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

Class CopperWEtgPostProcessors

java.lang.Object

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

com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

public class CopperWEtgPostProcessors
extends ACopperWPostProcessor

Field Summary

Fields

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

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

weightedTailMeasureCalc

Constructor Summary

Constructors

Constructor	Description
CopperWEtgPostProcessors()

Method Summary

Modifier and Type	Method	Description
com.activeviam.copper.api.CopperMeasure	wEtg(com.activeviam.copper.api.CopperMeasure underlyingMeasure)	Description with parametrized confidence level confidence level
com.activeviam.copper.api.CopperMeasure	wEtg(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)	Description with parametrized confidence level confidence level
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
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
com.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)
com.activeviam.copper.api.CopperMeasure	wEtgLEstimator(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure)
com.activeviam.copper.api.CopperMeasure	wEtgLEstimator(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

etgQuantile

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

Constructor Detail

CopperWEtgPostProcessors

public CopperWEtgPostProcessors()

Method Detail

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

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 measure

confidenceLevel - confidence level

Returns:

measure

wEtgIndices

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

wEtgIndices

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

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 measure

parentMeasure - parent measure

confidenceLevel - confidence level

Returns:

The ETG

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 measure

parentMeasure - parent measure

Returns:

The ETG

wEtgLEstimator

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

wEtgLEstimator

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