Package org.drip.measure.realization

Class VertexRdSequence

java.lang.Object
org.drip.measure.realization.VertexRdSequence
public class VertexRdSequence
extends java.lang.Object
VertexRdSequence holds the Rd Realizations at the Individual Vertexes. It provides the following Functionality:
  • Construct a VertexRd Instance from the Rd Sequence
  • Empty VertexRdSequence Constructor
  • Retrieve the Vertex Rd List
  • Add the Vertex Index and its corresponding Realization
  • Retrieve the Vertex Realization given the Vertex Index
  • Flatten out into a 2D Array

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package Stochastic Jump Diffusion Vertex Edge

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    VertexRdSequence()
    Empty VertexRdSequence Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean add​(int vertexIndex, double[] realizationArray)
    Add the Vertex Index and its corresponding Realization
    double[][] flatform()
    Flatten out into a 2D Array
    static VertexRdSequence FromFlatForm​(double[][] sequenceArray)
    Construct a VertexRdSequence Instance from the Rd Sequence
    double[] indexRealization​(int vertexIndex)
    Retrieve the Vertex Realization given the Vertex Index
    java.util.List<double[]> nodeList()
    Retrieve the Vertex Rd List

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • VertexRdSequence

      public VertexRdSequence()
      Empty VertexRdSequence Constructor

  • Method Details

    • FromFlatForm

      public static final VertexRdSequence FromFlatForm​(double[][] sequenceArray)
      Construct a VertexRdSequence Instance from the Rd Sequence
      Parameters:
      sequenceArray - The Rd Sequence Array
      Returns:
      The VertexRdSequence Instance

    • nodeList

      public java.util.List<double[]> nodeList()
      Retrieve the Vertex Rd List
      Returns:
      The Vertex Rd List

    • add

      public boolean add​(int vertexIndex, double[] realizationArray)
      Add the Vertex Index and its corresponding Realization
      Parameters:
      vertexIndex - The Vertex Index
      realizationArray - The Rd Realization Array
      Returns:
      TRUE - The Vertex Index/Realization successfully added

    • indexRealization

      public double[] indexRealization​(int vertexIndex)
      Retrieve the Vertex Realization given the Vertex Index
      Parameters:
      vertexIndex - The Vertex Index
      Returns:
      Array of Vertex Realizations

    • flatform

      public double[][] flatform()
      Flatten out into a 2D Array
      Returns:
      The 2D Array of the VertexRd Realizations