Package org.drip.measure.distribution

Class R1ContinuousUniformPiecewiseLinear

java.lang.Object

org.drip.measure.distribution.R1Continuous

org.drip.measure.distribution.R1ContinuousUniform

org.drip.measure.distribution.R1ContinuousUniformPiecewiseLinear

public class R1ContinuousUniformPiecewiseLinear
extends R1ContinuousUniform

R1ContinuousUniformPiecewiseLinear implements the Piecewise Linear R¹ Distributions. It exports the Methods corresponding to the R¹ Lebesgue Base Class. It provides the following Functionality:

• Calibrate an R1ContinuousUniformPiecewiseLinear Lebesgue Instance
• R1ContinuousUniformPiecewiseLinear Constructor
• Retrieve the Array of Predictor Ordinates
• Retrieve the Array of Piecewise Densities
• Compute the cumulative under the distribution to the given value
• Compute the inverse cumulative under the distribution corresponding to the given value
• Compute the Density under the Distribution at the given Variate
• Retrieve the Univariate Weighted Histogram

Module	Computational Core Module
Library	Numerical Analysis Library
Project	Rd Continuous/Discrete Probability Measures
Package	R1 and Rd Continuous Random Measure

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1ContinuousUniformPiecewiseLinear(double leftPredictorOrdinateEdge, double rightPredictorOrdinateEdge, double[] predictorOrdinateArray, double[] piecewiseDensityArray)	R1ContinuousUniformPiecewiseLinear Constructor

Method Summary

Modifier and Type	Method	Description
double	cumulative(double x)	Compute the cumulative under the distribution to the given value
double	density(double x)	Compute the Density under the Distribution at the given Variate
Array2D	histogram()	Retrieve the Univariate Weighted Histogram
double	invCumulative(double y)	Compute the inverse cumulative under the distribution corresponding to the given value
double[]	piecewiseDensityArray()	Retrieve the Array of Piecewise Densities
double[]	predictorOrdinateArray()	Retrieve the Array of Predictor Ordinates
static R1ContinuousUniformPiecewiseLinear	Standard(double leftPredictorOrdinateEdge, double rightPredictorOrdinateEdge, double[] predictorOrdinateArray, double[] cumulativeProbabilityArray)	Calibrate an R1ContinuousUniformPiecewiseLinear Lebesgue Instance

Methods inherited from class org.drip.measure.distribution.R1ContinuousUniform

incremental, leftSupport, mean, random, rightSupport, Standard, support, supported, variance

Methods inherited from class org.drip.measure.distribution.R1Continuous

bPOE, centralMoment, cvar, differentialEntropy, excessKurtosis, expectedShortfall, fisherInformation, iqr, kullbackLeiblerDivergence, median, mode, nonCentralMoment, populationCentralMeasures, probabilityGeneratingFunction, quadratureEstimator, quantile, randomArray, skewness, tukeyAnomaly, tukeyCriterion

Methods inherited from class java.lang.Object

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

Constructor Details

R1ContinuousUniformPiecewiseLinear

public R1ContinuousUniformPiecewiseLinear(double leftPredictorOrdinateEdge,
double rightPredictorOrdinateEdge,
double[] predictorOrdinateArray,
double[] piecewiseDensityArray)
                                   throws java.lang.Exception

R1ContinuousUniformPiecewiseLinear Constructor

Parameters:

leftPredictorOrdinateEdge - Left Predictor Ordinate Edge

rightPredictorOrdinateEdge - Right Predictor Ordinate Edge

predictorOrdinateArray - Array of Intermediate Predictor Ordinates

piecewiseDensityArray - Array of corresponding Piece-wise Densities

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

Method Details

Standard

public static final R1ContinuousUniformPiecewiseLinear Standard(double leftPredictorOrdinateEdge,
double rightPredictorOrdinateEdge,
double[] predictorOrdinateArray,
double[] cumulativeProbabilityArray)

Calibrate an R1ContinuousUniformPiecewiseLinear Lebesgue Instance

Parameters:

leftPredictorOrdinateEdge - Left Predictor Ordinate Edge

rightPredictorOrdinateEdge - Right Predictor Ordinate Edge

predictorOrdinateArray - Array of Intermediate Predictor Ordinates

cumulativeProbabilityArray - Array of corresponding Cumulative Probabilities

Returns:

The R1ContinuousUniformPiecewiseLinear Instance

predictorOrdinateArray

public double[] predictorOrdinateArray()

Retrieve the Array of Predictor Ordinates

Returns:

The Array of Predictor Ordinates

piecewiseDensityArray

public double[] piecewiseDensityArray()

Retrieve the Array of Piecewise Densities

Returns:

The Array of Piecewise Densities

cumulative

public double cumulative(double x)
                  throws java.lang.Exception

Compute the cumulative under the distribution to the given value

Overrides:

cumulative in class R1ContinuousUniform

Parameters:

x - Variate to which the cumulative is to be computed

Returns:

The cumulative

Throws:

java.lang.Exception - Thrown if the inputs are invalid

invCumulative

public double invCumulative(double y)
                     throws java.lang.Exception

Compute the inverse cumulative under the distribution corresponding to the given value

Overrides:

invCumulative in class R1ContinuousUniform

Parameters:

y - Value corresponding to which the inverse cumulative is to be computed

Returns:

The inverse cumulative

Throws:

java.lang.Exception - Thrown if the Input is invalid

density

public double density(double x)
               throws java.lang.Exception

Compute the Density under the Distribution at the given Variate

Overrides:

density in class R1ContinuousUniform

Parameters:

x - Variate at which the Density needs to be computed

Returns:

The Density

Throws:

java.lang.Exception - Thrown if the input is invalid

histogram

public Array2D histogram()

Retrieve the Univariate Weighted Histogram

Overrides:

histogram in class R1ContinuousUniform

Returns:

The Univariate Weighted Histogram