Record Class FamaMacBeth.Result

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.FamaMacBeth.Result
Record Components:
premia - mean per-period premium per factor
tStats - time-series t-stat per factor
interceptMean - mean per-period intercept (should be ~0)
interceptTStat - its t-stat (significant = unexplained returns)
periodsUsed - cross-sections that had enough assets
Enclosing class:
FamaMacBeth
public static record FamaMacBeth.Result(double[] premia, double[] tStats, double interceptMean, double interceptTStat, int periodsUsed) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    Result(double[] premia, double[] tStats, double interceptMean, double interceptTStat, int periodsUsed)
    Creates an instance of a Result 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
    interceptMean()
    Returns the value of the interceptMean record component.
    double
    interceptTStat()
    Returns the value of the interceptTStat record component.
    int
    periodsUsed()
    Returns the value of the periodsUsed record component.
    double[]
    premia()
    Returns the value of the premia record component.
    final String
    toString()
    Returns a string representation of this record class.
    double[]
    tStats()
    Returns the value of the tStats record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Result

      public Result(double[] premia, double[] tStats, double interceptMean, double interceptTStat, int periodsUsed)
      Creates an instance of a Result record class.
      Parameters:
      premia - the value for the premia record component
      tStats - the value for the tStats record component
      interceptMean - the value for the interceptMean record component
      interceptTStat - the value for the interceptTStat record component
      periodsUsed - the value for the periodsUsed 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. 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.

    • premia

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

    • tStats

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

    • interceptMean

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

    • interceptTStat

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

    • periodsUsed

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