java实现基金浮动_Java: 实现自回归分析/线性回归分析/基金各项指标计算等

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需Jama矩阵运算库.

java版源码:

包含自回归分析/线性回归分析/基金各项指标计算

import Jama.Matrix;

public class test {

public static void main(String[] args){

double rf = 1.0;

double[] rm = {1,2,3,4,3,2,5,6,8,8};

double[] rp = {2,2,3,4,4,3,5,6,9,8};

//线性回归

Linear l = linearRegression(rp,rm,rf);

System.out.println("线性回归");

System.out.println("alpha: "+l.alpha+"\nbeta: "+l.beta+"\nr2: "+l.rsquare);

//自回归

Autoregressive a = autoRegression(rp,2);

System.out.println("自回归");

//参数

for (double ci :a.ratios){

System.out.println("ratio: "+ci);

}

//拟合值

for (double ci :a.estimates){

System.out.println("estimates: "+ci);

}

//噪声

for (double ci :a.noises){

System.out.println("noises: "+ci);

}

//噪声均值

System.out.println("exp noises: "+exp(a.noises));

//噪声方差

System.out.println("dev noises: "+dev(a.noises));

}

//求均值

static double exp(double[] rp){

int len = rp.length;

if (len > 0){

double output = 0.0;

for (double p: rp){

output +=p;

}

output /= len;

return output;