org.drip.spaces.metric

Interface RdNormed

All Superinterfaces:

GeneralizedMetricVectorSpace, GeneralizedVector, RdGeneralizedVector

All Known Implementing Classes:

RdCombinatorialBall, RdCombinatorialBanach, RdCombinatorialHilbert, RdContinuousBall, RdContinuousBanach, RdContinuousHilbert

public interface RdNormed
extends GeneralizedMetricVectorSpace, RdGeneralizedVector

RdNormed Abstract Class implements the Normed, Bounded/Unbounded Continuous/Combinatorial l^p R^d Spaces. The Reference we've used is: - Carl, B., and I. Stephani (1990): Entropy, Compactness, and Approximation of Operators, Cambridge University Press, Cambridge UK.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
double	borelMeasureSpaceExpectation(RdToR1 funcRdToR1) Compute the Borel Measure Expectation for the specified R^d To R^1 Function over the full Input Space
Rd	borelSigmaMeasure() Retrieve the Borel Sigma R^d Probability Measure
double[]	populationMode() Retrieve the Population Mode
double	populationSupremumNorm() Compute the Population Supremum Norm of the Sample
double	sampleMetricNorm(double[] adblX) Compute the Metric Norm of the Sample
double	sampleSupremumNorm(double[] adblX) Compute the Supremum Norm of the Sample

Methods inherited from interface org.drip.spaces.metric.GeneralizedMetricVectorSpace

pNorm, populationMetricNorm

Methods inherited from interface org.drip.spaces.tensor.RdGeneralizedVector

dimension, leftDimensionEdge, rightDimensionEdge, validateInstance, vectorSpaces

Methods inherited from interface org.drip.spaces.tensor.GeneralizedVector

cardinality, hyperVolume, isPredictorBounded, leftEdge, match, rightEdge, subset

Method Detail

borelSigmaMeasure

Rd borelSigmaMeasure()

Retrieve the Borel Sigma R^d Probability Measure

Returns:

The Borel Sigma R^d Probability Measure

sampleSupremumNorm

double sampleSupremumNorm(double[] adblX)
                   throws java.lang.Exception

Compute the Supremum Norm of the Sample

Parameters:

adblX - The Sample

Returns:

The Supremum Norm of the Sample

Throws:

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

sampleMetricNorm

double sampleMetricNorm(double[] adblX)
                 throws java.lang.Exception

Compute the Metric Norm of the Sample

Parameters:

adblX - The Sample

Returns:

The Metric Norm of the Sample

Throws:

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

populationMode

double[] populationMode()

Retrieve the Population Mode

Returns:

The Population Mode

populationSupremumNorm

double populationSupremumNorm()
                       throws java.lang.Exception

Compute the Population Supremum Norm of the Sample

Returns:

The Population Supremum Norm of the Sample

Throws:

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

borelMeasureSpaceExpectation

double borelMeasureSpaceExpectation(RdToR1 funcRdToR1)
                             throws java.lang.Exception

Compute the Borel Measure Expectation for the specified R^d To R^1 Function over the full Input Space

Parameters:

funcRdToR1 - R^d To R^1 Function

Returns:

The Borel Measure Expectation for the specified R^d To R^1 Function over the full Input Space

Throws:

java.lang.Exception - Thrown if the Population Mode cannot be calculated