Class GroupResamplerFactory
- java.lang.Object
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- tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler.GroupResamplerFactory
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- All Implemented Interfaces:
Seedable
,ReturnsResamplerFactory
public class GroupResamplerFactory extends Object implements ReturnsResamplerFactory, Seedable
Creates re-samplers that do re-sampling for the whole group of stocks together.
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Constructor Summary
Constructors Constructor Description GroupResamplerFactory()
GroupResamplerFactory(long seed)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description MultivariateResampler
newResampler(Matrix returns)
Constructs a new instance of a re-sampling mechanism.void
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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Method Detail
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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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