Class AlphaValidation.CrossValidationResult

java.lang.Object
com.quantfinlib.alpha.AlphaValidation.CrossValidationResult
Enclosing class:
AlphaValidation
public static final class AlphaValidation.CrossValidationResult extends Object
Per-block ICs with their dispersion: consistency across regimes.

  • Constructor Details

    • CrossValidationResult

      public CrossValidationResult(double[] blockIcs, double meanIc, double icStd)
      Creates the value; array and collection arguments are copied.

  • Method Details

    • blockIcs

      public double blockIcs(int i)
      Element i of blockIcs.

    • blockIcsLength

      public int blockIcsLength()
      Length of blockIcs.

    • blockIcsCopy

      public double[] blockIcsCopy()
      A fresh copy of blockIcs.

    • meanIc

      public double meanIc()
      meanIc.

    • icStd

      public double icStd()
      icStd.

    • signConsistency

      public double signConsistency()
      Fraction of blocks where the IC kept the overall sign.

    • 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