Stat Assembly Interfaces

The following interfaces are included into the Stat assembly:

	Interface	Brief description
	IArimaSpecification	The IArimaSpecification interface determines the parameters of the ARIMA method specification.
	IArimaSpecificationInitialValues	The IArimaSpecificationInitialValues interface determines initial values of the parameters of the ARIMA method specification.
	IAutomaticLagSelectionSettings	The IAutomaticLagSelectionSettings property is used to work with parameters of lag autoselection.
	IBinaryModelRelevanceMeasure	The IBinaryModelRelevanceMeasure interface is used to work with binary classification quality criteria.
	IBinaryTreeForest	The IBinaryTreeNode interface is used to work with a collection of trees.
	IBinaryTreeGradientBoosted	The IBinaryTreeGradientBoosted interface is used to work with two dimensional tree array calculated with gradient boosting.
	IBinaryTreeNode	The IBinaryTreeNode interface is used to work with nodes of binary tree.
	IBinningSettings	The IBinningSettings interface is used to work with parameters of the Binning procedure.
	IBinningSettingsInt	The IBinningSettingsInt interface is used to work with Binning procedure parameters, executed for categorical series.
	ICensus2PeriodBegin	The ICensus2PeriodBegin interface determines parameters of period start for the X11 method.
	ICallbackNLOptimization	The ICallbackNLOptimization interface is used to work with the custom class used to calculate values of variables, criterion function and non-linear constraints.
	ICensus2Results	The ICensus2Results interface returns resultant series for the X11 method.
	ICensus2SigmaLevel	The ICensus2SigmaLevel interface determines Sigma bounds for the X11 method.
	IChowTestLinRegress	The IChowTestLinRegress interface returns parameters of linear regression for the Chow test.
	IClustersCompositionOrder	The IClustersCompositionOrder interface returns the sequence of cluster composition.
	IClustersCompositionOrderItem	The IClustersCompositionOrderItem interface returns parameters of the cluster composition step.
	IClustersType	The IClustersType interface returns the cluster sequence.
	IClusterType	The IClusterType interface returns cluster properties.
	ICoefficients	The ICoefficients interface returns parameters of the model coefficients.
	ICrossValidation	The ICrossValidation interface is used to set up cross-validation parameters
	ICrossValidationPerformanceScores	The ICrossValidationPerformanceScores interface is used to work with cross-validation results
	ICurveEstimationExplanatory	The ICurveEstimationExplanatory interface determines parameters of the explanatory series.
	IDataMining	The IDataMining interface is used to work with data mining methods.
	IDependenceForm	The IDependenceForm interface determines parameters of the dependence form.
	IDependenceForms	The IDependenceForms interface returns dependence forms collection.
	IDistribution	The IDistribution interface is used to work with distribution. It is basic for all distributions.
	IExponentialSmoothingAutoSearch	The IExponentialSmoothingAutoSearch interface determines settings for automatic search of parameters for the exponential smoothing.
	IExponentialSmoothingBestTrialMethod	The IExponentialSmoothingBestTrialMethod interface determines settings of the best trial method for automatic search of the exponential smoothing parameters.
	IExponentialSmoothingParameters	The IExponentialSmoothingParameters interface determines the exponential smoothing parameters.
	IExponentialSmoothingQuickestDescentMethod	The IExponentialSmoothingQuickestDescentMethod interface determines settings for the quickest descent method for automatic search of the exponential smoothing parameters.
	IForecast	The IForecast interface determines the forecast parameters.
	IGARCHCoefficients	The IGARCHCoefficients interface determines the GARCH model coefficients parameters.
	IHACOptions	The IHACOptions interface is used to set up long-run covariance options.
	IHolidays	The IHolidays interface is used to account for the holiday adjustments.
	IIntercept	The IIntercept interface determines the model constant parameters.
	IJohansenTestEquation	The IJohansenTestEquation interface determines the parameters of the Johansen test equation (endogenous variable).
	IJohansenTestEquations	The IJohansenTestEquations interface contains properties and methods used to work with the collection of Johansen test equations (endogenous variables).
	IJohansenTestReport	The IJohansenTestReport interface returns the results of the Johansen test.
