Uses of Class
com.quantfinlib.backtest.validation.OverfitProbability.Result

Packages that use OverfitProbability.Result

Package	Description
com.quantfinlib.backtest.validation	Validation tools that test a backtest for overfitting.

Uses of OverfitProbability.Result in com.quantfinlib.backtest.validation

Methods in com.quantfinlib.backtest.validation that return OverfitProbability.Result

Modifier and Type	Method	Description
static OverfitProbability.Result	OverfitProbability.cscv(double[][] returns, int blocks, ToDoubleFunction<double[]> objective)	CSCV with the caller's objective (applied to a concatenated return sub-series; higher is better).
static OverfitProbability.Result	OverfitProbability.cscvSharpe(double[][] returns, int blocks)	CSCV with the per-period Sharpe objective mean / stdDev (sample standard deviation; a zero-variance sub-series scores 0 — a flat line has no risk-adjusted evidence either way).