Uses of Class
org.drip.function.definition.RdToR1

Packages that use RdToR1

Package	Description
org.drip.dynamics.kolmogorov	Fokker Planck Kolmogorov Forward/Backward
org.drip.fdm.cranknicolson	Finite Difference Crank-Nicolson Discretizer
org.drip.fdm.definition	Finite Difference PDE Evolver Schemes
org.drip.function.definition	Function Implementation Ancillary Support Objects
org.drip.function.rdtor1	Built-in Rd To R1 Functions
org.drip.function.rdtor1descent	Rd To R1 Gradient Descent Techniques
org.drip.function.rdtor1solver	Built-in R^d To R^1 Solvers
org.drip.learning.kernel	Statistical Learning Banach Mercer Kernels
org.drip.learning.regularization	Statistical Learning Empirical Loss Regularizer
org.drip.learning.rxtor1	Statistical Learning Empirical Loss Penalizer
org.drip.learning.svm	Kernel SVM Decision Function Operator
org.drip.measure.continuous	R1 Rd Continuous Random Measure
org.drip.optimization.constrained	KKT Fritz-John Constrained Optimizer
org.drip.portfolioconstruction.allocator	MVO Based Portfolio Allocation Construction
org.drip.portfolioconstruction.constraint	Portfolio Construction Constraint Term Suite
org.drip.portfolioconstruction.objective	Portfolio Construction Objective Term Suite
org.drip.portfolioconstruction.optimizer	Core Portfolio Construction Optimizer Suite
org.drip.sequence.custom	Glivenko Cantelli Supremum Deviation Bounds
org.drip.sequence.functional	Efron Stein Functional Supremum Bounds
org.drip.spaces.functionclass	Normed Finite Spaces Function Class
org.drip.spaces.metric	Hilbert/Banach Normed Metric Spaces
org.drip.spaces.rxtor1	Rx To R1 Normed Function Spaces

Uses of RdToR1 in org.drip.dynamics.kolmogorov

Methods in org.drip.dynamics.kolmogorov that return RdToR1

Modifier and Type	Method	Description
RdToR1	RdFokkerPlanck.steadyStatePDF()	Compute the Steady-State Probability Distribution Function, if any

Methods in org.drip.dynamics.kolmogorov with parameters of type RdToR1

Modifier and Type	Method	Description
RdProbabilityDensityFunction	RdFokkerPlanck.temporalPDF(RdToR1 intialProbabilityDensityFunction)	Compute the Temporal Probability Distribution Function, if any

Uses of RdToR1 in org.drip.fdm.cranknicolson

Methods in org.drip.fdm.cranknicolson that return RdToR1

Modifier and Type	Method	Description
RdToR1	CNDiscretizedEvolver1D.diffusionFunction()	Retrieve the Rd to R1 Diffusion Function

Constructors in org.drip.fdm.cranknicolson with parameters of type RdToR1

Constructor	Description
CNDiscretizedEvolver1D(EvolutionGrid1D evolutionGrid1D, RdToR1 diffusionFunction, boolean diagnosticsOn)	CNDiscretizedEvolver1D Constructor

Uses of RdToR1 in org.drip.fdm.definition

Methods in org.drip.fdm.definition that return RdToR1

Modifier and Type	Method	Description
RdToR1	SecondOrder1DPDE.stateResponseEvolutionFunction()	Retrieve the Rd to R1 State Response Evolution Function

Methods in org.drip.fdm.definition with parameters of type RdToR1

Modifier and Type	Method	Description
static Diffusion1DPDE	Diffusion1DPDE.Standard(R1ToR1 stateResponseFunction, RdToR1 diffusionFunction)	Construct a Standard Instance of Diffusion1DPDE

Constructors in org.drip.fdm.definition with parameters of type RdToR1

Constructor	Description
SecondOrder1DPDE(R1ToR1 stateResponseFunction, RdToR1 stateResponseEvolutionFunction)	SecondOrder1DPDE Constructor

Uses of RdToR1 in org.drip.function.definition

Methods in org.drip.function.definition that return RdToR1

Modifier and Type	Method	Description
RdToR1	RdToR1.gradientModulusFunction()	Generate the Gradient Modulus Function

