org.drip.measure.lebesgue

Class R1Uniform

java.lang.Object

org.drip.measure.continuousmarginal.R1

org.drip.measure.lebesgue.R1Uniform

Direct Known Subclasses:

R1PiecewiseDisplaced, R1PiecewiseLinear

public class R1Uniform
extends R1

R1Uniform implements the R^1 Lebesgue (i.e., Bounded Uniform) Distribution, with a Uniform Distribution between a Lower and an Upper Bound.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
R1Uniform(double dblLeftPredictorOrdinateEdge, double dblRightPredictorOrdinateEdge) Construct a R^1 Bounded Uniform Distribution

Method Summary

Modifier and Type	Method and Description
double	cumulative(double dblX) Compute the cumulative under the distribution to the given value
double	density(double dblX) Compute the Density under the Distribution at the given Variate
Array2D	histogram() Retrieve the Univariate Weighted Histogram
double	incremental(double dblXLeft, double dblXRight) Compute the incremental under the distribution between the 2 variates
double	invCumulative(double dblY) Compute the inverse cumulative under the distribution corresponding to the given value
double	leftEdge() Retrieve the Left Predictor Ordinate Edge
double	mean() Retrieve the Mean of the Distribution
double	rightEdge() Retrieve the Right Predictor Ordinate Edge
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

R1Uniform

public R1Uniform(double dblLeftPredictorOrdinateEdge,
                 double dblRightPredictorOrdinateEdge)
          throws java.lang.Exception

Construct a R^1 Bounded Uniform Distribution

Parameters:

dblLeftPredictorOrdinateEdge - The Left Predictor Ordinate Edge

dblRightPredictorOrdinateEdge - The Right Predictor Ordinate Edge

Throws:

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

Method Detail

leftEdge

public double leftEdge()

Retrieve the Left Predictor Ordinate Edge

Returns:

The Left Predictor Ordinate Edge

rightEdge

public double rightEdge()

Retrieve the Right Predictor Ordinate Edge

Returns:

The Right Predictor Ordinat Edge

cumulative

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

Description copied from class: R1

Compute the cumulative under the distribution to the given value

Specified by:

cumulative in class R1

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

Description copied from class: R1

Compute the incremental under the distribution between the 2 variates

Specified by:

incremental in class R1

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 double invCumulative(double dblY)
                     throws java.lang.Exception

Description copied from class: R1

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

Specified by:

invCumulative in class R1

Parameters:

dblY - 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 double density(double dblX)
               throws java.lang.Exception

Description copied from class: R1

Compute the Density under the Distribution at the given Variate

Specified by:

density in class R1

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 double mean()

Description copied from class: R1

Retrieve the Mean of the Distribution

Specified by:

mean in class R1

Returns:

The Mean of the Distribution

variance

public double variance()

Description copied from class: R1

Retrieve the Variance of the Distribution

Specified by:

variance in class R1

Returns:

The Variance of the Distribution

histogram

public Array2D histogram()

Description copied from class: R1

Retrieve the Univariate Weighted Histogram

Specified by:

histogram in class R1

Returns:

The Univariate Weighted Histogram