Package org.drip.sequence.functional

Class FlatMultivariateRandom

java.lang.Object

org.drip.function.definition.RdToR1

org.drip.sequence.functional.MultivariateRandom

org.drip.sequence.functional.FlatMultivariateRandom

public class FlatMultivariateRandom
extends MultivariateRandom

FlatMultivariateRandom contains the Implementation of the Flat Objective Function dependent on Multivariate Random Variables.

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
FlatMultivariateRandom(double dblFlatValue)	FlatMultivariateRandom Constructor

Method Summary

Modifier and Type	Method	Description
int	dimension()	Retrieve the Dimension of the Input Variate
double	evaluate(double[] adblVariate)	Evaluate for the given Input Variates
double	flatValue()	Retrieve the Flat Value

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

conditionalTargetVariateMetrics, conditionalTargetVariateMetrics, ghostTargetVariateMetrics, ghostTargetVariateMetrics, ghostTargetVariateMetrics, unconditionalTargetVariateMetrics

Methods inherited from class org.drip.function.definition.RdToR1

derivative, differential, gradient, gradientModulus, gradientModulusFunction, hessian, integrate, jacobian, maxima, minima, ValidateInput

Methods inherited from class java.lang.Object

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

Constructor Details

FlatMultivariateRandom

public FlatMultivariateRandom(double dblFlatValue)
                       throws java.lang.Exception

FlatMultivariateRandom Constructor

Parameters:

dblFlatValue - The Flat Value

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

flatValue

public double flatValue()

Retrieve the Flat Value

Returns:

The Flat Value

dimension

public int dimension()

Description copied from class: RdToR1

Retrieve the Dimension of the Input Variate

Specified by:

dimension in class RdToR1

Returns:

The Dimension of the Input Variate

evaluate

public double evaluate(double[] adblVariate)
                throws java.lang.Exception

Description copied from class: RdToR1

Evaluate for the given Input Variates

Specified by:

evaluate in class RdToR1

Parameters:

adblVariate - Array of Input Variates

Returns:

The Calculated Value

Throws:

java.lang.Exception - Thrown if the Evaluation cannot be done