	ILindoParamUnit	The Stat Assembly Interfaces interface is used to work with a parameter in the LINDO module.
	ILindoParamUnits	The ILindoParamUnits interface is used to work with collection of parameters in the LINDO module.
	ILindoSettings	The ILindoSettings interface is used to set up parameters of the LINDO module.
	ILinearProgrammingInitApproximation	The ILinearProgrammingInitApproximation interface determines the initial values.
	ILinearRegressionAutoSelection	The ILinearRegressionAutoSelection interface determines the parameters of automatic selection of explanatory variables for linear regression.
	IMCMCParameters	The IMCMCParameters interface is used to work with parameters of the Markov chain Monte Carlo algorithm.
	IMissingData	The IMissingData interface determines the parameters of missing data treatment.
	IMLESettings	The IMLESettings interface is used to work with the method of maximum likelihood.
	IModelCoefficients	The IModelCoefficients interface determines model coefficients.
	IMSGARCHCoefficients	The IMSGARCHCoefficients interface is used to work with MS-GARCH coefficients.
	IMSGARCHParameter	The IMSGARCHParameter interface is used to work with MS-GARCH constants.
	INonLinearConstraint	The INonLinearConstraint interface determines the parameters of the non-linear constraint.
	INonLinearConstraints	The INonLinearConstraints interface contains properties and methods used to work with the collection of non-linear constraints.
	INonLinearRegressionExplanatories	The INonLinearRegressionExplanatories interface determines the parameters of the collection of regressors for non-linear LSM.
	INonLinearRegressionExplanatory	The INonLinearRegressionExplanatory interface determines the parameters of the explanatory series for the non-linear LSM.
	IPerformanceInfo	The IPerformanceInfo interface is used to work with information about optimization methods execution.
	IQPExtraSettings	The IQPExtraSettings interface is used to set additional settings required on the use of the Gurobi solver.
	IQRegStatistics	The IQRegStatistics interface determines characteristics of quantile regression.
	IROCcurve	The IROCcurve interface is used to work with ROC curve.
	ISeasonal	The ISeasonal interface determines the parameters of the seasonal component.
	ISlAnalysis	The ISlAnalysis interface determines the analysis parameters.
	ISlARMA	The ISlARMA interface contains properties used to work with the parameters of autoregression and moving average.
	ISlARMAGARCH	The ISlARMAGARCH interface is used to set up ARIMA for GARCH model.
	ISlBoundaryRegion	The ISlBoundaryRegion interface determines the domain parameters.
	ISlConstCoefficients	The ISlConstCoefficients interface returns the coefficient or constant parameters.
	ISlDistance	The ISlDistance interface is used to work with parameters of calculating distance between objects.
	ISlEquation	The ISlEquation interface determines the parameters for the equation.
	ISlEquations	The ISlEquations interface determines parameters of the equation collection.
	ISlFisherTestSample	The ISlFisherTestSample interface determines parameters of the sample considered in the Fisher test.
	ISlFrequentItemset	The ISlFrequentItemset interface is used to work with frequent element sets obtained as the result of data mining using the Association Analysis method.
	ISlGDLTerms	The ISlGDLTerms interface is used to set parameters of estimating the Koyck distributed lags.
	ISlInfluence	The ISlInfluence interface is used to work with characteristics of an influence on the dependent variable.
	ISlLinearConstraint	The ISlLinearConstraint interface determines the parameters of the linear constraint.
	ISlLinearConstraints	The ISlLinearConstraints interface contains properties and methods used to work with the linear constraints collection.
	ISlMovingAverage	The ISlMovingAverage interface determines the moving average parameters.
	ISlOutLiers	The ISlOutliers interface is used to work with the collection of data outliers.
	ISlPDLTerm	The ISlPDLTerm interface is used to work with lag variable.
	ISlPDLTermCollection	The ISlPDLTermCollection interface is used to work with a collection of lag variables.
	ISlQualitySet	The ISlQualitySet interface contains properties used to work with characteristics describing the quality of a selected binary model value.
	ISlQualityTable	The ISlQualityTable interface contains properties and methods used to work with the collection of values describing the quality of binary model selection.
