Package org.drip.measure.continuous

Class Rd

java.lang.Object

org.drip.measure.continuous.Rd

Direct Known Subclasses:

RdUniform

public abstract class Rd
extends java.lang.Object

Rd implements the Base Abstract Class behind R^d 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
Rd()

Method Summary

Modifier and Type	Method	Description
abstract double	cumulative(double[] adblX)	Compute the Cumulative under the Distribution to the given Variaate Array
abstract double	density(double[] adblX)	Compute the Density under the Distribution at the given Variate Array
abstract double	incremental(double[] adblXLeft, double[] adblXRight)	Compute the Incremental under the Distribution between the 2 Variate Arrays

Methods inherited from class java.lang.Object

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

Constructor Details

Rd

public Rd()

Method Details

cumulative

public abstract double cumulative(double[] adblX)
                           throws java.lang.Exception

Compute the Cumulative under the Distribution to the given Variaate Array

Parameters:

adblX - Variate Array to which the Cumulative is to be computed

Returns:

The Cumulative

Throws:

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

incremental

public abstract double incremental(double[] adblXLeft,
double[] adblXRight)
                            throws java.lang.Exception

Compute the Incremental under the Distribution between the 2 Variate Arrays

Parameters:

adblXLeft - Left Variate Array to which the Cumulative is to be computed

adblXRight - Right Variate Array to which the Cumulative is to be computed

Returns:

The Incremental

Throws:

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

density

public abstract double density(double[] adblX)
                        throws java.lang.Exception

Compute the Density under the Distribution at the given Variate Array

Parameters:

adblX - Variate Array at which the Density needs to be computed

Returns:

The Density

Throws:

java.lang.Exception - Thrown if the input is invalid