org.drip.sequence.functional

Interface SeparableMultivariateRandom

All Known Implementing Classes:

GlivenkoCantelliFunctionSupremum, GlivenkoCantelliUniformDeviation

public interface SeparableMultivariateRandom

SeparableMultivariateRandom exposes the Variance of the Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
double	targetVariateVariance(int iTargetVariateIndex) Compute the Variance associated with the Target Variate Function

Method Detail

targetVariateVariance

double targetVariateVariance(int iTargetVariateIndex)
                      throws java.lang.Exception

Compute the Variance associated with the Target Variate Function

Parameters:

iTargetVariateIndex - The Target Variate Index

Returns:

Variance associated with the Target Variate Function

Throws:

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