Uses of Class
org.drip.sequence.functional.MultivariateRandom

Packages that use MultivariateRandom

Package	Description
org.drip.learning.rxtor1	Statistical Learning Empirical Loss Penalizer
org.drip.sequence.custom	Glivenko Cantelli Supremum Deviation Bounds
org.drip.sequence.functional	Efron Stein Functional Supremum Bounds

Uses of MultivariateRandom in org.drip.learning.rxtor1

Subclasses of MultivariateRandom in org.drip.learning.rxtor1

Modifier and Type	Class	Description
class	EmpiricalPenaltySupremumEstimator	EmpiricalPenaltySupremumEstimator contains the Implementation of the Empirical Penalty Supremum Estimator dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.

Uses of MultivariateRandom in org.drip.sequence.custom

Subclasses of MultivariateRandom in org.drip.sequence.custom

Modifier and Type	Class	Description
class	GlivenkoCantelliFunctionSupremum	GlivenkoCantelliFunctionSupremum contains the Implementation of the Supremum Class Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.
class	GlivenkoCantelliUniformDeviation	GlivenkoCantelliUniformDeviation contains the Implementation of the Bounded Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.
class	KernelDensityEstimationL1	KernelDensityEstimationL1 implements the L1 Error Scheme Estimation for a Multivariate Kernel Density Estimator with Focus on establishing targeted Variate-Specific and Agnostic Bounds.
class	LongestCommonSubsequence	LongestCommonSubsequence contains Variance Bounds on the Critical Measures of the Longest Common Subsequence between two Strings.
class	OrientedPercolationFirstPassage	OrientedPercolationFirstPassage contains Variance Bounds on the Critical Measures of the Standard Problem of First Passage Time in Oriented Percolation.

Uses of MultivariateRandom in org.drip.sequence.functional

Subclasses of MultivariateRandom in org.drip.sequence.functional

Modifier and Type	Class	Description
class	BoundedMultivariateRandom	BoundedMultivariateRandom contains the Implementation of the Bounded Objective Function dependent on Multivariate Random Variables.
class	FlatMultivariateRandom	FlatMultivariateRandom contains the Implementation of the Flat Objective Function dependent on Multivariate Random Variables.

Methods in org.drip.sequence.functional with parameters of type MultivariateRandom

Modifier and Type	Method	Description
SingleSequenceAgnosticMetrics[]	EfronSteinMetrics.pivotedDifferenceSequenceMetrics(MultivariateRandom funcPivot)	Compute the Function Sequence Agnostic Metrics associated with each Variate around the Pivot Point provided by the Pivot Function
double	EfronSteinMetrics.pivotVarianceUpperBound(MultivariateRandom funcPivot)	Compute the Function Variance Upper Bound using the supplied Multivariate Pivoting Function

Constructors in org.drip.sequence.functional with parameters of type MultivariateRandom

Constructor	Description
EfronSteinMetrics(MultivariateRandom func, SingleSequenceAgnosticMetrics[] aSSAM)	EfronSteinMetrics Constructor