Uses of Enum Class
com.quantfinlib.alpha.AlphaValidation.NullModel

Packages that use AlphaValidation.NullModel

Package	Description
com.quantfinlib.alpha	Cross-sectional alpha research: signal generation, evaluation, validation, execution-aware backtesting, portfolio construction and reporting, each a separate step.

Uses of AlphaValidation.NullModel in com.quantfinlib.alpha

Subclasses with type arguments of type AlphaValidation.NullModel in com.quantfinlib.alpha

Modifier and Type	Class	Description
static enum	AlphaValidation.NullModel	Which link the null distribution destroys.

Methods in com.quantfinlib.alpha that return AlphaValidation.NullModel

Modifier and Type	Method	Description
AlphaValidation.NullModel	AlphaValidation.RobustnessResult.nullModel()	Returns the value of the nullModel record component.
static AlphaValidation.NullModel	AlphaValidation.NullModel.valueOf(String name)	Returns the enum constant of this class with the specified name.
static AlphaValidation.NullModel[]	AlphaValidation.NullModel.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.alpha with parameters of type AlphaValidation.NullModel

Modifier and Type	Method	Description
static AlphaValidation.RobustnessResult	AlphaValidation.monteCarloRobustness(AlphaContext ctx, AlphaFactor factor, int horizon, int startIndex, int trials, long seed, AlphaValidation.NullModel model)	Permutation test of the mean rank IC on the non-overlapping grid (startIndex, stepping by horizon).

Constructors in com.quantfinlib.alpha with parameters of type AlphaValidation.NullModel

Modifier	Constructor	Description
	RobustnessResult(double observedMeanIc, double pValue, double nullMean, double nullStd, int trials, AlphaValidation.NullModel nullModel)	Creates an instance of a RobustnessResult record class.