Package org.drip.measure.discrete

Antithetic, Quadratically Re-sampled, De-biased Distribution
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BoundedUniformIntegerDistribution
    BoundedUniformIntegerDistribution implements the Univariate Bounded Uniform Integer Distribution, with the Integer being generated between a (n inclusive) lower and an upper Bound.
    CorrelatedPathVertexDimension
    CorrelatedPathVertexDimension generates Correlated R^d Random Numbers at the specified Vertexes, over the Specified Paths.
    PoissonDistribution
    PoissonDistribution implements the Univariate Poisson Distribution using the specified Mean/Variance.
    QuadraticResampler
    QuadraticResampler Quadratically Re-samples the Input Points to Convert it to a Standard Normal.
    R1Distribution
    R1Distribution implements the Discrete Distribution over the Combinatorial R1 Outcomes.
    SequenceGenerator
    SequenceGenerator generates the specified Univariate Sequence of the Given Distribution Type.
    VertexRd
    VertexRd holds the Rd Realizations at the Individual Vertexes.