Uses of RdToR1 in org.drip.function.rdtor1

Subclasses of RdToR1 in org.drip.function.rdtor1

Modifier and Type	Class	Description
class	AffineBoundMultivariate	AffineBoundMultivariate implements a Bounded Planar Linear Rd To R1 Function.
class	AffineMultivariate	AffineMultivariate implements a Planar Linear Rd To R1 Function using a Multivariate Vector.
class	CovarianceEllipsoidMultivariate	CovarianceEllipsoidMultivariate implements a Rd To R1 Co-variance Estimate of the specified Distribution.
class	LagrangianMultivariate	LagrangianMultivariate implements a Rd To R1 Multivariate Function along with the specified Set of Equality Constraints.
class	RiskObjectiveUtilityMultivariate	RiskObjectiveUtilityMultivariate implements the Risk Objective Rd To R1 Multivariate Function used in Portfolio Allocation.

Methods in org.drip.function.rdtor1 that return RdToR1

Modifier and Type	Method	Description
RdToR1[]	LagrangianMultivariate.constraintFunctions()	Retrieve the Array of the Constraint R^d To R^1 Function Instances
RdToR1	LagrangianMultivariate.objectiveFunction()	Retrieve the Objective R^d To R^1 Function Instance

Constructors in org.drip.function.rdtor1 with parameters of type RdToR1

Constructor	Description
LagrangianMultivariate(RdToR1 RdToR1Objective, RdToR1[] aRdToR1EqualityConstraint)	LagrangianMultivariate Constructor

Uses of RdToR1 in org.drip.function.rdtor1descent

Methods in org.drip.function.rdtor1descent with parameters of type RdToR1

Modifier and Type	Method	Description
LineEvolutionVerifierMetrics	ArmijoEvolutionVerifier.metrics(UnitVector targetDirectionUnitVector, double[] currentVariateArray, RdToR1 multivariateFunction, double stepLength)
LineEvolutionVerifierMetrics	CurvatureEvolutionVerifier.metrics(UnitVector targetDirectionUnitVector, double[] currentVariateArray, RdToR1 multivariateFunction, double stepLength)
abstract LineEvolutionVerifierMetrics	LineEvolutionVerifier.metrics(UnitVector targetDirectionUnitVector, double[] currentVariateArray, RdToR1 multivariateFunction, double stepLength)	Generate the Verifier Metrics for the Specified Inputs
LineEvolutionVerifierMetrics	WolfeEvolutionVerifier.metrics(UnitVector targetDirectionUnitVector, double[] currentVariateArray, RdToR1 multivariateFunction, double stepLength)
boolean	LineEvolutionVerifier.verify(UnitVector targetDirectionUnitVector, double[] currentVariateArray, RdToR1 multivariateFunction, double stepLength)	Verify if the specified Inputs satisfy the Criterion

Uses of RdToR1 in org.drip.function.rdtor1solver

Methods in org.drip.function.rdtor1solver that return RdToR1

Modifier and Type	Method	Description
RdToR1[]	BarrierFixedPointFinder.inequalityConstraintMultivariateFunctionArray()	Retrieve the Array of Inequality Constraints
RdToR1[]	InteriorFixedPointFinder.inequalityConstraintMultivariateFunctionArray()	Retrieve the Array of Inequality Constraint Function
RdToR1	BarrierFixedPointFinder.objectiveFunction()	Retrieve the Objective Function
RdToR1	FixedRdFinder.objectiveFunction()	Retrieve the Objective Function

Constructors in org.drip.function.rdtor1solver with parameters of type RdToR1

Constructor	Description
BarrierFixedPointFinder(RdToR1 objectiveFunction, RdToR1[] inequalityConstraintMultivariateFunctionArray, InteriorPointBarrierControl interiorPointBarrierControl, LineStepEvolutionControl lineStepEvolutionControl)	BarrierFixedPointFinder Constructor
InteriorFixedPointFinder(RdToR1 rdToR1ObjectiveFunction, RdToR1[] inequalityConstraintMultivariateFunctionArray, LineStepEvolutionControl lsec, ConvergenceControl cc, double barrierStrength)	InteriorFixedPointFinder Constructor
NewtonFixedPointFinder(RdToR1 objectiveFunction, LineStepEvolutionControl lineStepEvolutionControl, ConvergenceControl convergenceControl)	NewtonFixedPointFinder Constructor

