Package org.drip.numerical.rdintegration

Class QuadratureZoneDecomposerMetric

java.lang.Object
org.drip.numerical.rdintegration.QuadratureZoneDecomposerMetric
public class QuadratureZoneDecomposerMetric
extends java.lang.Object
QuadratureZoneDecomposerMetric holds the Optimization Metric of a Quadrature Zone corresponding to an Integration of Rd To R1 Objective Function. The References are:

  • Kroese, D. P., T. Taimre, and Z. I. Botev (2011): Handbook of Monte Carlo Methods John Wiley and Sons Hoboken NJ
  • MacKay, D. (2003): Information Theory, Inference, and Learning Algorithms Cambridge University Press New York NY
  • Newman, M. E. J., and G. T. Barkema (1999): Monte Carlo Methods in Statistical Physics Oxford University Press Oxford UK
  • Press, W. H., S. A. Teukolsky, W. T. Vetterling, B. P. Flannery (2007): Numerical Recipes: The Art of Scientific Computing 3rd Edition Cambridge University Press New York NY
  • Wikipedia (2025): Monte Carlo Integration https://en.wikipedia.org/wiki/Monte_Carlo_integration




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    QuadratureZoneDecomposerMetric​(int peakVarianceProxyDimension, double peakVarianceProxy)
    QuadratureZoneDecomposerMetric Constructor

  • Method Summary

    Modifier and Type Method Description
    double peakVarianceProxy()
    Retrieve the Peak Variance Proxy
    int peakVarianceProxyDimension()
    Retrieve the Maximum Swing Dimension Index
    java.lang.String toString()
    Convert the State to a JSON-lite Form
    java.lang.String toString​(java.lang.String prefix)
    Convert the State to a JSON-lite Form using a Prefix

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • QuadratureZoneDecomposerMetric

      public QuadratureZoneDecomposerMetric​(int peakVarianceProxyDimension, double peakVarianceProxy) throws java.lang.Exception
      QuadratureZoneDecomposerMetric Constructor
      Parameters:
      peakVarianceProxyDimension - Peak Variance Proxy Dimension
      peakVarianceProxy - Peak Variance Proxy
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • peakVarianceProxyDimension

      public int peakVarianceProxyDimension()
      Retrieve the Maximum Swing Dimension Index
      Returns:
      Maximum Swing Dimension Index

    • peakVarianceProxy

      public double peakVarianceProxy()
      Retrieve the Peak Variance Proxy
      Returns:
      Peak Variance Proxy

    • toString

      public java.lang.String toString​(java.lang.String prefix)
      Convert the State to a JSON-lite Form using a Prefix
      Parameters:
      prefix - Prefix
      Returns:
      State to a JSON-lite Form using a Prefix

    • toString

      public java.lang.String toString()
      Convert the State to a JSON-lite Form
      Overrides:
      toString in class java.lang.Object
      Returns:
      State to a JSON-lite Form