Class AlphaValidation.SensitivityResult

java.lang.Object
com.quantfinlib.alpha.AlphaValidation.SensitivityResult
Enclosing class:
AlphaValidation
public static final class AlphaValidation.SensitivityResult extends Object
IC across the sweep.

  • Constructor Details

    • SensitivityResult

      public SensitivityResult(String[] names, double[] meanIcs, double worstNeighborDrop, double largestAdjacentJump)
      Creates the value; array and collection arguments are copied.
      Parameters:
      worstNeighborDrop - best mean IC minus the lower of its immediate neighbours' mean ICs (0 when the best is flanked by equal values)
      largestAdjacentJump - largest |IC difference| between any two adjacent candidates

  • Method Details

    • names

      public String names(int i)
      Element i of names.

    • namesLength

      public int namesLength()
      Length of names.

    • namesCopy

      public String[] namesCopy()
      A fresh copy of names.

    • 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.

    • worstNeighborDrop

      public double worstNeighborDrop()
      worstNeighborDrop (best mean IC minus the lower of its immediate neighbours' mean ICs (0 when the best is flanked by equal values)).

    • largestAdjacentJump

      public double largestAdjacentJump()
      largestAdjacentJump (largest |IC difference| between any two adjacent candidates).

    • best

      public String best()
      The candidate with the best mean IC.

    • 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