Uses of Record Class
com.quantfinlib.risk.FactorRiskModel.Settings

Packages that use FactorRiskModel.Settings

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

Uses of FactorRiskModel.Settings in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return FactorRiskModel.Settings

Modifier and Type	Method	Description
FactorRiskModel.Settings	AlphaRiskModels.Spec.model()	Returns the value of the model record component.

Constructors in com.quantfinlib.alpha with parameters of type FactorRiskModel.Settings

Modifier	Constructor	Description
	Spec(int window, int momentumLookback, int volLookback, int capWindow, FactorRiskModel.Settings model)	Creates an instance of a Spec record class.

Uses of FactorRiskModel.Settings in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return FactorRiskModel.Settings

Modifier and Type	Method	Description
static FactorRiskModel.Settings	FactorRiskModel.Settings.defaults()	Daily defaults close to the USE4 short-horizon choices: factor half-life 90, two Newey-West lags, regime half-life 42, specific half-life 90, q = 0.1, ten size buckets, clip at 3.
FactorRiskModel.Settings	FactorRiskModel.Settings.plain()	The same settings without Newey-West, regime adjustment or shrinkage.

Methods in com.quantfinlib.risk with parameters of type FactorRiskModel.Settings

Modifier and Type	Method	Description
static FactorRiskModel	FactorRiskModel.estimate(double[][] returns, double[][][] styles, List<String> styleNames, int[] sectors, List<String> sectorNames, double[][] caps, FactorRiskModel.Settings settings)	Estimates the model.