Package org.drip.measure.continuous

Class MetaRdDistribution

java.lang.Object
org.drip.measure.continuous.RdDistribution
org.drip.measure.continuous.MetaRdDistribution
Direct Known Subclasses:
R1MultivariateNormal
public abstract class MetaRdDistribution
extends RdDistribution
MetaRdDistribution contains the Generalized R1 Multivariate Distributions. It provides the following Functionality:
  • Retrieve the Multivariate Meta Instance
  • Retrieve the Left Edge Bounding Multivariate
  • Retrieve the Right Edge Bounding Multivariate
  • Convert the Multivariate Density into an Rd To R1 Function Instance
  • Compute the Cumulative under the Distribution to the given Variate Values
  • Compute the Incremental under the Distribution between the 2 Multivariate Instances
  • Compute the Expectation of the Specified Rd To R1 Function Instance
  • Compute the Mean of the Distribution
  • Compute the Variance of the Distribution
  • Construct the Moment Generating Function

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package R1 and Rd Continuous Random Measure

Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double cumulative​(double[] variateArray)
    Compute the Cumulative under the Distribution to the given Variate Values
    RdToR1 densityRdToR1()
    Convert the Multivariate Density into an Rd To R1 Function Instance
    double expectation​(RdToR1 rdToR1)
    Compute the Expectation of the Specified Rd To R1 Function Instance
    double incremental​(double[] leftVariateArray, double[] rightVariateArray)
    Compute the Incremental under the Distribution between the 2 Multivariate Instances
    double[] leftEdge()
    Retrieve the Left Edge Bounding Multivariate
    double[] mean()
    Compute the Mean of the Distribution
    MetaRd meta()
    Retrieve the Multivariate Meta Instance
    RdToR1 momentGeneratingFunction()
    Construct the Moment Generating Function
    double[] rightEdge()
    Retrieve the Right Edge Bounding Multivariate
    double[] variance()
    Compute the Variance of the Distribution

    Methods inherited from class org.drip.measure.continuous.RdDistribution

    density

    Methods inherited from class java.lang.Object

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

  • Method Details

    • meta

      public MetaRd meta()
      Retrieve the Multivariate Meta Instance
      Returns:
      The Multivariate Meta Instance

    • leftEdge

      public double[] leftEdge()
      Retrieve the Left Edge Bounding Multivariate
      Returns:
      The Left Edge Bounding Multivariate

    • rightEdge

      public double[] rightEdge()
      Retrieve the Right Edge Bounding Multivariate
      Returns:
      The Right Edge Bounding Multivariate

    • densityRdToR1

      public RdToR1 densityRdToR1()
      Convert the Multivariate Density into an Rd To R1 Function Instance
      Returns:
      The Multivariate Density converted into an Rd To R1 Function Instance

    • cumulative

      public double cumulative​(double[] variateArray) throws java.lang.Exception
      Compute the Cumulative under the Distribution to the given Variate Values
      Specified by:
      cumulative in class RdDistribution
      Parameters:
      variateArray - Array of Variate Values to which the Cumulative is to be computed
      Returns:
      The Cumulative
      Throws:
      java.lang.Exception - Thrown if the Cumulative cannot be computed

    • incremental

      public double incremental​(double[] leftVariateArray, double[] rightVariateArray) throws java.lang.Exception
      Compute the Incremental under the Distribution between the 2 Multivariate Instances
      Specified by:
      incremental in class RdDistribution
      Parameters:
      leftVariateArray - Left Multivariate Instance to which the Cumulative is to be computed
      rightVariateArray - Right Multivariate Instance to which the Cumulative is to be computed
      Returns:
      The Incremental
      Throws:
      java.lang.Exception - Thrown if the Incremental cannot be computed

    • expectation

      public double expectation​(RdToR1 rdToR1) throws java.lang.Exception
      Compute the Expectation of the Specified Rd To R1 Function Instance
      Parameters:
      rdToR1 - The Rd To R1 Function Instance
      Returns:
      The Expectation of the Specified Rd To R1 Function Instance
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • mean

      public double[] mean()
      Compute the Mean of the Distribution
      Returns:
      The Mean of the Distribution

    • variance

      public double[] variance()
      Compute the Variance of the Distribution
      Returns:
      The Variance of the Distribution

    • momentGeneratingFunction

      public RdToR1 momentGeneratingFunction()
      Construct the Moment Generating Function
      Returns:
      The Moment Generating Function