Class OverfitProbability.Result

java.lang.Object

com.quantfinlib.backtest.validation.OverfitProbability.Result

Enclosing class:

OverfitProbability

public static final class OverfitProbability.Result
extends Object

Constructor Summary

Constructors

Constructor	Description
Result(double pbo, int combinations, double[] logits)	Creates the value; array and collection arguments are copied.

Method Summary

Modifier and Type	Method	Description
int	combinations()	combinations (number of symmetric splits evaluated, C(S, S/2)).
boolean	equals(Object other)
int	hashCode()
double	logits(int i)	Element i of logits (one lambda per combination (enumeration order)).
double[]	logitsCopy()	A fresh copy of logits.
int	logitsLength()	Length of logits.
double	pbo()	pbo (fraction of IS/OOS splits whose in-sample winner ranked at or below the out-of-sample median).
String	toString()

Methods inherited from class Object

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

Constructor Details

Result

public Result(double pbo,
 int combinations,
 double[] logits)

Creates the value; array and collection arguments are copied.

Parameters:

pbo - fraction of IS/OOS splits whose in-sample winner ranked at or below the out-of-sample median

combinations - number of symmetric splits evaluated, C(S, S/2)

logits - one lambda per combination (enumeration order)

Method Details

pbo

public double pbo()

pbo (fraction of IS/OOS splits whose in-sample winner ranked at or below the out-of-sample median).

combinations

public int combinations()

combinations (number of symmetric splits evaluated, C(S, S/2)).

logits

public double logits(int i)

Element i of logits (one lambda per combination (enumeration order)).

logitsLength

public int logitsLength()

Length of logits.

logitsCopy

public double[] logitsCopy()

A fresh copy of logits.

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