Package org.drip.measure.continuous

Class RdR1

java.lang.Object

org.drip.measure.continuous.RdR1

public abstract class RdR1
extends java.lang.Object

RdR1 implements the Base Abstract Class behind R^d X 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
RdR1()

Method Summary

Modifier and Type	Method	Description
abstract double	cumulative(double[] adblX, double dblY)	Compute the Cumulative under the Distribution to the given Variate Array/Variate Combination
abstract double	density(double[] adblX, double dblY)	Compute the Density under the Distribution at the given Variate Array/Variate
abstract double	incremental(double[] adblXLeft, double dblYLeft, double[] adblXRight, double dblYRight)	Compute the Incremental under the Distribution between the Variate Array/Variate Pair

Methods inherited from class java.lang.Object

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

Constructor Details

RdR1

public RdR1()

Method Details

cumulative

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

Compute the Cumulative under the Distribution to the given Variate Array/Variate Combination

Parameters:

adblX - R^d The Variate Array to which the Cumulative is to be computed

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

Returns:

The Cumulative under the Distribution to the given Variate Array/Variate Combination

Throws:

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

incremental

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

Compute the Incremental under the Distribution between the Variate Array/Variate Pair

Parameters:

adblXLeft - Left R^d Variate Array from which the Cumulative is to be computed

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

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

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

Returns:

The Incremental under the Distribution between the Variate Array/Variate Pair

Throws:

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

density

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

Compute the Density under the Distribution at the given Variate Array/Variate

Parameters:

adblX - R^d The Variate Array 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 Array/Variate

Throws:

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