Class curve_plot_test
java.lang.Object

+curve_plot_test
 class curve_plot_test
 extends java.lang.Object
Generate histograms for the Haar coefficients created by
applying the Haar transform to the time series for the
Applied Materials (symbol: AMAT) daily close price. Plot
the histograms along with a normal curve with a mean
and standard deviation calculated from the coefficients.
There are 512 data points in the AMAT daily close price time
series. This program generates a histogram for the
first three high frequency sets of coefficients (e.g., 256,
128, and 64 coefficients).
Financial theory states that the average daily return
(e.g, the difference between today'ss close prices and
yesterday's close price) is normally distributed. So
the histogram of the highest frequency coefficients, which
reflect the difference between two close prices, should
be bell curve shaped, centered around zero.
The close price in the AMAT time series rises sharply about half way
through. So as the coefficient frequency decreases, the histogram
will be shifted farther and farter away from zero.
Note that an inplace Haar transform is used that replaces
the values with the coefficients. The order function
orders the coefficients from the butterfly pattern generated
by the inplace algorithm into increasing frequencies, where
the lowest frequency is at the beginning of the array. Each
frequency is a power of two: 2, 4, 8, 16, 32, 64, 128, 256.
Method Summary 
static void 
main(java.lang.String[] args)

void 
plot_log(double[] v)

Methods inherited from class java.lang.Object 
,
clone,
equals,
finalize,
getClass,
hashCode,
notify,
notifyAll,
registerNatives,
toString,
wait,
wait,
wait 
curve_plot_test
curve_plot_test()
plot_log
public void plot_log(double[] v)
main
public static void main(java.lang.String[] args)