org.drip.sequence.functional

Class FunctionSupremumUnivariateRandom

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.FunctionClassSupremum

org.drip.sequence.functional.FunctionSupremumUnivariateRandom

public class FunctionSupremumUnivariateRandom
extends FunctionClassSupremum

FunctionSupremumUnivariateRandom contains the Implementation of the FunctionClassSupremum Objective Function dependent on Univariate Random Variable.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FunctionSupremumUnivariateRandom(R1ToR1[] aAUClass, R1 dist) FunctionSupremumUnivariateRandom Constructor

Method Summary

Modifier and Type	Method and Description
SingleSequenceAgnosticMetrics	sequenceMetrics() Generate the Function Metrics using the Underlying Variate Distribution
SingleSequenceAgnosticMetrics	sequenceMetrics(double[] adblVariateSequence) Generate the Function Metrics for the specified Variate Sequence
SingleSequenceAgnosticMetrics	sequenceMetrics(double[] adblVariateSequence, double[] adblVariateWeight) Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight
R1	underlyingDistribution() Retrieve the Underlying Distribution

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

derivative, evaluate, functionClass, integrate, supremumFunction

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

FunctionSupremumUnivariateRandom

public FunctionSupremumUnivariateRandom(R1ToR1[] aAUClass,
                                        R1 dist)
                                 throws java.lang.Exception

FunctionSupremumUnivariateRandom Constructor

Parameters:

aAUClass - Array of Functions in the Class

dist - The Underlying Distribution

Throws:

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

Method Detail

sequenceMetrics

public SingleSequenceAgnosticMetrics sequenceMetrics(double[] adblVariateSequence,
                                                     double[] adblVariateWeight)

Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight

Parameters:

adblVariateSequence - The specified Variate Sequence

adblVariateWeight - The specified Variate Weight

Returns:

The Function Sequence Metrics

sequenceMetrics

public SingleSequenceAgnosticMetrics sequenceMetrics(double[] adblVariateSequence)

Generate the Function Metrics for the specified Variate Sequence

Parameters:

adblVariateSequence - The specified Variate Sequence

Returns:

The Function Sequence Metrics

sequenceMetrics

public SingleSequenceAgnosticMetrics sequenceMetrics()

Generate the Function Metrics using the Underlying Variate Distribution

Returns:

The Function Sequence Metrics

underlyingDistribution

public R1 underlyingDistribution()

Retrieve the Underlying Distribution

Returns:

The Underlying Distribution