QuadraticResampler

java.lang.Object

org.drip.measure.discrete.QuadraticResampler

public class QuadraticResampler
extends java.lang.Object

QuadraticResampler Quadratically Re-samples the Input Points to Convert it to a Standard Normal.

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

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

QuadraticResampler(boolean bMeanCenter, boolean bDebias)
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[] adblSequence)`	Transform the Input R^1 Sequence by applying Quadratic Sampling
`double[][]`	`transform(double[][] aadblSequence)`	Transform the Input R^d 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 bMeanCenter, boolean bDebias) throws java.lang.Exception
  
  QuadraticResampler Constructor
  
  Parameters:
  
  bMeanCenter - TRUE - The Sequence is to be Mean Centered
  
  bDebias - 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[] adblSequence)
  
  Transform the Input R^1 Sequence by applying Quadratic Sampling
  
  Parameters:
  
  adblSequence - The Input R^1 Sequence
  
  Returns:
  
  The Transformed Sequence
- transform
  
  public double[][] transform(double[][] aadblSequence)
  
  Transform the Input R^d Sequence by applying Quadratic Sampling
  
  Parameters:
  
  aadblSequence - The Input R^d Sequence
  
  Returns:
  
  The Transformed Sequence