Package org.drip.measure.continuous

Class R1Multivariate

java.lang.Object
org.drip.measure.continuous.R1Multivariate
Direct Known Subclasses:
R1MultivariateNormal
public abstract class R1Multivariate
extends java.lang.Object
R1Multivariate contains the Generalized R1 Multivariate Distributions.

Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double cumulative​(double[] adblVariate)
    Compute the Cumulative under the Distribution to the given Variate Values
    abstract double density​(double[] adblVariate)
    Compute the Density under the Distribution at the given Multivariate
    RdToR1 densityRdToR1()
    Convert the Multivariate Density into an RdToR1 Functions Instance
    double expectation​(RdToR1 funcRdToR1)
    Compute the Expectation of the Specified R^d To R^1 Function Instance
    double incremental​(double[] adblVariateLeft, double[] adblVariateRight)
    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
    MultivariateMeta meta()
    Retrieve the Multivariate Meta Instance
    double[] rightEdge()
    Retrieve the Right Edge Bounding Multivariate
    double[] variance()
    Compute the Variance of the Distribution

    Methods inherited from class java.lang.Object

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

  • Method Details

    • meta

      public MultivariateMeta 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

    • density

      public abstract double density​(double[] adblVariate) throws java.lang.Exception
      Compute the Density under the Distribution at the given Multivariate
      Parameters:
      adblVariate - The Multivariate at which the Density needs to be computed
      Returns:
      The Density
      Throws:
      java.lang.Exception - Thrown if the Density cannot be computed

    • densityRdToR1

      public RdToR1 densityRdToR1()
      Convert the Multivariate Density into an RdToR1 Functions Instance
      Returns:
      The Multivariate Density converted into an RdToR1 Functions Instance

    • cumulative

      public double cumulative​(double[] adblVariate) throws java.lang.Exception
      Compute the Cumulative under the Distribution to the given Variate Values
      Parameters:
      adblVariate - 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[] adblVariateLeft, double[] adblVariateRight) throws java.lang.Exception
      Compute the Incremental under the Distribution between the 2 Multivariate Instances
      Parameters:
      adblVariateLeft - Left Multivariate Instance to which the Cumulative is to be computed
      adblVariateRight - 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 funcRdToR1) throws java.lang.Exception
      Compute the Expectation of the Specified R^d To R^1 Function Instance
      Parameters:
      funcRdToR1 - The R^d To R^1 Function Instance
      Returns:
      The Expectation of the Specified R^d To R^1 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