Package org.drip.sequence.functional

Efron Stein Functional Supremum Bounds

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
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.

Class Summary

Class	Description
BinaryIdempotentUnivariateRandom	BinaryIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Binary Idempotent Univariate Random Variable.
BoundedIdempotentUnivariateRandom	BoundedIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Bounded Idempotent Univariate Random Variable.
BoundedMultivariateRandom	BoundedMultivariateRandom contains the Implementation of the Bounded Objective Function dependent on Multivariate Random Variables.
EfronSteinMetrics	EfronSteinMetrics contains the Variance-based non-exponential Sample Distribution/Bounding Metrics and Agnostic Bounds related to the Functional Transformation of the specified Sequence.
FlatMultivariateRandom	FlatMultivariateRandom contains the Implementation of the Flat Objective Function dependent on Multivariate Random Variables.
FunctionSupremumUnivariateRandom	FunctionSupremumUnivariateRandom contains the Implementation of the FunctionClassSupremum Objective Function dependent on Univariate Random Variable.
IdempotentUnivariateRandom	IdempotentUnivariateRandom contains the Implementation of the OffsetIdempotent Objective Function dependent on Univariate Random Variable.
MultivariateRandom	MultivariateRandom contains the implementation of the objective Function dependent on Multivariate Random Variables.