Class ValueCorrelation

java.lang.Object
com.polytechnik.utils.ValueCorrelation

public class ValueCorrelation extends Object
Value Correlation of p and r.
  • Field Details

    • w_pL_rL

      public final double w_pL_rL
    • w_pL_rH

      public final double w_pL_rH
    • w_pH_rL

      public final double w_pH_rL
    • w_pH_rH

      public final double w_pH_rH
    • corr

      public final double corr
    • skp

      public final Skewness skp
    • skr

      public final Skewness skr
  • Constructor Details

    • ValueCorrelation

      public ValueCorrelation(double c0, double pr, double p1, double p2, double p3, double r1, double r2, double r3)
      Value Correlation (from monomials moments).
    • ValueCorrelation

      public ValueCorrelation(double c0, double pr, Skewness skp, Skewness skr)