Record Class AlphaValidation.SensitivityResult

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.AlphaValidation.SensitivityResult
Enclosing class:
AlphaValidation
public static record AlphaValidation.SensitivityResult(String[] names, double[] meanIcs, double worstNeighborDrop) extends Record
IC across the sweep plus the worst adjacent-parameter drop.

  • Constructor Summary

    Constructors
    Constructor
    Description
    SensitivityResult(String[] names, double[] meanIcs, double worstNeighborDrop)
    Creates an instance of a SensitivityResult record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    String
    best()
    The candidate with the best mean IC.
    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[]
    meanIcs()
    Returns the value of the meanIcs record component.
    String[]
    names()
    Returns the value of the names record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    worstNeighborDrop()
    Returns the value of the worstNeighborDrop record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SensitivityResult

      public SensitivityResult(String[] names, double[] meanIcs, double worstNeighborDrop)
      Creates an instance of a SensitivityResult record class.
      Parameters:
      names - the value for the names record component
      meanIcs - the value for the meanIcs record component
      worstNeighborDrop - the value for the worstNeighborDrop record component

  • Method Details

    • best

      public String best()
      The candidate with the best mean IC.

    • 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.

    • names

      public String[] names()
      Returns the value of the names record component.
      Returns:
      the value of the names record component

    • meanIcs

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

    • worstNeighborDrop

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