Uses of Class
com.quantfinlib.backtest.validation.PurgedKFold.Split

Packages that use PurgedKFold.Split

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

Uses of PurgedKFold.Split in com.quantfinlib.backtest.validation

Methods in com.quantfinlib.backtest.validation that return types with arguments of type PurgedKFold.Split

Modifier and Type	Method	Description
static List<PurgedKFold.Split>	PurgedKFold.splits(int n, int k, int labelHorizon, int embargo)	Builds purged and embargoed k-fold splits.