Package org.drip.measure.lebesgue

Class RdUniform

java.lang.Object

org.drip.measure.continuous.Rd

org.drip.measure.lebesgue.RdUniform

public class RdUniform
extends Rd

RdUniform implements the R^d Lebesgue Measure Distribution that corresponds to a Uniform R^d d-Volume Space.

• 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
RdUniform(RdGeneralizedVector gmvs)	RdUniform Constructor

Method Summary

Modifier and Type	Method	Description
double	cumulative(double[] adblX)	Compute the Cumulative under the Distribution to the given Variaate Array
double	density(double[] adblX)	Compute the Density under the Distribution at the given Variate Array
double	incremental(double[] adblXLeft, double[] adblXRight)	Compute the Incremental under the Distribution between the 2 Variate Arrays
RdGeneralizedVector	measureSpace()	Retrieve the Vector Space Underlying the Measure

Methods inherited from class java.lang.Object

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

Constructor Details

RdUniform

public RdUniform(RdGeneralizedVector gmvs)
          throws java.lang.Exception

RdUniform Constructor

Parameters:

gmvs - The Vector Space Underlying the Measure

Throws:

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

Method Details

measureSpace

public RdGeneralizedVector measureSpace()

Retrieve the Vector Space Underlying the Measure

Returns:

The Vector Space Underlying the Measure

cumulative

public double cumulative(double[] adblX)
                  throws java.lang.Exception

Description copied from class: Rd

Compute the Cumulative under the Distribution to the given Variaate Array

Specified by:

cumulative in class Rd

Parameters:

adblX - 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 double incremental(double[] adblXLeft,
double[] adblXRight)
                   throws java.lang.Exception

Description copied from class: Rd

Compute the Incremental under the Distribution between the 2 Variate Arrays

Specified by:

incremental in class Rd

Parameters:

adblXLeft - Left Variate Array to which the Cumulative is to be computed

adblXRight - 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 double density(double[] adblX)
               throws java.lang.Exception

Description copied from class: Rd

Compute the Density under the Distribution at the given Variate Array

Specified by:

density in class Rd

Parameters:

adblX - Variate Array at which the Density needs to be computed

Returns:

The Density

Throws:

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