stationarity.h
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1 /*
2  * Copyright (c) 2019-2021, NVIDIA CORPORATION.
3  *
4  * Licensed under the Apache License, Version 2.0 (the "License");
5  * you may not use this file except in compliance with the License.
6  * You may obtain a copy of the License at
7  *
8  * http://www.apache.org/licenses/LICENSE-2.0
9  *
10  * Unless required by applicable law or agreed to in writing, software
11  * distributed under the License is distributed on an "AS IS" BASIS,
12  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13  * See the License for the specific language governing permissions and
14  * limitations under the License.
15  */
16 
17 #pragma once
18 
19 namespace raft {
20 class handle_t;
21 }
22 
23 namespace ML {
24 
25 namespace Stationarity {
26 
42 void kpss_test(const raft::handle_t& handle,
43  const float* d_y,
44  bool* results,
45  int batch_size,
46  int n_obs,
47  int d,
48  int D,
49  int s,
50  float pval_threshold);
51 void kpss_test(const raft::handle_t& handle,
52  const double* d_y,
53  bool* results,
54  int batch_size,
55  int n_obs,
56  int d,
57  int D,
58  int s,
59  double pval_threshold);
60 
61 } // namespace Stationarity
62 } // namespace ML
void kpss_test(const raft::handle_t &handle, const float *d_y, bool *results, int batch_size, int n_obs, int d, int D, int s, float pval_threshold)
Perform the KPSS stationarity test on the data differenced according to the given order.
Definition: dbscan.hpp:30
Definition: dbscan.hpp:26