Record Class VarianceRatio.Result

java.lang.Object
java.lang.Record
com.quantfinlib.microstructure.VarianceRatio.Result
Record Components:
ratio - VR(q): 1 = random walk, > 1 trending, < 1 reverting
zStat - homoskedastic z; |z| > ~2 rejects the random walk
Enclosing class:
VarianceRatio
public static record VarianceRatio.Result(double ratio, double zStat) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    Result(double ratio, double zStat)
    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
    ratio()
    Returns the value of the ratio record component.
    boolean
    rejectsRandomWalk()
    |z| ≥ 2: the deviation from a random walk is not noise.
    final String
    toString()
    Returns a string representation of this record class.
    double
    zStat()
    Returns the value of the zStat record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Result

      public Result(double ratio, double zStat)
      Creates an instance of a Result record class.
      Parameters:
      ratio - the value for the ratio record component
      zStat - the value for the zStat record component

  • Method Details

    • rejectsRandomWalk

      public boolean rejectsRandomWalk()
      |z| ≥ 2: the deviation from a random walk is not noise.

    • 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.

    • ratio

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

    • zStat

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