Package com.imsl.stat

Interface Summary

CdfFunction	Public interface for the user-supplied cumulative distribution function to be used by InverseCdf and ChiSquaredTest.
RandomSequence	Interface implemented by generators of random or quasi-random multidimension sequences.
RegressionBasis	Public interface for user supplied function to UserBasisRegression object.

Class Summary

ANOVA	Analysis of Variance table and related statistics.
ANOVAFactorial	Analyzes a balanced factorial design with fixed effects.
ARMA	Computes least-square estimates of parameters for an ARMA model.
Cdf	Cumulative distribution functions.
ChiSquaredTest	Chi-squared goodness-of-fit test.
ContingencyTable	Performs a chi-squared analysis of a two-way contingency table.
Covariances	Computes the sample variance-covariance or correlation matrix.
Difference	Differences a seasonal or nonseasonal time series.
FaureSequence	Generates the low-discrepancy Faure sequence.
GARCH	Computes estimates of the parameters of a GARCH(p,q) model.
InverseCdf	Inverse of user-supplied cumulative distribution function.
KalmanFilter	Performs Kalman filtering and evaluates the likelihood function for the state-space model.
LinearRegression	Fits a multiple linear regression model with or without an intercept.
MultipleComparisons	Performs Student-Newman-Keuls multiple comparisons test.
NormalityTest	Performs a test for normality.
NormOneSample	Computes statistics for mean and variance inferences using a sample from a normal population.
NormTwoSample	Computes statistics for mean and variance inferences using samples from two normal populations.
Random	Generate uniform and non-uniform random number distributions.
Ranks	Compute the ranks, normal scores, or exponential scores for a vector of observations.
SignTest	Performs a sign test.
Sort	A collection of sorting functions.
Summary	Computes basic univariate statistics.
TableMultiWay	Tallies observations into a multi-way frequency table.
TableOneWay	Tallies observations into a one-way frequency table.
TableTwoWay	Tallies observations into a two-way frequency table.
UserBasisRegression	Generates summary statistics using user supplied functions in a nonlinear regression model
WilcoxonRankSum	Performs a Wilcoxon rank sum test.

Exception Summary

ARMA.IllConditionedException	The problem is ill-conditioned.
ARMA.IncreaseErrRelException	The bound for the relative error is too small.
ARMA.MatrixSingularException	The input matrix is singular.
ARMA.NewInitialGuessException	The iteration has not made good progress.
ARMA.TooManyCallsException	The number of calls to the function has exceeded the maximum number of iterations.
ARMA.TooManyFcnEvalException	Maximum number of function evaluations exceeded.
ARMA.TooManyITNException	Maximum number of iterations exceeded.
ARMA.TooManyJacobianEvalException	Maximum number of Jacobian evaluations exceeded.
ChiSquaredTest.DidNotConvergeException	The iteration did not converge
ChiSquaredTest.NoObservationsException	There are no observations.
ChiSquaredTest.NotCDFException	The function is not a Cumulative Distribution Function (CDF).
Covariances.DiffObsDeletedException	Different observations are being deleted from return matrix than were originally entered.
Covariances.MoreObsDelThanEnteredException	More observations are being deleted from the output covariance matrix than were originally entered (the corresponding row,column of the incidence matrix is less than zero).
Covariances.NonnegativeFreqException	Frequencies must be nonnegative.
Covariances.NonnegativeWeightException	Weights must be nonnegative.
Covariances.TooManyObsDeletedException	More observations have been deleted than were originally entered (the sum of frequencies has become negative).
GARCH.ConstrInconsistentException	The equality constraints are inconsistent.
GARCH.EqConstrInconsistentException	The equality constraints and the bounds on the variables are found to be inconsistent.
GARCH.NoVectorXException	No vector X satisfies all of the constraints.
GARCH.TooManyIterationsException	Number of function evaluations exceeded 1000.
GARCH.VarsDeterminedException	The variables are determined by the equality constraints.
InverseCdf.DidNotConvergeException	The iteration did not converge
NormalityTest.NoVariationInputException	There is no variation in the input data.