Package org.drip.measure.continuous

Class R1R1

java.lang.Object

org.drip.measure.continuous.R1R1

public abstract class R1R1
extends java.lang.Object

R1R1 implements the Base Abstract Class behind Bivariate R¹ Distributions. It exports Methods for Incremental, Cumulative, and Inverse Cumulative Distribution Densities.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d Continuous/Discrete Probability Measures
• Package = R¹ and R^d Continuous Random Measure

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1R1()

Method Summary

Modifier and Type	Method	Description
abstract double	cumulative(double dblX, double dblY)	Compute the Cumulative under the Distribution to the given Variate Pair
abstract double	density(double dblX, double dblY)	Compute the Density under the Distribution at the given Variate Pair
abstract double	incremental(double dblXLeft, double dblYLeft, double dblXRight, double dblYRight)	Compute the Incremental under the Distribution between the Variate Pair

Methods inherited from class java.lang.Object

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

Constructor Details

R1R1

public R1R1()

Method Details

cumulative

public abstract double cumulative(double dblX,
double dblY)
                           throws java.lang.Exception

Compute the Cumulative under the Distribution to the given Variate Pair

Parameters:

dblX - R^1 The X Variate to which the Cumulative is to be computed

dblY - R^1 The Y Variate to which the Cumulative is to be computed

Returns:

The Cumulative under the Distribution to the given Variate Pair

Throws:

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

incremental

public abstract double incremental(double dblXLeft,
double dblYLeft,
double dblXRight,
double dblYRight)
                            throws java.lang.Exception

Compute the Incremental under the Distribution between the Variate Pair

Parameters:

dblXLeft - R^1 Left X Variate from which the Cumulative is to be computed

dblYLeft - R^1 Left Y Variate from which the Cumulative is to be computed

dblXRight - R^1 Right X Variate to which the Cumulative is to be computed

dblYRight - R^1 Right Y Variate to which the Cumulative is to be computed

Returns:

The Incremental under the Distribution between the Variate Pair

Throws:

java.lang.Exception - Thrown if the inputs are invalid

density

public abstract double density(double dblX,
double dblY)
                        throws java.lang.Exception

Compute the Density under the Distribution at the given Variate Pair

Parameters:

dblX - R^1 The Variate to which the Cumulative is to be computed

dblY - R^1 The Variate to which the Cumulative is to be computed

Returns:

The Density under the Distribution at the given Variate Pair

Throws:

java.lang.Exception - Thrown if the Input is Invalid