Package org.drip.measure.distribution

Class RdContinuous

java.lang.Object
org.drip.measure.distribution.RdContinuous
Direct Known Subclasses:
LabelledRdContinuousDistribution
public abstract class RdContinuous
extends java.lang.Object
RdContinuous implements the Base Abstract Class behind Rd Distributions. It exports Methods for incremental, cumulative, and inverse cumulative Distribution Densities. It provides the following Functionality:
  • Retrieve the State Dimension
  • Compute the Cumulative under the Distribution to the given Variate Array
  • Compute the Incremental under the Distribution between the 2 Variate Arrays
  • Compute the Density under the Distribution at the given Variate Array

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
    RdContinuous()  

  • Method Summary

    Modifier and Type Method Description
    abstract double cumulative​(double[] xArray)
    Compute the Cumulative under the Distribution to the given Variate Array
    abstract double density​(double[] xArray)
    Compute the Density under the Distribution at the given Variate Array
    abstract int dimension()
    Retrieve the State Dimension
    abstract double incremental​(double[] leftXArray, double[] rightXArray)
    Compute the Incremental under the Distribution between the 2 Variate Arrays

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • RdContinuous

      public RdContinuous()

  • Method Details

    • dimension

      public abstract int dimension()
      Retrieve the State Dimension
      Returns:
      The State Dimension

    • cumulative

      public abstract double cumulative​(double[] xArray) throws java.lang.Exception
      Compute the Cumulative under the Distribution to the given Variate Array
      Parameters:
      xArray - Variate Array to which the Cumulative is to be computed
      Returns:
      The Cumulative
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

    • incremental

      public abstract double incremental​(double[] leftXArray, double[] rightXArray) throws java.lang.Exception
      Compute the Incremental under the Distribution between the 2 Variate Arrays
      Parameters:
      leftXArray - Left Variate Array to which the Cumulative is to be computed
      rightXArray - Right Variate Array to which the Cumulative is to be computed
      Returns:
      The Incremental
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

    • density

      public abstract double density​(double[] xArray) throws java.lang.Exception
      Compute the Density under the Distribution at the given Variate Array
      Parameters:
      xArray - Variate Array at which the Density needs to be computed
      Returns:
      The Density
      Throws:
      java.lang.Exception - Thrown if the input is invalid