org.drip.sequence.metrics

Class DualSequenceAgnosticMetrics

java.lang.Object

org.drip.sequence.metrics.DualSequenceAgnosticMetrics

public class DualSequenceAgnosticMetrics
extends java.lang.Object

DualSequenceAgnosticMetrics contains the Joint Distribution Metrics and Agnostic Bounds related to the specified Sequence Pair.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DualSequenceAgnosticMetrics(SingleSequenceAgnosticMetrics ssam1, SingleSequenceAgnosticMetrics ssam2) DualSequenceAgnosticMetrics Constructor

Method Summary

Modifier and Type	Method and Description
double	cauchySchwarzAbsoluteBound() Retrieve the Cauchy-Schwarz Joint Expectation Bound
SingleSequenceAgnosticMetrics[]	components() Retrieve the Array of the Component Single Sequences

Methods inherited from class java.lang.Object

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

Constructor Detail

DualSequenceAgnosticMetrics

public DualSequenceAgnosticMetrics(SingleSequenceAgnosticMetrics ssam1,
                                   SingleSequenceAgnosticMetrics ssam2)
                            throws java.lang.Exception

DualSequenceAgnosticMetrics Constructor

Parameters:

ssam1 - First Sequence Metrics

ssam2 - Second Sequence Metrics

Throws:

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

Method Detail

components

public SingleSequenceAgnosticMetrics[] components()

Retrieve the Array of the Component Single Sequences

Returns:

The Array of the Component Single Sequences

cauchySchwarzAbsoluteBound

public double cauchySchwarzAbsoluteBound()
                                  throws java.lang.Exception

Retrieve the Cauchy-Schwarz Joint Expectation Bound

Returns:

The Cauchy-Schwarz Joint Expectation Bound

Throws:

java.lang.Exception - Thrown if the Cauchy-Schwarz Joint Expectation Bound cannot be computed