Package org.drip.measure.lebesgue

Class R1PiecewiseDisplaced

java.lang.Object

org.drip.measure.continuous.R1Univariate

org.drip.measure.lebesgue.R1Uniform

org.drip.measure.lebesgue.R1PiecewiseDisplaced

public class R1PiecewiseDisplaced
extends R1Uniform

R1PiecewiseDisplaced implements the Displaced Piecewise Linear R¹ Distributions. It exports the Methods corresponding to the R¹ Lebesgue Base Class.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d Continuous/Discrete Probability Measures
• Package = Uniform Piece-wise Lebesgue Measure

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1PiecewiseDisplaced(double dblLeftPredictorOrdinateEdge, double dblRightPredictorOrdinateEdge, double[] adblPredictorOrdinate, double[] adblPiecewiseDensitySlope, double dblDensityDisplacement)	R1PiecewiseDisplaced Constructor

Method Summary

Modifier and Type	Method	Description
double	cumulative(double dblX)	Compute the cumulative under the distribution to the given value
double	density(double dblX)	Compute the Density under the Distribution at the given Variate
double	densityDisplacement()	Retrieve the Density Displacement
Array2D	histogram()	Retrieve the Univariate Weighted Histogram
double	invCumulative(double dblY)	Compute the inverse cumulative under the distribution corresponding to the given value
double[]	piecewiseDensitySlopes()	Retrieve the Array of Piecewise Density Slopes
double[]	predictorOrdinates()	Retrieve the Array of Predictor Ordinates
static R1PiecewiseDisplaced	Standard(double dblLeftPredictorOrdinateEdge, double dblRightPredictorOrdinateEdge, double[] adblPredictorOrdinate, double[] adblCumulativeProbability, double dblMean)	Calibrate an R1PiecewiseDisplaced Lebesgue Instance

Methods inherited from class org.drip.measure.lebesgue.R1Uniform

incremental, leftEdge, mean, rightEdge, support, variance

Methods inherited from class org.drip.measure.continuous.R1Univariate

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

Methods inherited from class java.lang.Object

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

Constructor Details

R1PiecewiseDisplaced

public R1PiecewiseDisplaced(double dblLeftPredictorOrdinateEdge,
double dblRightPredictorOrdinateEdge,
double[] adblPredictorOrdinate,
double[] adblPiecewiseDensitySlope,
double dblDensityDisplacement)
                     throws java.lang.Exception

R1PiecewiseDisplaced Constructor

Parameters:

dblLeftPredictorOrdinateEdge - Left Predictor Ordinate Edge

dblRightPredictorOrdinateEdge - Right Predictor Ordinate Edge

adblPredictorOrdinate - Array of Intermediate Predictor Ordinates

adblPiecewiseDensitySlope - Array of corresponding Piece-wise Density Slopes

dblDensityDisplacement - Uniform Density Displacement

Throws:

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

Method Details

Standard

public static final R1PiecewiseDisplaced Standard(double dblLeftPredictorOrdinateEdge,
double dblRightPredictorOrdinateEdge,
double[] adblPredictorOrdinate,
double[] adblCumulativeProbability,
double dblMean)

Calibrate an R1PiecewiseDisplaced Lebesgue Instance

Parameters:

dblLeftPredictorOrdinateEdge - Left Predictor Ordinate Edge

dblRightPredictorOrdinateEdge - Right Predictor Ordinate Edge

adblPredictorOrdinate - Array of Intermediate Predictor Ordinates

adblCumulativeProbability - Array of corresponding Cumulative Probabilities

dblMean - The Distribution Mean

Returns:

The R1PiecewiseDisplacedLebesgue Instance

predictorOrdinates

public double[] predictorOrdinates()

Retrieve the Array of Predictor Ordinates

Returns:

The Array of Predictor Ordinates

piecewiseDensitySlopes

public double[] piecewiseDensitySlopes()

Retrieve the Array of Piecewise Density Slopes

Returns:

The Array of Piecewise Density Slopes

densityDisplacement

public double densityDisplacement()

Retrieve the Density Displacement

Returns:

The Density Displacement

cumulative

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

Description copied from class: R1Univariate

Compute the cumulative under the distribution to the given value

Overrides:

cumulative in class R1Uniform

Parameters:

dblX - 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 dblY)
                     throws java.lang.Exception

Description copied from class: R1Univariate

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

Overrides:

invCumulative in class R1Uniform

Parameters:

dblY - 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 dblX)
               throws java.lang.Exception

Description copied from class: R1Univariate

Compute the Density under the Distribution at the given Variate

Overrides:

density in class R1Uniform

Parameters:

dblX - 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()

Description copied from class: R1Univariate

Retrieve the Univariate Weighted Histogram

Overrides:

histogram in class R1Uniform

Returns:

The Univariate Weighted Histogram