Package org.drip.measure.discontinuous

Class R1DiscreteDistribution

java.lang.Object
org.drip.measure.discontinuous.R1DiscreteDistribution
public class R1DiscreteDistribution
extends java.lang.Object
R1DiscreteDistribution implements the Discrete Distribution over the Combinatorial R1 Outcomes. It provides the following Functionality:
  • Generate an Standard Instance of Discrete R1DiscreteDistribution
  • Retrieve the Discrete Probability Map
  • Retrieve the Probability of the Instance Occurrence

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

  • Method Summary

    Modifier and Type Method Description
    double probability​(double x)
    Retrieve the Probability of the Instance Occurrence
    java.util.TreeMap<java.lang.Double,​java.lang.Double> probabilityMap()
    Retrieve the Discrete Probability Map
    static R1DiscreteDistribution Standard​(double[] instanceArray, double[] probabilityArray)
    Generate an Standard Instance of Discrete R1DiscreteDistribution

    Methods inherited from class java.lang.Object

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

  • Method Details

    • Standard

      public static R1DiscreteDistribution Standard​(double[] instanceArray, double[] probabilityArray)
      Generate an Standard Instance of Discrete R1DiscreteDistribution
      Parameters:
      instanceArray - Instance Array
      probabilityArray - Probability Array
      Returns:
      Standard Instance of Discrete R1DiscreteDistribution

    • probabilityMap

      public java.util.TreeMap<java.lang.Double,​java.lang.Double> probabilityMap()
      Retrieve the Discrete Probability Map
      Returns:
      The Discrete Probability Map

    • probability

      public double probability​(double x) throws java.lang.Exception
      Retrieve the Probability of the Instance Occurrence
      Parameters:
      x - Input Instance
      Returns:
      Probability of the Instance Occurrence
      Throws:
      java.lang.Exception - Thrown if the Input Instance is Invalid