Package org.drip.measure.generators

Class RdMomentGeneratingFunction

java.lang.Object

org.drip.function.definition.RdToR1

org.drip.measure.generators.RdMomentGeneratingFunction

public class RdMomentGeneratingFunction
extends RdToR1

RdMomentGeneratingFunction implements the RdToR1 Moment Generating Function. The References are:

• Bulmer, M. G. (1979): Principles of Statistics Dover Garden City NY
• Casella, G., and R. L. Berger (2002): Statistical Inference 2^nd Edition Thompson Learning Novato CA
• Wikipedia (2025): Moment Generating Function https://en.wikipedia.org/wiki/Moment-generating_function

It provides the following Functionality:

• RdMomentGeneratingFunction Constructor
• Retrieve the Underlying R^d Distribution
• Retrieve the State Dimension
• Evaluate the Moment Generating Function at t

Module	Computational Core Module
Library	Numerical Analysis Library
Project	Rd Continuous/Discrete Probability Measures
Package	R1/Rd Moment/Probability Generating Functions

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
RdMomentGeneratingFunction(RdContinuous distribution)	RdMomentGeneratingFunction Constructor

Method Summary

Modifier and Type	Method	Description
int	dimension()	Retrieve the State Dimension
RdContinuous	distribution()	Retrieve the Underlying Rd Distribution
double	evaluate(double[] tArray)	Evaluate the Moment Generating Function at t

Methods inherited from class org.drip.function.definition.RdToR1

conditionNumber, conditionNumberL2, conditionNumberLInfinity, conditionNumberLp, derivative, differential, gradient, gradientModulus, gradientModulusFunction, hessian, integrate, jacobian, maxima, minima, ValidateInput

Methods inherited from class java.lang.Object

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

Constructor Details

RdMomentGeneratingFunction

public RdMomentGeneratingFunction(RdContinuous distribution)
                           throws java.lang.Exception

RdMomentGeneratingFunction Constructor

Parameters:

distribution - Underlying R¹ Distribution

Throws:

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

Method Details

distribution

public RdContinuous distribution()

Retrieve the Underlying R^d Distribution

Returns:

Underlying R^d Distribution

dimension

public int dimension()

Retrieve the State Dimension

Specified by:

dimension in class RdToR1

Returns:

The State Dimension

evaluate

public double evaluate(double[] tArray)
                throws java.lang.Exception

Evaluate the Moment Generating Function at t

Specified by:

evaluate in class RdToR1

Parameters:

tArray - MGF "t" Array

Returns:

Moment Generating Function evaluated at t

Throws:

java.lang.Exception - Thrown if the Moment Generating Function cannot be evaluated