Uses of Package
org.drip.validation.riskfactorsingle
| Package | Description |
|---|---|
| org.drip.validation.riskfactorsingle |
Single Risk Factor Aggregate Tests
|
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Classes in org.drip.validation.riskfactorsingle used by org.drip.validation.riskfactorsingle Class Description DiscriminatoryPowerAnalyzer DiscriminatoryPowerAnalyzer implements the Discriminatory Power Analyzer for the given Sample across the One/More Hypothesis at a Single Event.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.