Uses of RdToR1 in org.drip.learning.kernel

Methods in org.drip.learning.kernel that return RdToR1

Modifier and Type	Method	Description
RdToR1	IntegralOperator.kernelOperatorFunction()	Retrieve the R^d To R^1 Kernel Operator Function

Constructors in org.drip.learning.kernel with parameters of type RdToR1

Constructor	Description
IntegralOperator(SymmetricRdToNormedR1Kernel kernel, RdToR1 funcRdToR1, R1Normed r1OperatorOutput)	IntegralOperator Constructor

Uses of RdToR1 in org.drip.learning.regularization

Methods in org.drip.learning.regularization that return RdToR1

Modifier and Type	Method	Description
RdToR1	RegularizationFunction.rdTor1()	Retrieve the R^d To R^1 Regularization Function

Methods in org.drip.learning.regularization with parameters of type RdToR1

Modifier and Type	Method	Description
static RegularizerRdToR1	RegularizerBuilder.RdCombinatorialToR1Continuous(RdToR1 funcRegularizerRdToR1, NormedRdCombinatorialToR1Continuous funcSpaceRdToR1, double dblLambda)	Construct an Instance of R^d Combinatorial To R^1 Continuous Regularizer
static RegularizerRdToR1	RegularizerBuilder.RdContinuousToR1Continuous(RdToR1 funcRegularizerRdToR1, NormedRdContinuousToR1Continuous funcSpaceRdToR1, double dblLambda)	Construct an Instance of R^d Continuous To R^1 Continuous Regularizer
double	RegularizerRdCombinatorialToR1Continuous.structuralLoss(RdToR1 funcRdToR1, double[][] aadblX)
double	RegularizerRdContinuousToR1Continuous.structuralLoss(RdToR1 funcRdToR1, double[][] aadblX)
double	RegularizerRdToR1.structuralLoss(RdToR1 funcRdToR1, double[][] aadblX)	Compute the Regularization Sample Structural Loss
double	RegularizerRdCombinatorialToR1Continuous.structuralRisk(RdR1 distRdR1, RdToR1 funcRdToR1, double[][] aadblX, double[] adblY)
double	RegularizerRdContinuousToR1Continuous.structuralRisk(RdR1 distRdR1, RdToR1 funcRdToR1, double[][] aadblX, double[] adblY)
double	RegularizerRdToR1.structuralRisk(RdR1 distRdR1, RdToR1 funcRdToR1, double[][] aadblX, double[] adblY)	Compute the Regularization Sample Structural Loss
static RegularizerRdToR1	RegularizerBuilder.ToRdContinuous(RdToR1 funcRegularizerRdToR1, RdNormed rdInput, R1Continuous r1ContinuousOutput, double dblLambda)	Construct an Instance of R^d Combinatorial/Continuous To R^1 Continuous Regularizer

Constructors in org.drip.learning.regularization with parameters of type RdToR1

Constructor	Description
RegularizationFunction(R1ToR1 regR1ToR1, RdToR1 regRdToR1, double dblLambda)	RegularizationFunction Constructor
RegularizerRdCombinatorialToR1Continuous(RdToR1 funcRegularizerRdToR1, RdCombinatorialBanach rdCombinatorialInput, R1Continuous r1ContinuousOutput, double dblLambda)	RegularizerRdCombinatorialToR1Continuous Function Space Constructor
RegularizerRdContinuousToR1Continuous(RdToR1 funcRdToR1, RdContinuousBanach rdContinuousInput, R1Continuous r1ContinuousOutput, double dblLambda)	RegularizerRdContinuousToR1Continuous Function Space Constructor

Uses of RdToR1 in org.drip.learning.rxtor1

Subclasses of RdToR1 in org.drip.learning.rxtor1

Modifier and Type	Class	Description
class	EmpiricalPenaltySupremumEstimator	EmpiricalPenaltySupremumEstimator contains the Implementation of the Empirical Penalty Supremum Estimator dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.

