Record Class AlphaReport.Attribution

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.AlphaReport.Attribution
Enclosing class:
AlphaReport
public static record AlphaReport.Attribution(double alphaPerBar, double[] betas, List<String> factorNames, double rSquared) extends Record
OLS attribution: per-bar residual alpha, factor betas, and fit quality.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Attribution(double alphaPerBar, double[] betas, List<String> factorNames, double rSquared)
    Creates an instance of a Attribution record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    alphaPerBar()
    Returns the value of the alphaPerBar record component.
    double[]
    betas()
    Returns the value of the betas record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    List<String>
    factorNames()
    Returns the value of the factorNames record component.
    String
    format()
     
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    rSquared()
    Returns the value of the rSquared record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Attribution

      public Attribution(double alphaPerBar, double[] betas, List<String> factorNames, double rSquared)
      Creates an instance of a Attribution record class.
      Parameters:
      alphaPerBar - the value for the alphaPerBar record component
      betas - the value for the betas record component
      factorNames - the value for the factorNames record component
      rSquared - the value for the rSquared record component

  • Method Details

    • format

      public String format()

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • alphaPerBar

      public double alphaPerBar()
      Returns the value of the alphaPerBar record component.
      Returns:
      the value of the alphaPerBar record component

    • betas

      public double[] betas()
      Returns the value of the betas record component.
      Returns:
      the value of the betas record component

    • factorNames

      public List<String> factorNames()
      Returns the value of the factorNames record component.
      Returns:
      the value of the factorNames record component

    • rSquared

      public double rSquared()
      Returns the value of the rSquared record component.
      Returns:
      the value of the rSquared record component