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Statistical hypothesis tests based on Matrix data.
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package se.alipsa.groovy.stats.timeseries
/**
* The Chow test proposed by econometrician Gregory Chow in 1960, is a test of whether the true coefficients
* in two linear regressions on different data sets are equal.
* In econometrics, it is most commonly used in time series analysis to test for the presence of a structural
* break at a period which can be assumed to be known a priori (for instance, a major historical event such as a war).
*
* In program evaluation, the Chow test is often used to determine whether the independent variables have
* different impacts on different subgroups of the population.
*/
class Chow {
}