Class PurgedKFold.Split

java.lang.Object

com.quantfinlib.backtest.validation.PurgedKFold.Split

Enclosing class:

PurgedKFold

public static final class PurgedKFold.Split
extends Object

One fold: test on [testFrom, testTo), train on trainIndices (ascending, purged and embargoed).

Constructor Summary

Constructors

Constructor	Description
Split(int fold, int testFrom, int testTo, int[] trainIndices)	Creates the value; array and collection arguments are copied.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object other)
int	fold()	fold.
int	hashCode()
int	testFrom()	testFrom.
int	testTo()	testTo.
String	toString()
int	trainIndices(int i)	Element i of trainIndices.
int[]	trainIndicesCopy()	A fresh copy of trainIndices.
int	trainIndicesLength()	Length of trainIndices.

Methods inherited from class Object

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

Constructor Details

Split

public Split(int fold,
 int testFrom,
 int testTo,
 int[] trainIndices)

Creates the value; array and collection arguments are copied.

Method Details

fold

public int fold()

fold.

testFrom

public int testFrom()

testFrom.

testTo

public int testTo()

testTo.

trainIndices

public int trainIndices(int i)

Element i of trainIndices.

trainIndicesLength

public int trainIndicesLength()

Length of trainIndices.

trainIndicesCopy

public int[] trainIndicesCopy()

A fresh copy of trainIndices.

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