	ISlRecommendationRule	The ISlRecommendationRule interface is used to work with the rule obtained as the result of data mining using the Association Analysis method.
	ISlSerie	The ISlSerie interface determines the data series parameters.
	ISlSerieInt	The ISlSerieInt interface is used to work with categorical series parameters.
	ISlSeries	The ISlSeries interface determines parameters of the data series collection.
	ISlSeriesInt	The ISlSeriesInt interface is used to work with parameters of the categorical data series collection.
	ISlSimultaneousEquation	The ISlSimultaneousEquation interface determines the simultaneous equation parameters.
	ISlSimultaneousEquations	The ISlSimultaneousEquations interface determines parameters of the equation collection.
	ISlTramoSeatsExogenousCollection	The ISlTramoSeatsExogenousCollection interface is used to work with a collection of exogenous equations.
	ISlTramoSeatsExogenousVar	The ISlTramoSeatsExogenousVar interface is used to work with settings of exogenous variable.
	ISlTramoSeatsOutlier	The ISlTramoSeatsOutlier interface is used to work with the TRAMO-SEATS outliers.
	ISlTramoSeatsOutliersCollection	The ISlTramoSeatsOutliersCollection interface is used to work with a collection of outliers.
	ISlTreeNode	The ISlTreeNode interface is used to work with a decision tree node.
	ISlTreeNodes	The ISlTreeNodes interface is used to work with a collection of decision tree nodes.
	ISm2SLS	The ISm2SLS interface implements the method of instrumental variables used to estimate the linear regression coefficients.
	ISmARCHTest	The ISmARCHTest interface is used to work with parameters of the ARCH test for heteroscedasticity.
	ISmAssociationRules	The ISmAssociationRules interface is used for data mining using the Association Analysis method.
	ISmAugmentDickeyFullerTest	The ISmAugmentDickeyFullerTest interface determines parameters of the augmented Dickey-Fuller test.
	ISmAutoCorrelation	The ISmAutoCorrelation interface determines autocorrelation analysis parameters.
	ISmAutoRegress	The ISmAutoRegress interface determines the autoregression parameters.
	ISmBackPropagation	The ISmBackPropagation interface is used for data mining using the Backpropagation Network method.
	ISmBandpassFilter	The ISmBandpassFilter interface determines parameters of the Baxter-King filter.
	ISmBetaDistribution	The ISmBetaDistribution interface enables the user to generate a sample of pseudo-random numbers from beta distribution with selected parameters.
	ISmBinaryModel	The ISmBinaryModel interface is used to determine the parameters of the binary regression method.
	ISmBinning	The ISmBinning interface is used to work with the Binning procedure.
	ISmBinomialDistribution	The ISmBinomialDistribution interface enables the user to generate a sample of pseudo-random numbers from discrete binomial distribution with selected parameters.
	ISmBoxConstrainedOptimization	The ISmBoxConstrainedOptimization interface is used to work with parameters of the method of gradient descent used for optimization of random type function at specified direct constraints for variables.
	ISmBreuschPaganGodfreyTest	The ISmBreuschPaganGodfreyTest interface is used to work with parameters of the Breusch-Pagan-Godfrey test for heteroscedasticity.
	ISmBreuschPaganTest	The ISmBreuschPaganTest interface is used to work with parameters of the Breusch-Pagan test.
	ISmCART	The ISmCART interface is used to cope with classification tasks using binary tree building.
	ISmCauchyDistribution	The ISmCauchyDistribution interface enables the user to generate a sample of pseudo-random numbers from the Cauchy distribution with selected location parameter (median) and scale parameter.
	ISmCensoredTruncatedRegression	The ISmCensoredTruncatedRegression interface is used to estimate linear regression with truncated or censored data.
	ISmCensus1	The ISmCensus1 interface determines parameters of the Census Imethod which singles out the seasonal component.
	ISmCensus2	The ISmCensus2 interface determines parameters of the X11 method which is an improved version of the seasonal decomposition and adjustment method called Census I.
	ISmChi2Distribution	The ISmChi2Distribution interface enables the user to generate random number sampling from the χ2 (chi-square) distribution with the specified number of degrees of freedom.
