Package org.drip.measure.statistics

Class UnivariateDiscreteThin

java.lang.Object
org.drip.measure.statistics.UnivariateDiscreteThin
public class UnivariateDiscreteThin
extends java.lang.Object
UnivariateDiscreteThin analyzes and computes the "Thin" Statistics for the Realized Univariate Sequence. It provides the following Functionality:
  • Generate a UnivariateDiscreteThin Instance from the specified List of Double's
  • UnivariateDiscreteThin Constructor
  • Retrieve the Sequence Average
  • Retrieve the Sequence Error
  • Retrieve the Sequence Maximum
  • Retrieve the Sequence Minimum

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package R1 Rd Thin Thick Moments

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    UnivariateDiscreteThin​(double[] sequence)
    UnivariateDiscreteThin Constructor

  • Method Summary

    Modifier and Type Method Description
    double average()
    Retrieve the Sequence Average
    double error()
    Retrieve the Sequence Error
    static UnivariateDiscreteThin FromList​(java.util.List<java.lang.Double> r1List)
    Generate a UnivariateDiscreteThin Instance from the specified List of Double's
    double maximum()
    Retrieve the Sequence Maximum
    double minimum()
    Retrieve the Sequence Minimum

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • UnivariateDiscreteThin

      public UnivariateDiscreteThin​(double[] sequence) throws java.lang.Exception
      UnivariateDiscreteThin Constructor
      Parameters:
      sequence - The Univariate Sequence
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • FromList

      public static final UnivariateDiscreteThin FromList​(java.util.List<java.lang.Double> r1List)
      Generate a UnivariateDiscreteThin Instance from the specified List of Double's
      Parameters:
      r1List - The List of R1
      Returns:
      The UnivariateDiscreteThin Instance

    • average

      public double average()
      Retrieve the Sequence Average
      Returns:
      The Sequence Average

    • error

      public double error()
      Retrieve the Sequence Error
      Returns:
      The Sequence Error

    • maximum

      public double maximum()
      Retrieve the Sequence Maximum
      Returns:
      The Sequence Maximum

    • minimum

      public double minimum()
      Retrieve the Sequence Minimum
      Returns:
      The Sequence Minimum