Class AlphaReport.Decay

java.lang.Object

com.quantfinlib.alpha.AlphaReport.Decay

Enclosing class:

AlphaReport

public static final class AlphaReport.Decay
extends Object

Mean IC per cumulative horizon, plus the horizon where it first falls below half the shortest-horizon value.

Constructor Summary

Constructors

Constructor	Description
Decay(int[] horizons, double[] meanIcs, double halfLifeBars)	Creates the value; array and collection arguments are copied.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object other)
String	format()
double	halfLifeBars()	halfLifeBars.
int	hashCode()
int	horizons(int i)	Element i of horizons.
int[]	horizonsCopy()	A fresh copy of horizons.
int	horizonsLength()	Length of horizons.
double	meanIcs(int i)	Element i of meanIcs.
double[]	meanIcsCopy()	A fresh copy of meanIcs.
int	meanIcsLength()	Length of meanIcs.
String	toString()

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Decay

public Decay(int[] horizons,
 double[] meanIcs,
 double halfLifeBars)

Creates the value; array and collection arguments are copied.

Method Details

horizons

public int horizons(int i)

Element i of horizons.

horizonsLength

public int horizonsLength()

Length of horizons.

horizonsCopy

public int[] horizonsCopy()

A fresh copy of horizons.

meanIcs

public double meanIcs(int i)

Element i of meanIcs.

meanIcsLength

public int meanIcsLength()

Length of meanIcs.

meanIcsCopy

public double[] meanIcsCopy()

A fresh copy of meanIcs.

halfLifeBars

public double halfLifeBars()

halfLifeBars.

format

public String format()

equals

public boolean equals(Object other)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object