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