public static class PortfolioOptimizationAlgorithm.SampleMeanEstimator extends Object implements PortfolioOptimizationAlgorithm.MeanEstimator
Constructor and Description |
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SampleMeanEstimator() |
Modifier and Type | Method and Description |
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Vector |
getMeans(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
public Vector getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, org.joda.time.Interval interval)
getMeans
in interface PortfolioOptimizationAlgorithm.MeanEstimator
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