Class ParameterSensitivity

Namespace

Balsam.Optimization

Assembly

Balsam.Backtester.dll

Summarizes changes in objective function with respect to parameter changes.

public class ParameterSensitivity

Inheritance

object

ParameterSensitivity

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

ParameterSensitivity(string)

Initializes a new parameter sensitivity object.

public ParameterSensitivity(string parameterName)

Parameters

parameterName string

Properties

Average

Gets the absolute change across all observations.

public double Average { get; }

Property Value

double

Count

Returns the number of observations.

public int Count { get; }

Property Value

int

DownAverage

Gets the average change in objective function for decreasing parameter values.

public double DownAverage { get; }

Property Value

double

Median

Gets the median change across all observations.

public double Median { get; }

Property Value

double

Name

Gets the name.

public string Name { get; }

Property Value

string

UpAverage

Gets the average change in objective function for increasing parameter values.

public double UpAverage { get; }

Property Value

double

Methods

Add(int, double)

Adds an observation.

public void Add(int direction, double change)

Parameters

direction int

+1 for ascending search; -1 for descending.

change double

The change in objective function versus the last optimization run.

ToString()

Gets a string representation of this object.

public override string ToString()

Returns

string