Record Class OverfitProbability.Result

java.lang.Object
java.lang.Record
com.quantfinlib.backtest.validation.OverfitProbability.Result
Record Components:
pbo - fraction of IS/OOS splits whose in-sample winner ranked at or below the out-of-sample median
combinations - number of symmetric splits evaluated, C(S, S/2)
logits - one lambda per combination (enumeration order)
Enclosing class:
OverfitProbability
public static record OverfitProbability.Result(double pbo, int combinations, double[] logits) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    Result(double pbo, int combinations, double[] logits)
    Creates an instance of a Result record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    int
    combinations()
    Returns the value of the combinations 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[]
    logits()
    Returns the value of the logits record component.
    double
    pbo()
    Returns the value of the pbo 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

    • Result

      public Result(double pbo, int combinations, double[] logits)
      Creates an instance of a Result record class.
      Parameters:
      pbo - the value for the pbo record component
      combinations - the value for the combinations record component
      logits - the value for the logits 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.

    • pbo

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

    • combinations

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

    • logits

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