org.drip.sequence.functional

Class BoundedIdempotentUnivariateRandom

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.OffsetIdempotent

org.drip.sequence.functional.IdempotentUnivariateRandom

org.drip.sequence.functional.BoundedIdempotentUnivariateRandom

Direct Known Subclasses:

BinaryIdempotentUnivariateRandom

public class BoundedIdempotentUnivariateRandom
extends IdempotentUnivariateRandom

BoundedIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Bounded Idempotent Univariate Random Variable.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BoundedIdempotentUnivariateRandom(double dblOffset, R1 dist, double dblVariateBound) BoundedIdempotentUnivariateRandom Constructor

Method Summary

Modifier and Type	Method and Description
double	agnosticVarianceBound() Retrieve the Maximal Agnostic Variance Bound Over the Variate Range
double	variateBound() Retrieve the Underlying Variate Bound

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

BoundedIdempotentUnivariateRandom

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

BoundedIdempotentUnivariateRandom Constructor

Parameters:

dblOffset - The Idempotent Offset

dist - The Underlying Distribution

dblVariateBound - The Variate Bound

Throws:

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

Method Detail

variateBound

public double variateBound()

Retrieve the Underlying Variate Bound

Returns:

The Underlying Variate Bound

agnosticVarianceBound

public double agnosticVarianceBound()

Retrieve the Maximal Agnostic Variance Bound Over the Variate Range

Returns:

The Maximal Agnostic Bound over the Variate Range