Package org.drip.sequence.functional

Class FunctionSupremumUnivariateRandom

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.FunctionClassSupremum

org.drip.sequence.functional.FunctionSupremumUnivariateRandom

public class FunctionSupremumUnivariateRandom
extends FunctionClassSupremum

FunctionSupremumUnivariateRandom contains the Implementation of the FunctionClassSupremum Objective Function dependent on Univariate Random Variable.

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
FunctionSupremumUnivariateRandom(R1ToR1[] aAUClass, R1Univariate dist)	FunctionSupremumUnivariateRandom Constructor

Method Summary

Modifier and Type	Method	Description
SingleSequenceAgnosticMetrics	sequenceMetrics()	Generate the Function Metrics using the Underlying Variate Distribution
SingleSequenceAgnosticMetrics	sequenceMetrics(double[] adblVariateSequence)	Generate the Function Metrics for the specified Variate Sequence
SingleSequenceAgnosticMetrics	sequenceMetrics(double[] adblVariateSequence, double[] adblVariateWeight)	Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight
R1Univariate	underlyingDistribution()	Retrieve the Underlying Distribution

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

derivative, evaluate, functionClass, integrate, supremumFunction

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

antiDerivative, conditionNumber, 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

FunctionSupremumUnivariateRandom

public FunctionSupremumUnivariateRandom(R1ToR1[] aAUClass,
R1Univariate dist)
                                 throws java.lang.Exception

FunctionSupremumUnivariateRandom Constructor

Parameters:

aAUClass - Array of Functions in the Class

dist - The Underlying Distribution

Throws:

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

Method Details

sequenceMetrics

public SingleSequenceAgnosticMetrics sequenceMetrics(double[] adblVariateSequence,
double[] adblVariateWeight)

Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight

Parameters:

adblVariateSequence - The specified Variate Sequence

adblVariateWeight - The specified Variate Weight

Returns:

The Function Sequence Metrics

sequenceMetrics

public SingleSequenceAgnosticMetrics sequenceMetrics(double[] adblVariateSequence)

Generate the Function Metrics for the specified Variate Sequence

Parameters:

adblVariateSequence - The specified Variate Sequence

Returns:

The Function Sequence Metrics

sequenceMetrics

public SingleSequenceAgnosticMetrics sequenceMetrics()

Generate the Function Metrics using the Underlying Variate Distribution

Returns:

The Function Sequence Metrics

underlyingDistribution

public R1Univariate underlyingDistribution()

Retrieve the Underlying Distribution

Returns:

The Underlying Distribution