Package org.drip.validation.distance

Hypothesis Target Distance Test Builders

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
GapLossFunction	GapLossFunction holds the Function that Penalizes the Gap between the Empirical and the Hypothesis p-values.
GapLossWeightFunction	GapLossWeightFunction weighs the outcome of each Empirical Hypothesis Gap Loss.
GapTestOutcome	GapTestOutcome holds the Outcomes of a Distance Test of a Sample from the Hypothesis.
GapTestSetting	GapTestSetting holds the Settings required to Control a Gap Test Run.
HypothesisOutcome	HypothesisOutcome holds the Hypothesis ID and the its corresponding Gap Test Outcome.
HypothesisOutcomeSuite	HypothesisOutcomeSuite holds the Map of Hypotheses Outcomes to be subjected to Discriminatory Power Analysis.
HypothesisSuite	HypothesisSuite holds the Map of Hypotheses to be subjected to Discriminatory Power Analysis.
ImportanceWeight	ImportanceWeight weighs the Importance of each Empirical Hypothesis Outcome.