Class CopperWEtgPostProcessors
- java.lang.Object
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- com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor
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- com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors
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public class CopperWEtgPostProcessors extends ACopperWPostProcessor
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Field Summary
Fields Modifier and Type Field Description protected com.activeviam.copper.api.CopperMeasure
etgQuantile
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Fields inherited from class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor
weightedTailMeasureCalc
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Constructor Summary
Constructors Constructor Description CopperWEtgPostProcessors()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description com.activeviam.copper.api.CopperMeasure
wEtg(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
Description with parametrized confidence level confidence levelcom.activeviam.copper.api.CopperMeasure
wEtg(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
Description with parametrized confidence level confidence levelcom.activeviam.copper.api.CopperMeasure
wEtgIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure)
Calculate the incremental ETG between two measurescom.activeviam.copper.api.CopperMeasure
wEtgIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure, double confidenceLevel)
Calculate the incremental ETG between two measurescom.activeviam.copper.api.CopperMeasure
wEtgIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
com.activeviam.copper.api.CopperMeasure
wEtgIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
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Methods inherited from class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor
incremental, incremental, indices, indices, lambdaValue, measure, measure
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Method Detail
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wEtg
public com.activeviam.copper.api.CopperMeasure wEtg(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
Description with parametrized confidence level confidence level- Parameters:
underlyingMeasure
- underlying measure- Returns:
- measure
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wEtg
public com.activeviam.copper.api.CopperMeasure wEtg(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
Description with parametrized confidence level confidence level- Parameters:
underlyingMeasure
- underlying measureconfidenceLevel
- confidence level- Returns:
- measure
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wEtgIndices
public com.activeviam.copper.api.CopperMeasure wEtgIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
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wEtgIndices
public com.activeviam.copper.api.CopperMeasure wEtgIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
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wEtgIncremental
public com.activeviam.copper.api.CopperMeasure wEtgIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure, double confidenceLevel)
Calculate the incremental ETG between two measures- Parameters:
underlyingMeasure
- underlying measureparentMeasure
- parent measureconfidenceLevel
- confidence level- Returns:
- The ETG
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wEtgIncremental
public com.activeviam.copper.api.CopperMeasure wEtgIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure)
Calculate the incremental ETG between two measures- Parameters:
underlyingMeasure
- underlying measureparentMeasure
- parent measure- Returns:
- The ETG
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