Record Class AlphaValidation.CrossValidationResult

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.AlphaValidation.CrossValidationResult
Enclosing class:
AlphaValidation
public static record AlphaValidation.CrossValidationResult(double[] blockIcs, double meanIc, double icStd) extends Record
Per-block ICs with their dispersion — consistency across regimes.

  • Constructor Summary

    Constructors
    Constructor
    Description
    CrossValidationResult(double[] blockIcs, double meanIc, double icStd)
    Creates an instance of a CrossValidationResult record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double[]
    blockIcs()
    Returns the value of the blockIcs record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    icStd()
    Returns the value of the icStd record component.
    double
    meanIc()
    Returns the value of the meanIc record component.
    double
    signConsistency()
    Fraction of blocks where the IC kept the overall sign.
    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

    • CrossValidationResult

      public CrossValidationResult(double[] blockIcs, double meanIc, double icStd)
      Creates an instance of a CrossValidationResult record class.
      Parameters:
      blockIcs - the value for the blockIcs record component
      meanIc - the value for the meanIc record component
      icStd - the value for the icStd record component

  • Method Details

    • signConsistency

      public double signConsistency()
      Fraction of blocks where the IC kept the overall sign.

    • 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.

    • blockIcs

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

    • meanIc

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

    • icStd

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