Uses of Class
org.drip.validation.distance.GapLossWeightFunction
| Package | Description |
|---|---|
| org.drip.validation.distance |
Hypothesis Target Distance Test Builders
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Uses of GapLossWeightFunction in org.drip.validation.distance
Methods in org.drip.validation.distance that return GapLossWeightFunction Modifier and Type Method Description static GapLossWeightFunctionGapLossWeightFunction. AndersonDarling()Construct the Anderson-Darling Version of the Gap Loss Weight Functionstatic GapLossWeightFunctionGapLossWeightFunction. CramersVonMises()Construct the Cramers-von Mises Version of the Gap Loss Weight FunctionGapLossWeightFunctionGapTestSetting. lossWeightFunction()Retrieve the Gap Loss Weight FunctionMethods in org.drip.validation.distance with parameters of type GapLossWeightFunction Modifier and Type Method Description static GapTestSettingGapTestSetting. ConservativePortfolioLossTest(GapLossWeightFunction lossWeightFunction)Construct the Anfuso Karyampas Nawroth (2017) Conservative Portfolio Loss Test Variant of the Gap Test Settingstatic GapTestSettingGapTestSetting. RiskFactorLossTest(GapLossWeightFunction lossWeightFunction)Construct the Anfuso Karyampas Nawroth (2017) Risk Factor Loss Test Variant of the Gap Test SettingConstructors in org.drip.validation.distance with parameters of type GapLossWeightFunction Constructor Description GapTestSetting(GapLossFunction lossFunction, GapLossWeightFunction lossWeightFunction)GapTestSetting Constructor