List of variance() Examples

Examples of variance()

flanagan.analysis.Stat.variance()
net.jcores.jre.cores.CoreNumber.variance()
Returns the variance of all enclosed numbers, assuming a uniform distribution.

Examples:
- $(2, -2, 2, -2).variance() - Returns 4.0.
Single-threaded.
>
@since 1.0 @return The variance of all enclosed numbers. If no numbers are enclosed, 0 is returned.
org.jquantlib.math.statistics.GenericSequenceStatistics.variance()
org.jquantlib.processes.GeneralizedBlackScholesProcess.variance()
org.jquantlib.processes.StochasticProcess1D.variance()
Returns the variance {@latex$} V(x_t_0 + \Delta t} | x_{t_0} = x_0) } of the process after a time interval {@latex$ \Delta t }according to the given discretization. This method can be overridden in derived classes which want to hard-code a particular discretization.
umontreal.iro.lecuyer.stat.Tally.variance()
Returns the sample variance of the observations since the last initialization. This returns Double.NaN if the tally contains less than two observations. @return the variance of the observations
weka.core.Instances.variance()
Computes the variance for a numeric attribute. @param attIndex the numeric attribute (index starts with 0) @return the variance if the attribute is numeric @throws IllegalArgumentException if the attribute is not numeric

Examples of flanagan.analysis.Stat.variance()

                double[] hold = new double[this.numberOfRows];
                for(int j=0; j<this.numberOfRows; j++){
                    hold[i] = this.matrix[j][i];
                }
                Stat st = new Stat(hold);
                variances[i] = st.variance();
            }


            return variances;
        }

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Examples of flanagan.analysis.Stat.variance()

        this.transformedMaximum = st2.maximum();
        this.transformedMedian = st2.median();
        this.transformedRange = this.transformedMaximum - this.transformedMinimum;
        this.transformedMean = st2.mean();
        this.transformedStandardDeviation = st2.standardDeviation();
        this.transformedVariance = st2.variance();
        this.transformedMomentSkewness = st2.momentSkewness();
        this.transformedMedianSkewness = st2.medianSkewness();
        this.transformedQuartileSkewness = st2.quartileSkewness();
        this.transformedExcessKurtosis = st2.excessKurtosis();

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Examples of net.jcores.jre.cores.CoreNumber.variance()

    @SuppressWarnings("boxing")
    public static void main(String[] args) {
        CoreNumber number = $(2.0, 4, 6, null, 8, 100);


        System.out.println(number.average());
        System.out.println(number.variance());
        
        System.out.println($.range(1, 50000).random(10).as(CoreNumber.class).standarddeviation());
        System.out.println($.range(1, 50).random(6).string().join(" "));
        System.out.println($.range(1, 50).random(1.0).string().join(" "));

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Examples of org.jquantlib.math.statistics.GenericSequenceStatistics.variance()

                           + "    calculated: " + calculated.get(i) + "\n"
                           + "    expected:   " + expected);
        }


        expected = 2.23333333333;
        calculated = ss.variance();
        for (i=0; i<dimension; i++) {
            if (Math.abs(calculated.get(i)-expected) > tolerance)
                fail("SequenceStatistics<" + name + ">: "
                           + (i+1) + " dimension: "
                           + "wrong variance\n"

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Examples of org.jquantlib.processes.GeneralizedBlackScholesProcess.variance()

        //The standard deviation = volatility*sqrt(dt)
        System.out.println("The stdDeviation of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.stdDeviation(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));


        //Calulating the variance of the process after time = 18th day from today with value of the stock as specified from the quote
        //The variance = volatility*volatility*dt
        System.out.println("The variance of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.variance(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));


        //Calulating the expected value of the stock quote after time = 18th day from today with the current value of the stock as specified from the quote
        //The expectedValue = intialValue*exp(drift*dt)-----can be obtained by integrating----->dx/x= drift*dt
        System.out.println("Expected value = "+process.expectation(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));

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Examples of org.jquantlib.processes.StochasticProcess1D.variance()

        //The standard deviation = volatility*sqrt(dt)
        System.out.println("The stdDeviation of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.stdDeviation(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));


        //Calulating the variance of the process after time = 18th day from today with value of the stock as specified from the quote
        //The variance = volatility*volatility*dt
        System.out.println("The variance of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.variance(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));


        //Calulating the expected value of the stock quote after time = 18th day from today with the current value of the stock as specified from the quote
        //The expectedValue = intialValue*exp(drift*dt)-----can be obtained by integrating----->dx/x= drift*dt
        System.out.println("Expected value = "+process.expectation(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));

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Examples of umontreal.iro.lecuyer.stat.Tally.variance()

      System.out.println ("QMC with Korobov point set with " + n +
          " points and random shift + baker:\n");
      statQMC.setConfidenceIntervalStudent();
      System.out.println (statQMC.report (0.95, 3));
      System.out.println ("Total CPU time: " + timer.format() + "\n");
      double varQMC = p.getNumPoints() * statQMC.variance();
      double cpuQMC = timer.getSeconds() / (m * n);
      System.out.printf ("Variance ratio:   %9.4g%n", varMC/varQMC);
      System.out.printf ("Efficiency ratio: %9.4g%n",
           (varMC * cpuMC) / (varQMC * cpuQMC));
   }

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Examples of umontreal.iro.lecuyer.stat.Tally.variance()

      System.out.println ("QMC with Sobol point set with " + n +
          " points and affine matrix scramble:\n");
      statQMC.setConfidenceIntervalStudent();
      System.out.println (statQMC.report (0.95, 3));
      System.out.println ("Total CPU time: " + timer.format() + "\n");
      double varQMC = p.getNumPoints() * statQMC.variance();
      double cpuQMC = timer.getSeconds() / (m * n);
      System.out.printf ("Variance ratio:   %9.4g%n", varMC/varQMC);
      System.out.printf ("Efficiency ratio: %9.4g%n",
           (varMC * cpuMC) / (varQMC * cpuQMC));
   }

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Examples of umontreal.iro.lecuyer.stat.Tally.variance()

      for (int i = 0; i < v.length; i++) {
         Tally tally = get (i);
         if (tally == null || tally.numberObs() < 2)
            v[i] = Double.NaN;
         else
            v[i] = tally.variance();
      }
   }




   /**

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Examples of umontreal.iro.lecuyer.stat.Tally.variance()

      double cov = covariance (i, j);
      Tally tallyi = get (i);
      Tally tallyj = get (j);
      if (tallyi == null || tallyj == null)
         return Double.NaN;
      return cov/Math.sqrt (tallyi.variance()*tallyj.variance());
   }




   /**
    * Constructs and returns the sample covariance matrix

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