Package org.drip.measure.state

Class LabelledRdContinuousDistribution

java.lang.Object
org.drip.measure.distribution.RdContinuous
org.drip.measure.state.LabelledRdContinuousDistribution
Direct Known Subclasses:
R1MultivariateNormal
public abstract class LabelledRdContinuousDistribution
extends RdContinuous
LabelledRdContinuousDistribution contains the Generalized, Labelled R1 Multivariate Distributions. It provides the following Functionality:
  • Retrieve the Multivariate Meta Instance
  • Retrieve the State Dimension
  • Retrieve the Left Edge Bounding Multivariate
  • Retrieve the Right Edge Bounding Multivariate
  • Convert the Multivariate Density into an Rd To R1 Function Instance
  • Compute the Cumulative under the Distribution to the given Variate Values
  • Compute the Incremental under the Distribution between the 2 Multivariate Instances
  • Compute the Expectation of the Specified Rd To R1 Function Instance
  • Compute the Mean of the Distribution
  • Compute the Variance of the Distribution
  • Construct the Moment Generating Function

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package R1 and Rd Continuous Random Measure

Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double cumulative​(double[] variateArray)
    Compute the Cumulative under the Distribution to the given Variate Values
    RdToR1 densityRdToR1()
    Convert the Multivariate Density into an Rd To R1 Function Instance
    int dimension()
    Retrieve the State Dimension
    double expectation​(RdToR1 rdToR1)
    Compute the Expectation of the Specified Rd To R1 Function Instance
    double incremental​(double[] leftVariateArray, double[] rightVariateArray)
    Compute the Incremental under the Distribution between the 2 Multivariate Instances
    double[] leftEdgeArray()
    Retrieve the Array of Left Edge Bounding Multivariate
    double[] mean()
    Compute the Mean of the Distribution
    RdToR1 momentGeneratingFunction()
    Construct the Moment Generating Function
    double[] rightEdgeArray()
    Retrieve the Array of Right Edge Bounding Multivariate
    LabelledRd stateLabels()
    Retrieve the Multivariate Distribution State Labels
    double[] variance()
    Compute the Variance of the Distribution

    Methods inherited from class org.drip.measure.distribution.RdContinuous

    density

    Methods inherited from class java.lang.Object

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

  • Method Details

    • stateLabels

      public LabelledRd stateLabels()
      Retrieve the Multivariate Distribution State Labels
      Returns:
      The Multivariate Distribution State Labels

    • dimension

      public int dimension()
      Retrieve the State Dimension
      Specified by:
      dimension in class RdContinuous
      Returns:
      The State Dimension

    • leftEdgeArray

      public double[] leftEdgeArray()
      Retrieve the Array of Left Edge Bounding Multivariate
      Returns:
      The Array of Left Edge Bounding Multivariate

    • rightEdgeArray

      public double[] rightEdgeArray()
      Retrieve the Array of Right Edge Bounding Multivariate
      Returns:
      The Array of Right Edge Bounding Multivariate

    • densityRdToR1

      public RdToR1 densityRdToR1()
      Convert the Multivariate Density into an Rd To R1 Function Instance
      Returns:
      The Multivariate Density converted into an Rd To R1 Function Instance

    • cumulative

      public double cumulative​(double[] variateArray) throws java.lang.Exception
      Compute the Cumulative under the Distribution to the given Variate Values
      Specified by:
      cumulative in class RdContinuous
      Parameters:
      variateArray - Array of Variate Values to which the Cumulative is to be computed
      Returns:
      The Cumulative
      Throws:
      java.lang.Exception - Thrown if the Cumulative cannot be computed

    • incremental

      public double incremental​(double[] leftVariateArray, double[] rightVariateArray) throws java.lang.Exception
      Compute the Incremental under the Distribution between the 2 Multivariate Instances
      Specified by:
      incremental in class RdContinuous
      Parameters:
      leftVariateArray - Left Multivariate Instance to which the Cumulative is to be computed
      rightVariateArray - Right Multivariate Instance to which the Cumulative is to be computed
      Returns:
      The Incremental
      Throws:
      java.lang.Exception - Thrown if the Incremental cannot be computed

    • expectation

      public double expectation​(RdToR1 rdToR1) throws java.lang.Exception
      Compute the Expectation of the Specified Rd To R1 Function Instance
      Parameters:
      rdToR1 - The Rd To R1 Function Instance
      Returns:
      The Expectation of the Specified Rd To R1 Function Instance
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • mean

      public double[] mean()
      Compute the Mean of the Distribution
      Returns:
      The Mean of the Distribution

    • variance

      public double[] variance()
      Compute the Variance of the Distribution
      Returns:
      The Variance of the Distribution

    • momentGeneratingFunction

      public RdToR1 momentGeneratingFunction()
      Construct the Moment Generating Function
      Returns:
      The Moment Generating Function