MultivariateDiscrete

java.lang.Object

org.drip.measure.statistics.MultivariateDiscrete

public class MultivariateDiscrete
extends java.lang.Object

MultivariateDiscrete analyzes and computes the Moment and Metric Statistics for the Realized Multivariate Sequence.

Module = Computational Core Module
Library = Numerical Analysis Library
Project = R^d Continuous/Discrete Probability Measures
Package = R¹ R^d Thin Thick Moments

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

MultivariateDiscrete(double[][] aadblSequence)
MultivariateDiscrete Constructor

Method Summary

Modifier and Type	Method	Description
`double[][]`	`correlation()`	Retrieve the Multivariate Correlation
`double[][]`	`covariance()`	Retrieve the Multivariate Covariance
`double[]`	`error()`	Retrieve the Multivariate Sequence "Error"
`double[]`	`mean()`	Retrieve the Multivariate Means
`double[]`	`standardDeviation()`	Retrieve the Multivariate Standard Deviation
`double[]`	`variance()`	Retrieve the Multivariate Variance

Methods inherited from class java.lang.Object

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

Constructor Details
- MultivariateDiscrete
  
  public MultivariateDiscrete(double[][] aadblSequence) throws java.lang.Exception
  
  MultivariateDiscrete Constructor
  
  Parameters:
  
  aadblSequence - The Array of Multivariate Realizations
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- mean
  
  public double[] mean()
  
  Retrieve the Multivariate Means
  
  Returns:
  
  The Multivariate Means
- error
  
  public double[] error()
  
  Retrieve the Multivariate Sequence "Error"
  
  Returns:
  
  The Multivariate Sequence "Error"
- covariance
  
  public double[][] covariance()
  
  Retrieve the Multivariate Covariance
  
  Returns:
  
  The Multivariate Covariance
- correlation
  
  public double[][] correlation()
  
  Retrieve the Multivariate Correlation
  
  Returns:
  
  The Multivariate Correlation
- variance
  
  public double[] variance()
  
  Retrieve the Multivariate Variance
  
  Returns:
  
  The Multivariate Variance
- standardDeviation
  
  public double[] standardDeviation()
  
  Retrieve the Multivariate Standard Deviation
  
  Returns:
  
  The Multivariate Standard Deviation