Methods in org.drip.learning.rxtor1 that return RdToR1

Modifier and Type	Method	Description
RdToR1	EmpiricalPenaltySupremumEstimator.supremumRdToR1(double[][] aadblX)	Retrieve the Supremum R^d To R^1 Function Instance for the specified Variate Sequence

Methods in org.drip.learning.rxtor1 with parameters of type RdToR1

Modifier and Type	Method	Description
double	EmpiricalLearningMetricEstimator.empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Empirical Sample Loss
double	L1LossLearner.empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	LipschitzLossLearner.empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	LpLossLearner.empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	EmpiricalLearningMetricEstimator.empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Empirical Sample Risk
double	L1LossLearner.empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	LipschitzLossLearner.empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	LpLossLearner.empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	EmpiricalLearningMetricEstimator.regularizedLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Regularized Sample Loss (Empirical + Structural)
double	GeneralizedLearner.regularizedLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	EmpiricalLearningMetricEstimator.regularizedRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Regularized Sample Risk (Empirical + Structural)
double	GeneralizedLearner.regularizedRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	EmpiricalLearningMetricEstimator.structuralLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvvi)	Compute the Structural Sample Loss
double	GeneralizedLearner.structuralLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvvi)
double	EmpiricalLearningMetricEstimator.structuralRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Structural Sample Risk
double	GeneralizedLearner.structuralRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)

Uses of RdToR1 in org.drip.learning.svm

Subclasses of RdToR1 in org.drip.learning.svm

Modifier and Type	Class	Description
class	KernelRdDecisionFunction	KernelRdDecisionFunction implements the Kernel-based Rd Decision Function-Based SVM Functionality for Classification and Regression.
class	LinearRdDecisionFunction	LinearRdDecisionFunction implements the Linear-based Rd Decision Function-Based SVM Functionality for Classification and Regression.
class	RdDecisionFunction	RdDecisionFunction exposes the Rd Decision-Function Based SVM Functionality for Classification and Regression.

Uses of RdToR1 in org.drip.measure.continuous

Methods in org.drip.measure.continuous that return RdToR1

Modifier and Type	Method	Description
RdToR1	R1Multivariate.densityRdToR1()	Convert the Multivariate Density into an RdToR1 Functions Instance

Methods in org.drip.measure.continuous with parameters of type RdToR1

Modifier and Type	Method	Description
double	R1Multivariate.expectation(RdToR1 funcRdToR1)	Compute the Expectation of the Specified R^d To R^1 Function Instance

Uses of RdToR1 in org.drip.optimization.constrained

Methods in org.drip.optimization.constrained that return RdToR1

Modifier and Type	Method	Description
RdToR1[]	OptimizationFramework.activeConstraints(double[] adblVariate)	Retrieve the Array of Active Constraints
RdToR1[]	OptimizationFramework.equalityConstraint()	Retrieve the Array of R^d To R^1 Equality Constraint Functions
RdToR1[]	OptimizationFramework.inequalityConstraint()	Retrieve the Array of R^d To R^1 Inequality Constraint Functions
RdToR1	OptimizationFramework.objectiveFunction()	Retrieve the R^d To R^1 Objective Function

Constructors in org.drip.optimization.constrained with parameters of type RdToR1

Constructor	Description
OptimizationFramework(RdToR1 rdToR1Objective, RdToR1[] aRdToR1EqualityConstraint, RdToR1[] aRdToR1InequalityConstraint)	OptimizationFramework Constructor

Uses of RdToR1 in org.drip.portfolioconstruction.allocator

Methods in org.drip.portfolioconstruction.allocator that return RdToR1

Modifier and Type	Method	Description
RdToR1[]	HoldingsAllocationControl.equalityConstraintArray(AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Retrieve the Equality Constraint Rd To R1 Corresponding to the Specified Constraint Type
RdToR1	HoldingsAllocationControl.fullyInvestedConstraint()	Retrieve the Fully Invested Equality Constraint
RdToR1	HoldingsAllocationControl.returnsConstraint(AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Retrieve the Mandatory Returns Constraint
RdToR1	CustomRiskUtilitySettings.riskObjectiveUtility(java.lang.String[] assetIDArray, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Retrieve the Custom Risk Objective Utility Multivariate

