Package org.drip.measure.discontinuous

Class QuadraticResampler

java.lang.Object
org.drip.measure.discontinuous.QuadraticResampler
public class QuadraticResampler
extends java.lang.Object
QuadraticResampler Quadratically Re-samples the Input Points to Convert it to a Standard Normal. It provides the following Functionality:
  • QuadraticResampler Constructor
  • Indicate if the Sequence is to be Mean Centered
  • Indicate if the Sampling Bias needs to be Removed
  • Transform the Input R1 Sequence by applying Quadratic Sampling
  • Transform the Array of Input Rd Sequence by applying Quadratic Sampling

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package Antithetic, Quadratically Re-sampled, De-biased Distribution

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    QuadraticResampler​(boolean meanCenter, boolean debias)
    QuadraticResampler Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean debias()
    Indicate if the Sampling Bias needs to be Removed
    boolean meanCenter()
    Indicate if the Sequence is to be Mean Centered
    double[] transform​(double[] sequence)
    Transform the Input R1 Sequence by applying Quadratic Sampling
    double[][] transform​(double[][] sequenceArray)
    Transform the Array of Input Rd Sequence by applying Quadratic Sampling

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • QuadraticResampler

      public QuadraticResampler​(boolean meanCenter, boolean debias) throws java.lang.Exception
      QuadraticResampler Constructor
      Parameters:
      meanCenter - TRUE - The Sequence is to be Mean Centered
      debias - TRUE - Remove the Sampling Bias
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • meanCenter

      public boolean meanCenter()
      Indicate if the Sequence is to be Mean Centered
      Returns:
      TRUE - The Sequence is to be Mean Centered

    • debias

      public boolean debias()
      Indicate if the Sampling Bias needs to be Removed
      Returns:
      TRUE - The Sampling Bias needs to be Removed

    • transform

      public double[] transform​(double[] sequence)
      Transform the Input R1 Sequence by applying Quadratic Sampling
      Parameters:
      sequence - The Input R1 Sequence
      Returns:
      The Transformed Sequence

    • transform

      public double[][] transform​(double[][] sequenceArray)
      Transform the Array of Input Rd Sequence by applying Quadratic Sampling
      Parameters:
      sequenceArray - The Input Rd Sequence Array
      Returns:
      The Transformed Sequence