BinaryIdempotentUnivariateRandom

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.OffsetIdempotent

org.drip.sequence.functional.IdempotentUnivariateRandom

org.drip.sequence.functional.BoundedIdempotentUnivariateRandom

org.drip.sequence.functional.BinaryIdempotentUnivariateRandom

public class BinaryIdempotentUnivariateRandom
extends BoundedIdempotentUnivariateRandom

BinaryIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Binary Idempotent Univariate Random Variable.

Module = Numerical Core Module
Library = Statistical Learning Library
Project = Sequence
Package = Functional

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`BinaryIdempotentUnivariateRandom(double dblOffset, R1Univariate dist, double dblVariateBound, double dblPositiveProbability)`	BinaryIdempotentUnivariateRandom Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`agnosticVarianceBound()`	Retrieve the Maximal Agnostic Variance Bound Over the Variate Range
`double`	`positiveProbability()`	Retrieve the Probability of reaching 1

Methods inherited from class org.drip.sequence.functional.BoundedIdempotentUnivariateRandom

variateBound

Methods inherited from class org.drip.sequence.functional.IdempotentUnivariateRandom

sequenceMetrics, sequenceMetrics, sequenceMetrics, underlyingDistribution

Methods inherited from class org.drip.function.r1tor1.OffsetIdempotent

derivative, evaluate, integrate, offset

Methods inherited from class org.drip.function.definition.R1ToR1

antiDerivative, differential, differential, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object

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

Constructor Details
- BinaryIdempotentUnivariateRandom
  
  public BinaryIdempotentUnivariateRandom(double dblOffset, R1Univariate dist, double dblVariateBound, double dblPositiveProbability) throws java.lang.Exception
  
  BinaryIdempotentUnivariateRandom Constructor
  
  Parameters:
  
  dblOffset - The Idempotent Offset
  
  dist - The Underlying Distribution
  
  dblVariateBound - The Variate Bound
  
  dblPositiveProbability - Probability of reaching 1
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- positiveProbability
  
  public double positiveProbability()
  
  Retrieve the Probability of reaching 1
  
  Returns:
  
  The Probability of reaching 1
- agnosticVarianceBound
  
  public double agnosticVarianceBound()
  
  Description copied from class: BoundedIdempotentUnivariateRandom
  
  Retrieve the Maximal Agnostic Variance Bound Over the Variate Range
  
  Overrides:
  
  agnosticVarianceBound in class BoundedIdempotentUnivariateRandom
  
  Returns:
  
  The Maximal Agnostic Bound over the Variate Range