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carldata.series

Stats

Related Doc: package series

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object Stats

Calculate Time Series statistics

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  1. case class MeanAndVariance(mean: Double, variance: Double) extends Product with Serializable

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Value Members

  1. final def !=(arg0: Any): Boolean

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  2. final def ##(): Int

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  3. final def ==(arg0: Any): Boolean

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  4. final def asInstanceOf[T0]: T0

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  5. def autoCorrelation[V](values: Seq[V], pos1: Int, pos2: Int, size: Int)(implicit arg0: Fractional[V]): Double

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    Calculate correlation between 2 places in the series

  6. def autoCovariance[V](values: Seq[V], pos1: Int, pos2: Int, size: Int, mean: Double)(implicit arg0: Fractional[V], num: Fractional[V]): Double

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    Calculate covariance between 2 places in the series

  7. def clone(): AnyRef

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  8. def correlation[V](xs: Seq[V], ys: Seq[V])(implicit arg0: Fractional[V], num: Fractional[V]): Double

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    Calculate correlation between 2 series

  9. def covariance[V](xs: Seq[V], ys: Seq[V])(implicit arg0: Fractional[V], num: Fractional[V]): Double

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    Calculate covariance with two-pass algorithm.

  10. final def eq(arg0: AnyRef): Boolean

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  11. def equals(arg0: Any): Boolean

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  12. def finalize(): Unit

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  13. final def getClass(): Class[_]

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  14. def hashCode(): Int

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  15. final def isInstanceOf[T0]: Boolean

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  16. def meanAndVariance[V](values: Seq[V])(implicit arg0: Fractional[V], num: Fractional[V]): MeanAndVariance

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  17. def median[V](xs: Seq[V])(implicit arg0: Fractional[V]): Double

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    This is the 50th percentile *

  18. final def ne(arg0: AnyRef): Boolean

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  19. def normalize[V](xs: Seq[V])(implicit arg0: Fractional[V], num: Fractional[V]): Seq[Double]

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    Normalize series by mean and standard deviation

  20. final def notify(): Unit

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  21. final def notifyAll(): Unit

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  22. def percentile[V](xs: Seq[V], p: Int)(implicit arg0: Fractional[V], num: Fractional[V]): Double

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    Find percentile

    Find percentile

    p

    desired percentile

  23. final def synchronized[T0](arg0: ⇒ T0): T0

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  24. def toString(): String

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  25. final def wait(): Unit

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  26. final def wait(arg0: Long, arg1: Int): Unit

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  27. final def wait(arg0: Long): Unit

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