- weights
Returns the weights for a given sample size.
- <init>
Constructor. The exponential weight lambda must be > 0 and < 1.0.
- esFromIndexRunningWeight
Computes expected shortfall.
- expectedShortfallDetailsFromUnsorted
Compute the expected shortfall and the details used in the result. The quantile
level is in decimal,
- expectedShortfallFromUnsorted
- quantileDetails
- quantileDetailsFromUnsorted
Compute the quantile estimation and the details used in the result. The quantile
level is in decimal
- quantileFromIndexRunningWeight
Computes value-at-risk.
- quantileFromUnsorted
- quantileResultFromUnsorted
- quantileResultWithExtrapolationFromUnsorted
- quantileWithExtrapolationFromUnsorted