Struct RegressionCoefficient

Namespace

Balsam

Assembly

Balsam.Backtester.dll

A structure that encapusulates a regression coefficient and its standard error.

public struct RegressionCoefficient

Inherited Members

ValueType.Equals(object)

ValueType.GetHashCode()

object.Equals(object, object)

object.GetType()

object.ReferenceEquals(object, object)

Constructors

RegressionCoefficient(double, double)

Initializes a new structure with the specified coefficient and standard error.

public RegressionCoefficient(double coefficient, double standardError)

Parameters

coefficient double

standardError double

Properties

Coefficient

The coefficient.

public double Coefficient { get; }

Property Value

double

StandardError

The standard error.

public double StandardError { get; }

Property Value

double

TStat

The t statistic.

public double TStat { get; }

Property Value

double

Methods

ToString()

Returns a string representation of this object.

public override string ToString()

Returns

string

Operators

implicit operator double(RegressionCoefficient)

Implicit conversion that returns the coefficient.

public static implicit operator double(RegressionCoefficient coeff)

Parameters

coeff RegressionCoefficient

Returns

double