CronoSeries.TimeSeries.Miscellaneous Namespace Reference

Classes
class	DiscreteFourierTransform
class	HaltonSequence
	This class generates a multi-dimensional low-discrepancy sequence. See discussion at http://en.wikipedia.org/wiki/Constructions_of_low-discrepancy_sequences More...
class	LogLikelihoodPenalizer
	This class evaluates log-likelihood for a time series by summing up individual specified log-likelihoods. This is a rather trivial summation operation. What is useful here, however, is the consistency penalty. The idea is to look for a kind of draw-down in the partial sums of log-likelihoods and compute a penalty factor which is bad if the model is inconsistent with the data for a long sub-interval within the time range. More...
class	NelderMead
class	Optimizer
class	PrincipalComponents
class	Regression
class	StepFunction
	This class keeps track of a step function mapping R -> R. It is assumed that the function only changes (has steps) in a region with compact support. More...
class	VanderCorputSequence
	This class generates a one-dimensional low-discrepancy sequence. See discussion at http://en.wikipedia.org/wiki/Constructions_of_low-discrepancy_sequences More...