	ISmChowTest	The ISmChowTest interface determines the parameters of the Chow test for the presence of structural changes.
	ISmCointegratingRegression	The ISmCointegratingRegression interface is used to work with cointegration regression.
	ISmCointegrationEq	The ISmCointegrationEq interface determines the parameters of the error correction method.
	ISmCurveEstimation	The ISmCurveEstimation interface is used to set up parameters of dependence form estimation.
	ISmDecisionTree	The ISmDecisionTree interface is used to substitute missing data in series values using a decision tree.
	ISmDerivative	The ISmDerivative interface is used to calculate derivatives.
	ISmDickeyFullerGLSTest	The ISmDickeyFullerGLSTest interface is used to work with parameters of the Dickey-Fuller generalized test.
	ISmDiscriminantAnalysis	The ISmDiscriminantAnalysis interface is used for data mining using the Discriminatory Analysis method.
	ISmElliotRothenbergStockTest	The ISmElliotRothenbergStockTest interface is used to work with parameters of the Elliot-Rothenberg-Stock test (point optimal).
	ISmEngleGrangerTest	The ISmEngleGrangerTest interface is used to work with parameters of the Engle-Granger test.
	ISmErrorCorrectionModel	The ISmErrorCorrectionModel interface determines the parameters of the error correction model (ECM).
	ISmExponentialDistribution	The ISmExponentialDistribution interface enables the user to generate a sample of pseudo-random numbers from exponential distribution with selected expected value.
	ISmExponentialSmoothing	The ISmExponentialSmoothing interface determines the exponential smoothing method parameters.
	ISmExpressionProvider	The ISmExpressionProvider interface determines source of an expression.
	ISmFillGapsProcedure	The ISmFillGapsProcedure interface determines parameters of missing data treatment in data series.
	ISmFisherDistribution	The ISmFisherDistribution interface enables the user to generate a sample of pseudo-random numbers from the Fisher distribution with two selected degrees of freedom.
	ISmFisherTest	The ISmFisherTest interface determines the Fisher test parameters.
	ISmGammaDistribution	The ISmGammaDistribution interface enables the user to generate a sample of pseudo-random numbers from the gamma distribution with selected shape and scale parameters.
	ISmGARCH	The ISmGARCH interface determines the parameters of the generalized autoregressive conditionally heteroscedastic model (GARCH model).
	ISmGeneralizedExtremeValueDistribution	The ISmGeneralizedExtremeValueDistribution interface is used to generate a sample of pseudo-random values from generalized distribution of extreme values.
	ISmGeneralizedParetoDistribution	The ISmGeneralizedParetoDistribution interface is used to generate a sample of pseudo-random values from the generalized Pareto distribution.
	ISmGeometricExtrapolation	The ISmGeometricExtrapolation interface determines the parameters of geometric extrapolation.
	ISmGradientBoostedTree	The ISmGradientBoostedTree interface is used to set up parameters of gradient boosting calculation.
	ISmGrangerTest	The ISmGrangerTest interface determines the parameters of Granger test.
	ISmGreyForecast	The ISmGreyForecast interface determines the parameters of the Grey forecast.
	ISmHierarchicalClusterAnalysis	The ISmHierarchicalClusterAnalysis interface is used to work with parameters of the hierarchical cluster analysis.
	ISmHighlightExceptions	The ISmHighlightExceptions interface is used for data mining using the Exception Search method.
	ISmHodrickPrescottFilter	The ISmHodrickPrescottFilter interface determines the parameters of the Hodrick-Prescott filter.
	ISmHyperGeometricDistribution	The ISmHyperGeometricDistribution interface enables user to generate (based on selected parameters) a sample of pseudo-random numbers from discrete hypergeometric distribution of the number of "successes" in a sample from a finite population that contains "successful elements" ("successes").
	ISmJohansenTest	The ISmJohansenTest interface determines the parameters of the Johansen test.
	ISmKmeansClusterAnalysis	The ISmKmeansClusterAnalysis interface determines parameters for k-means clustering.
	ISmKolmogorovSmirnovTest	The ISmKolmogorovSmirnovTest interface determines parameters of Kolmogorov-Smirnov test.
