org.drip.measure.continuousmarginal

Class R1

java.lang.Object

org.drip.measure.continuousmarginal.R1

Direct Known Subclasses:

BoundedUniformIntegerDistribution, PoissonDistribution, R1Uniform, R1UnivariateNormal

public abstract class R1
extends java.lang.Object

R1 implements the Base Abstract Class behind R^1 Distributions. It exports the Methods for incremental, cumulative, and inverse cumulative distribution densities.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
R1()

Method Summary

Modifier and Type	Method and Description
abstract double	cumulative(double dblX) Compute the cumulative under the distribution to the given value
abstract double	density(double dblX) Compute the Density under the Distribution at the given Variate
abstract Array2D	histogram() Retrieve the Univariate Weighted Histogram
abstract double	incremental(double dblXLeft, double dblXRight) Compute the incremental under the distribution between the 2 variates
abstract double	invCumulative(double dblX) Compute the inverse cumulative under the distribution corresponding to the given value
abstract double	mean() Retrieve the Mean of the Distribution
abstract double	variance() Retrieve the Variance of the Distribution

Methods inherited from class java.lang.Object

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

Constructor Detail

R1

public R1()

Method Detail

cumulative

public abstract double cumulative(double dblX)
                           throws java.lang.Exception

Compute the cumulative under the distribution to the given value

Parameters:

dblX - Variate to which the cumulative is to be computed

Returns:

The cumulative

Throws:

java.lang.Exception - Thrown if the inputs are invalid

incremental

public abstract double incremental(double dblXLeft,
                                   double dblXRight)
                            throws java.lang.Exception

Compute the incremental under the distribution between the 2 variates

Parameters:

dblXLeft - Left Variate to which the cumulative is to be computed

dblXRight - Right Variate to which the cumulative is to be computed

Returns:

The incremental

Throws:

java.lang.Exception - Thrown if the inputs are invalid

invCumulative

public abstract double invCumulative(double dblX)
                              throws java.lang.Exception

Compute the inverse cumulative under the distribution corresponding to the given value

Parameters:

dblX - Value corresponding to which the inverse cumulative is to be computed

Returns:

The inverse cumulative

Throws:

java.lang.Exception - Thrown if the input is invalid

density

public abstract double density(double dblX)
                        throws java.lang.Exception

Compute the Density under the Distribution at the given Variate

Parameters:

dblX - Variate at which the Density needs to be computed

Returns:

The Density

Throws:

java.lang.Exception - Thrown if the input is invalid

mean

public abstract double mean()

Retrieve the Mean of the Distribution

Returns:

The Mean of the Distribution

variance

public abstract double variance()

Retrieve the Variance of the Distribution

Returns:

The Variance of the Distribution

histogram

public abstract Array2D histogram()

Retrieve the Univariate Weighted Histogram

Returns:

The Univariate Weighted Histogram