Uses of Class
org.drip.validation.distance.GapLossWeightFunction
Package | Description |
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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 GapLossWeightFunction
GapLossWeightFunction. AndersonDarling()
Construct the Anderson-Darling Version of the Gap Loss Weight Functionstatic GapLossWeightFunction
GapLossWeightFunction. CramersVonMises()
Construct the Cramers-von Mises Version of the Gap Loss Weight FunctionGapLossWeightFunction
GapTestSetting. lossWeightFunction()
Retrieve the Gap Loss Weight FunctionMethods in org.drip.validation.distance with parameters of type GapLossWeightFunction Modifier and Type Method Description static GapTestSetting
GapTestSetting. ConservativePortfolioLossTest(GapLossWeightFunction lossWeightFunction)
Construct the Anfuso Karyampas Nawroth (2017) Conservative Portfolio Loss Test Variant of the Gap Test Settingstatic GapTestSetting
GapTestSetting. 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