Record Class RegimeDetector.RegimeModel

java.lang.Object
java.lang.Record
com.quantfinlib.ml.RegimeDetector.RegimeModel
Enclosing class:
RegimeDetector
public static record RegimeDetector.RegimeModel(double[] means, double[] stdDevs, double[][] transition, double logLikelihood, double[] smoothedHighVolProbability, double[] currentProbabilities, int currentRegime) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    RegimeModel(double[] means, double[] stdDevs, double[][] transition, double logLikelihood, double[] smoothedHighVolProbability, double[] currentProbabilities, int currentRegime)
    Creates an instance of a RegimeModel record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double[]
    currentProbabilities()
    Returns the value of the currentProbabilities record component.
    int
    currentRegime()
    Returns the value of the currentRegime record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    expectedDuration(int state)
    Expected persistence of a regime in periods: 1 / (1 - p_stay).
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    logLikelihood()
    Returns the value of the logLikelihood record component.
    double[]
    means()
    Returns the value of the means record component.
    double[]
    smoothedHighVolProbability()
    Returns the value of the smoothedHighVolProbability record component.
    double[]
    stdDevs()
    Returns the value of the stdDevs record component.
    final String
    toString()
    Returns a string representation of this record class.
    double[][]
    transition()
    Returns the value of the transition record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • RegimeModel

      public RegimeModel(double[] means, double[] stdDevs, double[][] transition, double logLikelihood, double[] smoothedHighVolProbability, double[] currentProbabilities, int currentRegime)
      Creates an instance of a RegimeModel record class.
      Parameters:
      means - the value for the means record component
      stdDevs - the value for the stdDevs record component
      transition - the value for the transition record component
      logLikelihood - the value for the logLikelihood record component
      smoothedHighVolProbability - the value for the smoothedHighVolProbability record component
      currentProbabilities - the value for the currentProbabilities record component
      currentRegime - the value for the currentRegime record component

  • Method Details

    • expectedDuration

      public double expectedDuration(int state)
      Expected persistence of a regime in periods: 1 / (1 - p_stay).

    • 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.

    • means

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

    • stdDevs

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

    • transition

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

    • logLikelihood

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

    • smoothedHighVolProbability

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

    • currentProbabilities

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

    • currentRegime

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