Package com.activeviam.risk.core.postprocessor.impl

Class CopperWEsPostProcessor

java.lang.Object

com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

@Configuration
public class CopperWEsPostProcessor
extends ACopperWPostProcessor

Field Summary

Fields

Modifier and Type	Field	Description
protected com.activeviam.copper.api.CopperMeasure	esQuantile

Fields inherited from class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

weightedTailMeasureCalc

Constructor Summary

Constructors

Constructor	Description
CopperWEsPostProcessor()

Method Summary

Modifier and Type	Method	Description
com.activeviam.copper.api.CopperMeasure	wEs(com.activeviam.copper.api.CopperMeasure underlyingMeasure)	Description with parametrized confidence level confidence level
com.activeviam.copper.api.CopperMeasure	wEs(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)	Description with parametrized confidence level confidence level
com.activeviam.copper.api.CopperMeasure	wEsIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure)	Calculate the incremental ETG between two measures
com.activeviam.copper.api.CopperMeasure	wEsIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure, double confidenceLevel)	Calculate the incremental ES between two measures
com.activeviam.copper.api.CopperMeasure	wEsIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
com.activeviam.copper.api.CopperMeasure	wEsIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
com.activeviam.copper.api.CopperMeasure	wEsLEstimator(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure)
com.activeviam.copper.api.CopperMeasure	wEsLEstimator(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure, double confidenceLevel)

Methods inherited from class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

incremental, incremental, indices, indices, lambdaValue, lEstimator, lEstimator, measure, measure

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

esQuantile

@Autowired
protected com.activeviam.copper.api.CopperMeasure esQuantile

Constructor Detail

CopperWEsPostProcessor

public CopperWEsPostProcessor()

Method Detail

wEs

public com.activeviam.copper.api.CopperMeasure wEs(com.activeviam.copper.api.CopperMeasure underlyingMeasure)

Description with parametrized confidence level confidence level

Parameters:

underlyingMeasure - underlying measure

Returns:

measure

wEs

public com.activeviam.copper.api.CopperMeasure wEs(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
                                                   double confidenceLevel)

Description with parametrized confidence level confidence level

Parameters:

underlyingMeasure - underlying measure

confidenceLevel - confidence level

Returns:

measure

wEsIndices

public com.activeviam.copper.api.CopperMeasure wEsIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure)

wEsIndices

public com.activeviam.copper.api.CopperMeasure wEsIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
                                                          double confidenceLevel)

wEsIncremental

public com.activeviam.copper.api.CopperMeasure wEsIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
                                                              com.activeviam.copper.api.CopperMeasure parentMeasure,
                                                              double confidenceLevel)

Calculate the incremental ES between two measures

Parameters:

underlyingMeasure - underlying measure

parentMeasure - parent measure

confidenceLevel - confidence level

Returns:

The ES

wEsIncremental

public com.activeviam.copper.api.CopperMeasure wEsIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
                                                              com.activeviam.copper.api.CopperMeasure parentMeasure)

Calculate the incremental ETG between two measures

Parameters:

underlyingMeasure - underlying measure

parentMeasure - parent measure

Returns:

The ETG

wEsLEstimator

public com.activeviam.copper.api.CopperMeasure wEsLEstimator(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
                                                             com.activeviam.copper.api.CopperMeasure parentMeasure,
                                                             double confidenceLevel)

wEsLEstimator

public com.activeviam.copper.api.CopperMeasure wEsLEstimator(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
                                                             com.activeviam.copper.api.CopperMeasure parentMeasure)