org.drip.sequence.functional

Class BinaryIdempotentUnivariateRandom

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.OffsetIdempotent

org.drip.sequence.functional.IdempotentUnivariateRandom

org.drip.sequence.functional.BoundedIdempotentUnivariateRandom

org.drip.sequence.functional.BinaryIdempotentUnivariateRandom

public class BinaryIdempotentUnivariateRandom
extends BoundedIdempotentUnivariateRandom

BinaryIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Binary Idempotent Univariate Random Variable.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BinaryIdempotentUnivariateRandom(double dblOffset, R1 dist, double dblVariateBound, double dblPositiveProbability) BinaryIdempotentUnivariateRandom Constructor

Method Summary

Modifier and Type	Method and Description
double	agnosticVarianceBound() Retrieve the Maximal Agnostic Variance Bound Over the Variate Range
double	positiveProbability() Retrieve the Probability of reaching 1

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

variateBound

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

sequenceMetrics, sequenceMetrics, sequenceMetrics, underlyingDistribution

Methods inherited from class org.drip.function.r1tor1.OffsetIdempotent

derivative, evaluate, integrate, offset

Methods inherited from class org.drip.function.definition.R1ToR1

differential, differential, maxima, maxima, minima, minima

Methods inherited from class java.lang.Object

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

Constructor Detail

BinaryIdempotentUnivariateRandom

public BinaryIdempotentUnivariateRandom(double dblOffset,
                                        R1 dist,
                                        double dblVariateBound,
                                        double dblPositiveProbability)
                                 throws java.lang.Exception

BinaryIdempotentUnivariateRandom Constructor

Parameters:

dblOffset - The Idempotent Offset

dist - The Underlying Distribution

dblVariateBound - The Variate Bound

dblPositiveProbability - Probability of reaching 1

Throws:

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

Method Detail

positiveProbability

public double positiveProbability()

Retrieve the Probability of reaching 1

Returns:

The Probability of reaching 1

agnosticVarianceBound

public double agnosticVarianceBound()

Description copied from class: BoundedIdempotentUnivariateRandom

Retrieve the Maximal Agnostic Variance Bound Over the Variate Range

Overrides:

agnosticVarianceBound in class BoundedIdempotentUnivariateRandom

Returns:

The Maximal Agnostic Bound over the Variate Range