Record Class AlphaValidation.RobustnessResult

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.AlphaValidation.RobustnessResult
Enclosing class:
AlphaValidation
public static record AlphaValidation.RobustnessResult(double observedMeanIc, double pValue, double nullMean, double nullStd, int trials) extends Record
Observed mean IC against its permutation null distribution.

  • Constructor Summary

    Constructors
    Constructor
    Description
    RobustnessResult(double observedMeanIc, double pValue, double nullMean, double nullStd, int trials)
    Creates an instance of a RobustnessResult record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    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
    nullMean()
    Returns the value of the nullMean record component.
    double
    nullStd()
    Returns the value of the nullStd record component.
    double
    observedMeanIc()
    Returns the value of the observedMeanIc record component.
    double
    pValue()
    Returns the value of the pValue record component.
    final String
    toString()
    Returns a string representation of this record class.
    int
    trials()
    Returns the value of the trials record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • RobustnessResult

      public RobustnessResult(double observedMeanIc, double pValue, double nullMean, double nullStd, int trials)
      Creates an instance of a RobustnessResult record class.
      Parameters:
      observedMeanIc - the value for the observedMeanIc record component
      pValue - the value for the pValue record component
      nullMean - the value for the nullMean record component
      nullStd - the value for the nullStd record component
      trials - the value for the trials record component

  • Method Details

    • 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. All components in this record class 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.

    • observedMeanIc

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

    • pValue

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

    • nullMean

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

    • nullStd

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

    • trials

      public int trials()
      Returns the value of the trials record component.
      Returns:
      the value of the trials record component