org.drip.measure.continuousjoint

Class R1Multivariate

java.lang.Object

org.drip.measure.continuousjoint.R1Multivariate

Direct Known Subclasses:

R1MultivariateNormal

public abstract class R1Multivariate
extends java.lang.Object

R1Multivariate contains the Generalized Joint Multivariate R^1 Distributions.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
double	cumulative(double[] adblVariate) Compute the Cumulative under the Distribution to the given Variate Values
abstract double	density(double[] adblVariate) Compute the Density under the Distribution at the given Multivariate
RdToR1	densityRdToR1() Convert the Multivariate Density into an RdToR1 Functions Instance
double	expectation(RdToR1 funcRdToR1) Compute the Expectation of the Specified R^d To R^1 Function Instance
double	incremental(double[] adblVariateLeft, double[] adblVariateRight) Compute the Incremental under the Distribution between the 2 Multivariate Instances
double[]	leftEdge() Retrieve the Left Edge Bounding Multivariate
double[]	mean() Compute the Mean of the Distribution
MultivariateMeta	meta() Retrieve the Multivariate Meta Instance
double[]	rightEdge() Retrieve the Right Edge Bounding Multivariate
double[]	variance() Compute the Variance of the Distribution

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

meta

public MultivariateMeta meta()

Retrieve the Multivariate Meta Instance

Returns:

The Multivariate Meta Instance

leftEdge

public double[] leftEdge()

Retrieve the Left Edge Bounding Multivariate

Returns:

The Left Edge Bounding Multivariate

rightEdge

public double[] rightEdge()

Retrieve the Right Edge Bounding Multivariate

Returns:

The Right Edge Bounding Multivariate

density

public abstract double density(double[] adblVariate)
                        throws java.lang.Exception

Compute the Density under the Distribution at the given Multivariate

Parameters:

adblVariate - The Multivariate at which the Density needs to be computed

Returns:

The Density

Throws:

java.lang.Exception - Thrown if the Density cannot be computed

densityRdToR1

public RdToR1 densityRdToR1()

Convert the Multivariate Density into an RdToR1 Functions Instance

Returns:

The Multivariate Density converted into an RdToR1 Functions Instance

cumulative

public double cumulative(double[] adblVariate)
                  throws java.lang.Exception

Compute the Cumulative under the Distribution to the given Variate Values

Parameters:

adblVariate - Array of Variate Values to which the Cumulative is to be computed

Returns:

The Cumulative

Throws:

java.lang.Exception - Thrown if the Cumulative cannot be computed

incremental

public double incremental(double[] adblVariateLeft,
                          double[] adblVariateRight)
                   throws java.lang.Exception

Compute the Incremental under the Distribution between the 2 Multivariate Instances

Parameters:

adblVariateLeft - Left Multivariate Instance to which the Cumulative is to be computed

adblVariateRight - Right Multivariate Instance to which the Cumulative is to be computed

Returns:

The Incremental

Throws:

java.lang.Exception - Thrown if the Incremental cannot be computed

expectation

public double expectation(RdToR1 funcRdToR1)
                   throws java.lang.Exception

Compute the Expectation of the Specified R^d To R^1 Function Instance

Parameters:

funcRdToR1 - The R^d To R^1 Function Instance

Returns:

The Expectation of the Specified R^d To R^1 Function Instance

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

mean

public double[] mean()

Compute the Mean of the Distribution

Returns:

The Mean of the Distribution

variance

public double[] variance()

Compute the Variance of the Distribution

Returns:

The Variance of the Distribution