org.drip.sequence.functional

Class IdempotentUnivariateRandom

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.OffsetIdempotent

org.drip.sequence.functional.IdempotentUnivariateRandom

Direct Known Subclasses:

BoundedIdempotentUnivariateRandom

public class IdempotentUnivariateRandom
extends OffsetIdempotent

IdempotentUnivariateRandom contains the Implementation of the OffsetIdempotent Objective Function dependent on Univariate Random Variable.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IdempotentUnivariateRandom(double dblOffset, R1 dist) IdempotentUnivariateRandom 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.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

IdempotentUnivariateRandom

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

IdempotentUnivariateRandom Constructor

Parameters:

dblOffset - The Idempotent Offset

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