nm_{i,j} = (1/(N-L)) * sum_{k=0}^{N-L-1} x_k^i * x_{k+L}^j

  Parameters:

  trace - The trace data

  K - The joint moments are computed up to order K

  L - The lag at which the joint moments are computed (default 1)

  Returns:

  Matrix of shape (K+1, K+1) containing the lag-L joint moments, starting from moment 0

• lagkJointMomentsFromTrace

  @JvmOverloads() final static Matrix lagkJointMomentsFromTrace(DoubleArray trace, Integer K)

  Returns the lag-L joint moments of a trace.

  It is computed as Nm_{i,j} = (1/(N-L)) * sum_{k=0}^{N-L-1} x_k^i * x_{k+L}^j

  Parameters:

  trace - The trace data

  K - The joint moments are computed up to order K

  Returns:

  Matrix of shape (K+1, K+1) containing the lag-L joint moments, starting from moment 0