	ISmKwiatkowskiPhillipsSchmidtShinTest	The ISmKwiatkowskiPhillipsSchmidtShinTest interface is used to work with parameters of the Kwiatkowski-Phillips-Schmidt-Shin test.
	ISmLIML	The ISmLIML interface is used to work with the maximum likelihood method with limited information and K-class estimation method.
	ISmLinearEquations	The ISmLinearEquations interface determines the parameters of the linear equations system.
	ISmLinearProgramming	The ISmLinearProgramming interface determines the parameters of linear programming (simplex method).
	ISmLinearRegress	The ISmLinearRegress interface determines the parameters of the linear regression method.
	ISmLogisticDistribution	The ISmLogisticDistribution interface enables the user to generate a sample of pseudo-random numbers from logistic distribution with selected location parameter (median) and scale parameter.
	ISmLogisticRegression	The ISmLogisticRegression interface is used for data mining using the Logistic Regression method.
	ISmLogNormalDistribution	The ISmLogNormalDistribution interface enables the user to generate a sample of pseudo-random numbers from lognormal distribution with selected expected value and variance.
	ISmLongRunCovariance	The ISmLongRunCovariance interface is used to work with long-run covariance.
	ISmLPSolveManager	The ISmLPSolveManager interface is used to set the path to LPSolve solver installed and integrated with Foresight Analytics Platform.
	ISmLRXFilter	The ISmLRXFilter interface determines the parameters of LRX filter.
	ISmMarkovSwitchingGARCH	The ISmMarkovSwitchingGARCH interface is used to work with MS-GARCH model (Markov switching GARCH) with one variable parameter: average variance value.
	ISmMedianSmoothing	The ISmMedianSmoothing interface determines the parameters of median smoothing.
	ISmMultiNormalDistribution	The ISmMultiNormalDistribution interface enables the user to generate a sample of pseudo-random numbers from multivariate normal distribution.
	ISmNaiveBayes	The ISmNaiveBayes interface is used to find key influencers using the naive Bayes classifier.
	ISmNgPerronTest	The ISmNgPerronTest interface is used to work with parameters of the Ng-Perron test.
	ISmNonLinearEquations	The ISmNonLinearEquations interface determines the parameters of the non-linear equations system.
	ISmNonLinearLeastSquare	The ISmNonLinearLeastSquare interface determines the parameters of the non-linear least squares method.
	ISmNonLinearOptimization	The ISmNonLinearOptimization interface determines the parameters of optimization of an arbitrary function under non-linear constraints.
	ISmNormalDistribution	The ISmNormalDistribution interface enables the user to generate a vector of pseudo-random numbers based on normal distribution with selected average value (expected value) and variance.
	ISmOmittedVariablesTest	The ISmOmittedVariablesTest interface determines the parameters of omitted variables test.
	ISmPairCorrelation	The ISmPairCorrelation interface determines the parameters of pair correlation coefficients calculation.
	ISmParetoDistribution	The ISmParetoDistribution interface determines the parameters of the Pareto distribution.
	ISmPartialCorrelation	The ISmPartialCorrelation interface determines the parameters of partial correlation coefficients calculation.
	ISmPhillipsOuliarisTest	The ISmPhilipsOularisTest interface is used to work with parameters of the Phillips-Oularis test.
	ISmPhillipsPerronTest	The ISmPhilipsPerronTest interface is used to work with parameters of the Phillips-Perron test.
	ISmPoissonDistribution	The ISmPoissonDistribution interface enables the user to generate a sample of pseudo-random integer numbers from the discrete Poisson distribution with specified intensity of events.
	ISmPooledModel	The ISmPooledModel interface determines parameters of Panel data regression.
	ISmPrincipalComponentAnalysis	The ISmPrincipalComponentAnalysis interface determines the parameters of principal component analysis method.
	ISmQPortions	The ISmQPortions interface returns the values of the median, quartiles, percentiles and deciles for a certain sample.
	ISmQuadraticProgramming	The ISmQuadraticProgramming interface implements the task of quadratic programming.
	ISmQuantileRegression	The ISmQuantileRegression interface implements quantile regression method.
