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AlphaInvestingConfig

ftui_runtime::alpha_investing

Struct AlphaInvestingConfig

pub struct AlphaInvestingConfig {
    pub initial_wealth: f64,
    pub reward_fraction: f64,
    pub investment_fraction: f64,
    pub min_wealth: f64,
}

Expand description

Configuration for the Alpha-Investing procedure.

Fields§

§initial_wealth: f64

Initial wealth (significance budget). Controls the mFDR bound. Typical values: 0.05 to 0.5.

§reward_fraction: f64

Fraction of alpha returned on discovery. Must be in (0, 1]. Higher values make the procedure more liberal after discoveries. Foster & Stine recommend ψ = 0.5.

§investment_fraction: f64

Default fraction of current wealth to invest per test. Each test spends investment_fraction * current_wealth. Typical: 0.05 to 0.5.

§min_wealth: f64

Minimum wealth below which all tests are skipped. Prevents degenerate behavior near zero.

Trait Implementations§

impl Clone for AlphaInvestingConfig

fn clone(&self) -> AlphaInvestingConfig

Returns a duplicate of the value. Read more

1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for AlphaInvestingConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

impl Default for AlphaInvestingConfig

fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl Freeze for AlphaInvestingConfig

impl RefUnwindSafe for AlphaInvestingConfig

impl Send for AlphaInvestingConfig

impl Sync for AlphaInvestingConfig

impl Unpin for AlphaInvestingConfig

impl UnsafeUnpin for AlphaInvestingConfig

impl UnwindSafe for AlphaInvestingConfig

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more