Package org.drip.validation.riskfactorsingle

Single Risk Factor Aggregate Tests

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
DiscriminatoryPowerAnalyzer	DiscriminatoryPowerAnalyzer implements the Discriminatory Power Analyzer for the given Sample across the One/More Hypothesis at a Single Event.
DiscriminatoryPowerAnalyzerAggregate	DiscriminatoryPowerAnalyzerAggregate implements the Discriminatory Power Analyzer for the given Sample across the One/More Hypothesis and Multiple Events.
EventAggregationWeightFunction	EventAggregationWeightFunction exposes the Aggregation Weight for the given Event.
GapTestOutcomeAggregate	GapTestOutcomeAggregate holds the Map of Event Gap Test Outcomes and the Aggregate DPA Distance Metric for a Single Hypothesis.
HypothesisOutcomeAggregate	HypothesisOutcomeAggregate holds the Hypothesis and its corresponding Gap Test Outcome Aggregate.
HypothesisOutcomeSuiteAggregate	HypothesisOutcomeSuiteAggregate holds the Map of Hypothesis and its corresponding Gap Test Outcome Aggregate.
HypothesisSuiteAggregate	HypothesisSuiteAggregate holds Indexed Hypothesis Ensembles across One/More Event Points.