Package org.drip.measure.continuous

Class RdR1Distribution

java.lang.Object

org.drip.measure.continuous.RdR1Distribution

public abstract class RdR1Distribution
extends java.lang.Object

RdR1Distribution implements the Base Abstract Class behind R^d X 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 Array/Variate Combination
• Compute the Incremental under the Distribution between the Variate Array/Variate Pair
• Compute the Density under the Distribution at the given Variate Array/Variate

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
RdR1Distribution()

Method Summary

Modifier and Type	Method	Description
abstract double	cumulative(double[] xArray, double y)	Compute the Cumulative under the Distribution to the given Variate Array/Variate Combination
abstract double	density(double[] xArray, double y)	Compute the Density under the Distribution at the given Variate Array/Variate
abstract double	incremental(double[] leftXArray, double leftY, double[] rightXArray, double rightY)	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

RdR1Distribution

public RdR1Distribution()

Method Details

cumulative

public abstract double cumulative(double[] xArray,
double y)
                           throws java.lang.Exception

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

Parameters:

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

y - R¹ 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[] leftXArray,
double leftY,
double[] rightXArray,
double rightY)
                            throws java.lang.Exception

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

Parameters:

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

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

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

rightY - Right R¹ 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[] xArray,
double y)
                        throws java.lang.Exception

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

Parameters:

xArray - R^d The Variate Array 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 Array/Variate

Throws:

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