Enum Class FfDmlContinuous.Channel
- All Implemented Interfaces:
Serializable, Comparable<FfDmlContinuous.Channel>, Constable
- Enclosing class:
FfDmlContinuous
Response channels for the distributional score. Each is an orthogonal transform of the (globally
z-scored) child column; the local score is the weighted sum of per-channel GP log marginal
likelihoods against the shared parent features. MEAN alone reproduces FF-ML; adding higher
channels buys sensitivity to conditional variance / skew / tail dependence.
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Nested Class Summary
Nested classes/interfaces inherited from class Enum
Enum.EnumDesc<E> -
Enum Constant Summary
Enum ConstantsEnum ConstantDescriptionHe4(Y)/sqrt(4!) = (Y^4-6Y^2+3)/sqrt(24): conditional-kurtosis / tail channel.He1(Y) = Y: conditional-mean channel.Normal-scored ranks of Y: rank-robust omnibus channel (CORD-style).He3(Y)/sqrt(3!) = (Y^3-3Y)/sqrt(6): conditional-skew channel.He2(Y)/sqrt(2!) = (Y^2-1)/sqrt(2): conditional-variance / co-volatility channel. -
Method Summary
Modifier and TypeMethodDescriptionstatic FfDmlContinuous.ChannelReturns the enum constant of this class with the specified name.static FfDmlContinuous.Channel[]values()Returns an array containing the constants of this enum class, in the order they are declared.Methods inherited from class Enum
compareTo, describeConstable, equals, getDeclaringClass, hashCode, name, ordinal, toString, valueOf
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Enum Constant Details
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MEAN
He1(Y) = Y: conditional-mean channel. Reproduces FF-ML exactly. -
VAR
He2(Y)/sqrt(2!) = (Y^2-1)/sqrt(2): conditional-variance / co-volatility channel. -
SKEW
He3(Y)/sqrt(3!) = (Y^3-3Y)/sqrt(6): conditional-skew channel. -
KURT
He4(Y)/sqrt(4!) = (Y^4-6Y^2+3)/sqrt(24): conditional-kurtosis / tail channel. -
RANK
Normal-scored ranks of Y: rank-robust omnibus channel (CORD-style).
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Method Details
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values
Returns an array containing the constants of this enum class, in the order they are declared.- Returns:
- an array containing the constants of this enum class, in the order they are declared
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valueOf
Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (Extraneous whitespace characters are not permitted.)- Parameters:
name- the name of the enum constant to be returned.- Returns:
- the enum constant with the specified name
- Throws:
IllegalArgumentException- if this enum class has no constant with the specified nameNullPointerException- if the argument is null
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