Package org.drip.sequence.functional

Interface SeparableMultivariateRandom

All Known Implementing Classes:
GlivenkoCantelliFunctionSupremum, GlivenkoCantelliUniformDeviation
public interface SeparableMultivariateRandom
SeparableMultivariateRandom exposes the Variance of the Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.



Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double targetVariateVariance​(int iTargetVariateIndex)
    Compute the Variance associated with the Target Variate Function

  • Method Details

    • targetVariateVariance

      double targetVariateVariance​(int iTargetVariateIndex) throws java.lang.Exception
      Compute the Variance associated with the Target Variate Function
      Parameters:
      iTargetVariateIndex - The Target Variate Index
      Returns:
      Variance associated with the Target Variate Function
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid