org.drip.sequence.custom

Class OrientedPercolationFirstPassage

java.lang.Object

org.drip.function.definition.RdToR1

org.drip.sequence.functional.MultivariateRandom

org.drip.sequence.functional.BoundedMultivariateRandom

org.drip.sequence.custom.OrientedPercolationFirstPassage

public class OrientedPercolationFirstPassage
extends BoundedMultivariateRandom

OrientedPercolationFirstPassage contains Variance Bounds on the Critical Measures of the Standard Problem of First Passage Time in Oriented Percolation.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
OrientedPercolationFirstPassage(double dblEdgeWeightVariance, double dblMaxLength) OrientedPercolationFirstPassage Constructor

Method Summary

Modifier and Type	Method and Description
int	dimension() Retrieve the Dimension of the Input Variate
double	edgeWeightVariance() Retrieve the Edge Width Variance
double	evaluate(double[] adblVariate) Evaluate for the given Input Variates
double	maxLength() Retrieve the Length of the Maximal Path
double	targetVariateVarianceBound(int iTargetVariateIndex) Retrieve the Maximal Agnostic Variance Bound over the Non-target Variate Space for the Target Variate

Methods inherited from class org.drip.sequence.functional.MultivariateRandom

conditionalTargetVariateMetrics, conditionalTargetVariateMetrics, ghostTargetVariateMetrics, ghostTargetVariateMetrics, ghostTargetVariateMetrics, unconditionalTargetVariateMetrics

Methods inherited from class org.drip.function.definition.RdToR1

derivative, differential, gradient, gradientModulus, gradientModulusFunction, hessian, integrate, jacobian, maxima, minima, ValidateInput

Methods inherited from class java.lang.Object

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

Constructor Detail

OrientedPercolationFirstPassage

public OrientedPercolationFirstPassage(double dblEdgeWeightVariance,
                                       double dblMaxLength)
                                throws java.lang.Exception

OrientedPercolationFirstPassage Constructor

Parameters:

dblEdgeWeightVariance - Variance of Edge Weight

dblMaxLength - Length of the Maximal Path

Throws:

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

Method Detail

edgeWeightVariance

public double edgeWeightVariance()

Retrieve the Edge Width Variance

Returns:

The Edge Width Variance

maxLength

public double maxLength()

Retrieve the Length of the Maximal Path

Returns:

Length of the Maximal Path

dimension

public int dimension()

Description copied from class: RdToR1

Retrieve the Dimension of the Input Variate

Specified by:

dimension in class RdToR1

Returns:

The Dimension of the Input Variate

evaluate

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

Description copied from class: RdToR1

Evaluate for the given Input Variates

Specified by:

evaluate in class RdToR1

Parameters:

adblVariate - Array of Input Variates

Returns:

The Calculated Value

Throws:

java.lang.Exception - Thrown if the Evaluation cannot be done

targetVariateVarianceBound

public double targetVariateVarianceBound(int iTargetVariateIndex)
                                  throws java.lang.Exception

Description copied from class: BoundedMultivariateRandom

Retrieve the Maximal Agnostic Variance Bound over the Non-target Variate Space for the Target Variate

Specified by:

targetVariateVarianceBound in class BoundedMultivariateRandom

Parameters:

iTargetVariateIndex - The Index corresponding to the Variate on which the Bound is sought

Returns:

The Maximal Agnostic Bound over the Non-target Variate Space for the Target Variate

Throws:

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