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Statistical hypothesis tests based on Matrix data.
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package se.alipsa.groovy.stats.timeseries
/**
* Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests are used for testing a null hypothesis that an observable
* time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative
* of a unit root.
*
* Contrary to most unit root tests, the presence of a unit root is not the null hypothesis but the alternative.
* Additionally, in the KPSS test, the absence of a unit root is not a proof of stationarity but, by design,
* of trend-stationarity.
*/
class Kpss {
}