Package org.drip.measure.continuous

Class R1R1Distribution

java.lang.Object

org.drip.measure.continuous.R1R1Distribution

public abstract class R1R1Distribution
extends java.lang.Object

R1R1Distribution implements the Base Abstract Class behind Bivariate R¹ Distributions. It exports Methods for Incremental, Cumulative, and Inverse Cumulative Distribution Densities. It provides the following Functionality:

• Compute the Cumulative under the Distribution to the given Variate Pair
• Compute the Incremental under the Distribution between the Variate Pair
• Compute the Density under the Distribution at the given Variate Pair

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1R1Distribution()

Method Summary

Modifier and Type	Method	Description
abstract double	cumulative(double x, double y)	Compute the Cumulative under the Distribution to the given Variate Pair
abstract double	density(double x, double y)	Compute the Density under the Distribution at the given Variate Pair
abstract double	incremental(double xLeft, double yLeft, double xRight, double yRight)	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

R1R1Distribution

public R1R1Distribution()

Method Details

cumulative

public abstract double cumulative(double x,
double y)
                           throws java.lang.Exception

Compute the Cumulative under the Distribution to the given Variate Pair

Parameters:

x - R¹ The X Variate to which the Cumulative is to be computed

y - R¹ 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 xLeft,
double yLeft,
double xRight,
double yRight)
                            throws java.lang.Exception

Compute the Incremental under the Distribution between the Variate Pair

Parameters:

xLeft - R¹ Left X Variate from which the Cumulative is to be computed

yLeft - R¹ Left Y Variate from which the Cumulative is to be computed

xRight - R¹ Right X Variate to which the Cumulative is to be computed

yRight - R¹ 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 x,
double y)
                        throws java.lang.Exception

Compute the Density under the Distribution at the given Variate Pair

Parameters:

x - R¹ The Variate to which the Cumulative is to be computed

y - R¹ 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