Struct CorrelationCoefficient

Namespace

Balsam

Assembly

Balsam.Backtester.dll

Encapsulates a correlation coefficient and related t-stat.

public struct CorrelationCoefficient

Inherited Members

ValueType.Equals(object)

ValueType.GetHashCode()

object.Equals(object, object)

object.GetType()

object.ReferenceEquals(object, object)

Constructors

CorrelationCoefficient(double, double, double)

Instantiates a new correlation coefficient structure.

public CorrelationCoefficient(double coefficient, double tstat, double pvalue)

Parameters

coefficient double

tstat double

pvalue double

Properties

Coefficient

Gets the correlation coefficient.

public double Coefficient { get; }

Property Value

double

PValue

Gets the p-value.

public double PValue { get; }

Property Value

double

TStat

Gets the t-stat.

public double TStat { get; }

Property Value

double

Methods

ToString()

Gets a string representation.

public override string ToString()

Returns

string

Operators

implicit operator double(CorrelationCoefficient)

Converts a correlation coefficient to double.

public static implicit operator double(CorrelationCoefficient coefficient)

Parameters

coefficient CorrelationCoefficient

Returns

double