Uses of Class
org.drip.validation.distance.GapTestSetting

Packages that use GapTestSetting

Package	Description
org.drip.validation.distance	Hypothesis Target Distance Test Builders
org.drip.validation.hypothesis	Statistical Hypothesis Validation Test Suite
org.drip.validation.riskfactorsingle	Single Risk Factor Aggregate Tests

Uses of GapTestSetting in org.drip.validation.distance

Methods in org.drip.validation.distance that return GapTestSetting

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 Setting
static GapTestSetting	GapTestSetting.RiskFactorLossTest(GapLossWeightFunction lossWeightFunction)	Construct the Anfuso Karyampas Nawroth (2017) Risk Factor Loss Test Variant of the Gap Test Setting

Uses of GapTestSetting in org.drip.validation.hypothesis

Methods in org.drip.validation.hypothesis with parameters of type GapTestSetting

Modifier and Type	Method	Description
GapTestOutcome	ProbabilityIntegralTransformTest.distanceTest(ProbabilityIntegralTransform samplePIT, GapTestSetting gapTestSetting)	Run a Distance Gap Test between the Hypothesis and the Sample

Uses of GapTestSetting in org.drip.validation.riskfactorsingle

Methods in org.drip.validation.riskfactorsingle that return GapTestSetting

Modifier and Type	Method	Description
GapTestSetting	DiscriminatoryPowerAnalyzer.gapTestSetting()	Retrieve the Gap Test Setting
GapTestSetting	DiscriminatoryPowerAnalyzerAggregate.gapTestSetting()	Retrieve the Gap Test Setting

Methods in org.drip.validation.riskfactorsingle with parameters of type GapTestSetting

Modifier and Type	Method	Description
static DiscriminatoryPowerAnalyzer	DiscriminatoryPowerAnalyzer.FromSample(Sample sample, GapTestSetting gapTestSetting)	Construct a DiscriminatoryPowerAnalyzer Instance from the Sample

Constructors in org.drip.validation.riskfactorsingle with parameters of type GapTestSetting

Constructor	Description
DiscriminatoryPowerAnalyzer(ProbabilityIntegralTransform sampleProbabilityIntegralTransform, GapTestSetting gapTestSetting)	DiscriminatoryPowerAnalyzer Constructor
DiscriminatoryPowerAnalyzerAggregate(java.util.Map<java.lang.String,ProbabilityIntegralTransform> eventSamplePITMap, GapTestSetting gapTestSetting, EventAggregationWeightFunction eventAggregationWeightFunction)	DiscriminatoryPowerAnalyzerAggregate Constructor