Examples with Statistic suite.math.numeric.Statistic used on opensource projects

Example 1 with Statistic

use of suite.math.numeric.Statistic in project suite by stupidsing.

the class BackAllocatorUtil method byRiskOfReturn.

public default BackAllocator byRiskOfReturn() {
    Statistic stat = new Statistic();
    int nDays = 32;
    return (akds, indices) -> {
        Map<String, float[]> returnsByKey = akds.dsByKey.mapValue(DataSource::returns).toMap();
        OnDateTime ba0 = allocate(akds, indices);
        return index -> // 
        Read.from2(// 
        ba0.onDateTime(index)).map2((symbol, potential) -> {
            float[] returns = Arrays.copyOfRange(returnsByKey.get(symbol), index - nDays, index);
            return potential / stat.variance(returns);
        }).toList();
    };
}