Uses of RdToR1 in org.drip.portfolioconstruction.constraint

Methods in org.drip.portfolioconstruction.constraint that return RdToR1

Modifier and Type	Method	Description
RdToR1	LimitBudgetTermNet.rdtoR1()
RdToR1	LimitBudgetTermTransactionCharge.rdtoR1()
RdToR1	LimitChargeTermIssuer.rdtoR1()
RdToR1	LimitExposureTermAbsolute.rdtoR1()
RdToR1	LimitExposureTermIssuerLong.rdtoR1()
RdToR1	LimitExposureTermIssuerNet.rdtoR1()
RdToR1	LimitExposureTermIssuerShort.rdtoR1()
RdToR1	LimitExposureTermNet.rdtoR1()
RdToR1	LimitHoldingsTermAbsolute.rdtoR1()
RdToR1	LimitHoldingsTermIssuerLong.rdtoR1()
RdToR1	LimitHoldingsTermIssuerLongShort.rdtoR1()
RdToR1	LimitHoldingsTermIssuerNet.rdtoR1()
RdToR1	LimitHoldingsTermIssuerShort.rdtoR1()
RdToR1	LimitHoldingsTermIssuerWeightedAverage.rdtoR1()
RdToR1	LimitHoldingsTermModelDeviation.rdtoR1()
RdToR1	LimitNamesTermIssuerLong.rdtoR1()
RdToR1	LimitNamesTermIssuerShort.rdtoR1()
RdToR1	LimitNamesTermIssuerTotal.rdtoR1()
RdToR1	LimitRiskTermMarginal.rdtoR1()
RdToR1	LimitRiskTermVariance.rdtoR1()
RdToR1	LimitTaxTermGrossGains.rdtoR1()
RdToR1	LimitTaxTermGrossLoss.rdtoR1()
RdToR1	LimitTaxTermLiability.rdtoR1()
RdToR1	LimitTaxTermLongGains.rdtoR1()
RdToR1	LimitTaxTermNetGains.rdtoR1()
RdToR1	LimitTaxTermNetLoss.rdtoR1()
RdToR1	LimitThresholdTermIssuerLong.rdtoR1()
RdToR1	LimitThresholdTermIssuerNet.rdtoR1()
RdToR1	LimitThresholdTermIssuerShort.rdtoR1()
RdToR1	LimitTradesTermIssuerBuy.rdtoR1()
RdToR1	LimitTradesTermIssuerSell.rdtoR1()
RdToR1	LimitTradesTermIssuerTotal.rdtoR1()
RdToR1	LimitTurnoverTermIssuerBuy.rdtoR1()
RdToR1	LimitTurnoverTermIssuerNet.rdtoR1()
RdToR1	LimitTurnoverTermIssuerSell.rdtoR1()
RdToR1	LimitTurnoverTermIssuerShort.rdtoR1()

Uses of RdToR1 in org.drip.portfolioconstruction.objective

Methods in org.drip.portfolioconstruction.objective that return RdToR1

Modifier and Type	Method	Description
RdToR1	CustomNetTaxGainsTerm.rdtoR1()
RdToR1	ExpectedReturnsTerm.rdtoR1()
RdToR1	FixedChargeBuyTerm.rdtoR1()
RdToR1	FixedChargeSellTerm.rdtoR1()
RdToR1	FixedChargeTerm.rdtoR1()
RdToR1	GoldmanSachsShortfallTerm.rdtoR1()
RdToR1	LinearChargeBuyTerm.rdtoR1()
RdToR1	LinearChargeSellTerm.rdtoR1()
RdToR1	LinearChargeTerm.rdtoR1()
RdToR1	LongTiltTerm.rdtoR1()
RdToR1	MarketImpactChargeTerm.rdtoR1()
RdToR1	NetTaxGainsTerm.rdtoR1()
RdToR1	NetTiltTerm.rdtoR1()
RdToR1	ShortSellChargeTerm.rdtoR1()
RdToR1	ShortTiltTerm.rdtoR1()
RdToR1	StandardDeviationTerm.rdtoR1()
RdToR1	TaxLiabilityTerm.rdtoR1()
RdToR1	TransactionChargeTerm.rdtoR1()
RdToR1	VarianceTerm.rdtoR1()

Uses of RdToR1 in org.drip.portfolioconstruction.optimizer

Subclasses of RdToR1 in org.drip.portfolioconstruction.optimizer

Modifier and Type	Class	Description
class	ObjectiveFunction	ObjectiveFunction holds the Terms composing the Objective Function and their Weights.

