public class NPEBPortfolioMomentsEstimator extends Object implements Ceta.PortfolioMomentsEstimator
Constructor and Description |
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NPEBPortfolioMomentsEstimator(Matrix returns,
ReturnsMoments.Estimator returnMomentsEstimator,
MVOptimizer mvOptimizer,
ReturnsResamplerFactory resamplerFactory,
int nBootstrapSamples) |
public NPEBPortfolioMomentsEstimator(Matrix returns, ReturnsMoments.Estimator returnMomentsEstimator, MVOptimizer mvOptimizer, ReturnsResamplerFactory resamplerFactory, int nBootstrapSamples)
public Ceta.PortfolioMoments evaluate(double lambda, double eta)
evaluate
in interface Ceta.PortfolioMomentsEstimator
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