Class ModelResamplerFactory
- java.lang.Object
-
- tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler.ModelResamplerFactory
-
- All Implemented Interfaces:
ReturnsResamplerFactory
- Direct Known Subclasses:
ARResamplerFactory,GARCHResamplerFactory
public abstract class ModelResamplerFactory extends Object implements ReturnsResamplerFactory
-
-
Constructor Summary
Constructors Constructor Description ModelResamplerFactory()ModelResamplerFactory(RandomLongGenerator uniform)
-
Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description protected abstract ResamplerModelgetResamplerModel(Matrix returns)MultivariateResamplernewResampler(Matrix returns)Constructs a new instance of a re-sampling mechanism.
-
-
-
Constructor Detail
-
ModelResamplerFactory
public ModelResamplerFactory(RandomLongGenerator uniform)
-
ModelResamplerFactory
public ModelResamplerFactory()
-
-
Method Detail
-
getResamplerModel
protected abstract ResamplerModel getResamplerModel(Matrix returns)
-
newResampler
public MultivariateResampler newResampler(Matrix returns)
Description copied from interface:ReturnsResamplerFactoryConstructs a new instance of a re-sampling mechanism.- Specified by:
newResamplerin interfaceReturnsResamplerFactory- Parameters:
returns- multivariate samples or multivariate time series- Returns:
- a new instance of a re-sampler
-
-