Methods in org.drip.portfolioconstruction.optimizer that return RdToR1

Modifier and Type	Method	Description
abstract RdToR1	FormulationTerm.rdtoR1()	The Rd To R1 Formulation Term

Uses of RdToR1 in org.drip.sequence.custom

Subclasses of RdToR1 in org.drip.sequence.custom

Modifier and Type	Class	Description
class	GlivenkoCantelliFunctionSupremum	GlivenkoCantelliFunctionSupremum contains the Implementation of the Supremum Class Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.
class	GlivenkoCantelliUniformDeviation	GlivenkoCantelliUniformDeviation contains the Implementation of the Bounded Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.
class	KernelDensityEstimationL1	KernelDensityEstimationL1 implements the L1 Error Scheme Estimation for a Multivariate Kernel Density Estimator with Focus on establishing targeted Variate-Specific and Agnostic Bounds.
class	LongestCommonSubsequence	LongestCommonSubsequence contains Variance Bounds on the Critical Measures of the Longest Common Subsequence between two Strings.
class	OrientedPercolationFirstPassage	OrientedPercolationFirstPassage contains Variance Bounds on the Critical Measures of the Standard Problem of First Passage Time in Oriented Percolation.

Uses of RdToR1 in org.drip.sequence.functional

Subclasses of RdToR1 in org.drip.sequence.functional

Modifier and Type	Class	Description
class	BoundedMultivariateRandom	BoundedMultivariateRandom contains the Implementation of the Bounded Objective Function dependent on Multivariate Random Variables.
class	FlatMultivariateRandom	FlatMultivariateRandom contains the Implementation of the Flat Objective Function dependent on Multivariate Random Variables.
class	MultivariateRandom	MultivariateRandom contains the implementation of the objective Function dependent on Multivariate Random Variables.

Methods in org.drip.sequence.functional that return RdToR1

Modifier and Type	Method	Description
RdToR1	EfronSteinMetrics.function()	Retrieve the Multivariate Objective Function

Uses of RdToR1 in org.drip.spaces.functionclass

Methods in org.drip.spaces.functionclass that return RdToR1

Modifier and Type	Method	Description
RdToR1[]	NormedRdToNormedR1Finite.functionRdToR1Set()	Retrieve the Finite Class of Rd To R1 Functions

Uses of RdToR1 in org.drip.spaces.metric

Methods in org.drip.spaces.metric with parameters of type RdToR1

Modifier and Type	Method	Description
double	RdCombinatorialBanach.borelMeasureSpaceExpectation(RdToR1 rdToR1Function)
double	RdContinuousBanach.borelMeasureSpaceExpectation(RdToR1 rdToR1Function)
double	RdNormed.borelMeasureSpaceExpectation(RdToR1 rdToR1Function)	Compute the Borel Measure Expectation for the specified Rd To R1 Function over the full Input Space

Uses of RdToR1 in org.drip.spaces.rxtor1

Methods in org.drip.spaces.rxtor1 that return RdToR1

Modifier and Type	Method	Description
RdToR1	NormedRdToNormedR1.function()	Retrieve the Underlying RdToR1 Function

Constructors in org.drip.spaces.rxtor1 with parameters of type RdToR1

Constructor	Description
NormedRdCombinatorialToR1Continuous(RdCombinatorialBanach rdCombinatorialBanachInput, R1Continuous r1ContinuousOutput, RdToR1 rdToR1Function)	NormedRdCombinatorialToR1Continuous Function Space Constructor
NormedRdContinuousToR1Continuous(RdContinuousBanach rdContinuousBanachInput, R1Continuous r1ContinuousOutput, RdToR1 rdToR1Function)	NormedRdContinuousToR1Continuous Function Space Constructor