question: public IndTestLaggedRegression ( DataSet timeSeries , double alpha , int numLags ) { if ( ! ( alpha >= 0 && alpha <= 1 ) ) { throw new IllegalArgumentException ( "Alpha mut be in [0, 1]" ) ; } this . timeSeries = timeSeries ; this . variables = Collections . unmodifiableList ( timeSeries . getVariables ( ) ) ; setAlpha ( alpha ) ; timeLags = TimeSeriesUtils . createLagData ( timeSeries , numLags ) ; regression = new RegressionDataset ( timeLags ) ; }
target:  Constructs a new Independence test which checks independence facts based on the correlation matrix implied by the given data set (must be continuous). The given significance level is used.