	ISmR	The ISmR interface is used for integration with R.
	ISmRamseyRESSETTest	The ISmRamseyRESSETTest interface determines the parameters of the Ramsey Regression Equation Specification Error Test (RESET test).
	ISmRandomForest	The ISmRandomForest interface is used to work with the Random Forest decision tree ensemble.
	ISmRedundantVariablesTest	The ISmRedundantVariablesTest interface determines the parameters of redundant variables test.
	ISmRManager	The ISmRManager interface is used to set the path to the installed and integrated with Foresight. Analytics Platform R package.
	ISmRollingRegression	The ISmRollingRegression interface is used to work with parameters of moving regression.
	ISmSelfOrganizingMap	The ISmSelfOrganizingMap interface is used for data clustering using self-organizing Kohonen maps.
	ISmSerialCorrelationLMTest	The ISmSerialCorrelationLMTest interface determines the parameters of the Godfrey criterion of residual autocorrelation of linear regression model.
	ISmSimultaneousSystem	The ISmSimultaneousSystem interface is used to solve a system of simultaneous equations.
	ISmSingularSpectrumAnalysis	The ISmSingularSpectrumAnalysis interface is used to perform singular spectrum analysis of time series.
	ISmSlideSmoothing	The ISmSlideSmoothing interface determines moving average parameters.
	ISmStudentDistribution	The ISmStudentDistribution interface enables the user to generate a sample of pseudo-random numbers from the Student's distribution with selected number of degrees of freedom.
	ISmTramoSeats	The ISmTramoSeats interface is used to work with the statistical methods TRAMO and SEATS.
	ISmUniformDistribution	The ISmUniformDistribution interface enables the user to generate a sample of pseudo-random numbers from continuous uniform distribution at the range [a, b].
	ISmUnivariateSpectrumAnalysis	The ISmunivariateSpectrumAnalysis interface determines the parameters of spectrum analysis.
	ISmVarianceAnalysis	The ISmVarianceAnalysis interface determines the parameters of variance analysis.
	ISmVectorAutoRegress	The ISmVectorAutoRegress interface determines the parameters for vector autoregression calculation or for impulse response function calculation.
	ISmWeibullDistribution	The ISmWeibullDistribution interface enables the user to generate a sample of pseudo-random numbers from the two-parameter Weibull distribution with selected shape and scale parameters.
	ISmWhiteHeteroskedasticityTest	The ISmWhiteHeteroskedasticityTest interface determines the parameters of the White test for heteroscedasticity.
	ISmx12arima	The ISmx12arima interface is used to work with the X12 method of seasonal adjustment.
	ISpecificationTestStatistic	The ISpecificationTestStatistic interface returns the values for test.
	ISpectrumStatistics	The ISpectrumStatistics interface returns spectrum statistics.
	IStatistics	The IStatistics interface contains properties and methods used to work with statistics characteristics and functions.
	IStatMethod	The IStatMethod interface contains properties and methods of the statistics method.
	IStatMethodValid	The IStatMethodValid interface is used to set up and perform cross-validation.
	IStatPeriod	The IStatPeriod interface determines the parameters of the sample period.
	ISummaryStatistics	The ISummaryStatistics interface returns statistics characteristics.
	ITreeSpecification	The ITreeSpecification interface is used to work with parameters describing tree size.
	IUnitRootTestStatistic	The IUnitRootTestStatistic interface is used to work with test statistic for unit root tests.
	IVarianceAnalysisDegreeOfFreedom	The IVarianceAnalysisDegreeOfFreedom interface returns the results of variance analysis: the number of degrees of freedom.
	IVarianceAnalysisStatistics	The IVarianceAnalysisStatistics interface returns the results of variance analysis.
	IVarianceAnalysisSumSquared	The IVarianceAnalysisSumSquared interface returns the results of variance analysis: sum of squared deviations.
	IVarianceAnalysisUnbiasedEstimation	The IVarianceAnalysisUnbiasedEstimation interface returns the results of variance analysis: unbiased estimation of the sum of squared deviations.
	IVARStatistics	The IVARStatistics interface returns statistics of vector autoregression.