Class org.drip.coverage.function.SemiDefinite

1

tests

0

failures

0

ignored

0.078s

duration

100%

successful

Tests

Test Duration Result
codeCoverageTest 0.078s passed

Standard output

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:36 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:36 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|



	|------------------------------------------------------||
	|     | IBM  | ATT  | ALU  | QCO  | INT  | MSF  | VER  ||
	|------------------------------------------------------||
	| IBM | 1.00 | 0.76 | 0.80 | 0.38 | 0.60 | 0.61 | 0.51 ||
	| ATT | 0.76 | 1.00 | 0.65 | 0.35 | 0.56 | 0.43 | 0.40 ||
	| ALU | 0.80 | 0.65 | 1.00 | 0.68 | 0.74 | 0.40 | 0.51 ||
	| QCO | 0.38 | 0.35 | 0.68 | 1.00 | 0.72 | 0.02 | 0.57 ||
	| INT | 0.60 | 0.56 | 0.74 | 0.72 | 1.00 | 0.31 | 0.67 ||
	| MSF | 0.61 | 0.43 | 0.40 | 0.02 | 0.31 | 1.00 | 0.39 ||
	| VER | 0.51 | 0.40 | 0.51 | 0.57 | 0.67 | 0.39 | 1.00 ||
	|------------------------------------------------------||


	|----------------------||
	|   OPTIMAL ENTITIES   ||
	|----------------------||
	|   IBM   =>   06.59%  ||
	|   ATT   =>   22.82%  ||
	|   ALU   =>   05.00%  ||
	|   QCO   =>   30.40%  ||
	|   INT   =>   05.00%  ||
	|   MSF   =>   25.20%  ||
	|   VER   =>   05.00%  ||
	|----------------------||

	|------------------------------||
	| DESIGN RETURN    =>  0.04680 ||
	| EXPECTED RETURN  =>  0.04680 ||
	| OPTIMAL VARIANCE =>  0.52569 ||
	|------------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:36 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:36 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|



	|----------------------------------------------------||
	| OPTIMAL VARIATES =>  0.35000 |  0.65000 |  0.08253 ||
	|----------------------------------------------------||


	|-------------------------------------------------||
	|    BARRIER    =>      VARIATES       | VARIANCE ||
	|-------------------------------------------------||
	|  1.0000000000 =>  0.49952 |  0.50048 |  0.09248 ||
	|  0.5000000000 =>  0.49905 |  0.50095 |  0.09245 ||
	|  0.2500000000 =>  0.49808 |  0.50192 |  0.09240 ||
	|  0.1250000000 =>  0.49614 |  0.50386 |  0.09231 ||
	|  0.0625000000 =>  0.49215 |  0.50785 |  0.09210 ||
	|  0.0312500000 =>  0.48388 |  0.51612 |  0.09167 ||
	|  0.0156250000 =>  0.46664 |  0.53336 |  0.09071 ||
	|  0.0078125000 =>  0.43488 |  0.56512 |  0.08878 ||
	|  0.0039062500 =>  0.39834 |  0.60166 |  0.08628 ||
	|  0.0019531250 =>  0.37438 |  0.62562 |  0.08448 ||
	|  0.0009765625 =>  0.36204 |  0.63796 |  0.08351 ||
	|  0.0004882812 =>  0.35596 |  0.64404 |  0.08302 ||
	|  0.0002441406 =>  0.35296 |  0.64704 |  0.08277 ||
	|  0.0001220703 =>  0.35148 |  0.64852 |  0.08265 ||
	|  0.0000610352 =>  0.35074 |  0.64926 |  0.08259 ||
	|  0.0000305176 =>  0.35037 |  0.64963 |  0.08256 ||
	|  0.0000152588 =>  0.35018 |  0.64982 |  0.08254 ||
	|  0.0000076294 =>  0.35009 |  0.64991 |  0.08253 ||
	|  0.0000038147 =>  0.35005 |  0.64995 |  0.08253 ||
	|-------------------------------------------------||



	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:36 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:36 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|



	|------------------------------------------------------||
	|     | IBM  | ATT  | ALU  | QCO  | INT  | MSF  | VER  ||
	|------------------------------------------------------||
	| IBM | 1.00 | 0.76 | 0.80 | 0.38 | 0.60 | 0.61 | 0.51 ||
	| ATT | 0.76 | 1.00 | 0.65 | 0.35 | 0.56 | 0.43 | 0.40 ||
	| ALU | 0.80 | 0.65 | 1.00 | 0.68 | 0.74 | 0.40 | 0.51 ||
	| QCO | 0.38 | 0.35 | 0.68 | 1.00 | 0.72 | 0.02 | 0.57 ||
	| INT | 0.60 | 0.56 | 0.74 | 0.72 | 1.00 | 0.31 | 0.67 ||
	| MSF | 0.61 | 0.43 | 0.40 | 0.02 | 0.31 | 1.00 | 0.39 ||
	| VER | 0.51 | 0.40 | 0.51 | 0.57 | 0.67 | 0.39 | 1.00 ||
	|------------------------------------------------------||


	|----------------------||
	|   OPTIMAL ENTITIES   ||
	|----------------------||
	|   IBM   =>   05.00%  ||
	|   ATT   =>   10.69%  ||
	|   ALU   =>   05.00%  ||
	|   QCO   =>   33.46%  ||
	|   INT   =>   05.00%  ||
	|   MSF   =>   35.85%  ||
	|   VER   =>   05.00%  ||
	|----------------------||

	|------------------------------||
	| OPTIMAL VARIANCE =>  0.50912 ||
	|------------------------------||