Package org.drip.measure.discontinuous

Antithetic, Quadratically Re-sampled, De-biased Distribution
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CorrelatedFactorsPathVertexRealization
    CorrelatedFactorsPathVertexRealization generates Correlated Rd Random Numbers at the specified Vertexes, over the Specified Paths.
    QuadraticResampler
    QuadraticResampler Quadratically Re-samples the Input Points to Convert it to a Standard Normal.
    R1DiscreteDistribution
    R1DiscreteDistribution implements the Discrete Distribution over the Combinatorial R1 Outcomes.
    RandomSequenceGenerator
    RandomSequenceGenerator generates the specified Univariate Sequence of the Given Distribution Type.
    VertexRd
    VertexRd holds the Rd Realizations at the Individual Vertexes.