Record Class CovarianceShrinkage.Result

java.lang.Object

java.lang.Record

com.quantfinlib.risk.CovarianceShrinkage.Result

Record Components:

matrix - the shrunk covariance Sigma*

intensity - delta in [0, 1] — how far toward the target

target - mu, the average sample variance (the target's diagonal)

Enclosing class:

CovarianceShrinkage

public static record CovarianceShrinkage.Result(double[][] matrix, double intensity, double target)
extends Record

Constructor Summary

Constructors

Constructor	Description
Result(double[][] matrix, double intensity, double target)	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	intensity()	Returns the value of the intensity record component.
double[][]	matrix()	Returns the value of the matrix record component.
double	target()	Returns the value of the target 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[][] matrix,
 double intensity,
 double target)

Creates an instance of a Result record class.

Parameters:

matrix - the value for the matrix record component

intensity - the value for the intensity record component

target - the value for the target 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.

matrix

public double[][] matrix()

Returns the value of the matrix record component.

Returns:

the value of the matrix record component

intensity

public double intensity()

Returns the value of the intensity record component.

Returns:

the value of the intensity record component

target

public double target()

Returns the value of the target record component.

Returns:

the value of the target record component