DualSequenceAgnosticMetrics

java.lang.Object

org.drip.sequence.metrics.DualSequenceAgnosticMetrics

public class DualSequenceAgnosticMetrics
extends java.lang.Object

DualSequenceAgnosticMetrics contains the Joint Distribution Metrics and Agnostic Bounds related to the specified Sequence Pair.

Module = Numerical Core Module
Library = Statistical Learning Library
Project = Sequence
Package = Metrics

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

DualSequenceAgnosticMetrics(SingleSequenceAgnosticMetrics ssam1, SingleSequenceAgnosticMetrics ssam2)
DualSequenceAgnosticMetrics Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`cauchySchwarzAbsoluteBound()`	Retrieve the Cauchy-Schwarz Joint Expectation Bound
`SingleSequenceAgnosticMetrics[]`	`components()`	Retrieve the Array of the Component Single Sequences

Methods inherited from class java.lang.Object

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

Constructor Details
- DualSequenceAgnosticMetrics
  
  public DualSequenceAgnosticMetrics(SingleSequenceAgnosticMetrics ssam1, SingleSequenceAgnosticMetrics ssam2) throws java.lang.Exception
  
  DualSequenceAgnosticMetrics Constructor
  
  Parameters:
  
  ssam1 - First Sequence Metrics
  
  ssam2 - Second Sequence Metrics
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- components
  
  public SingleSequenceAgnosticMetrics[] components()
  
  Retrieve the Array of the Component Single Sequences
  
  Returns:
  
  The Array of the Component Single Sequences
- cauchySchwarzAbsoluteBound
  
  public double cauchySchwarzAbsoluteBound() throws java.lang.Exception
  
  Retrieve the Cauchy-Schwarz Joint Expectation Bound
  
  Returns:
  
  The Cauchy-Schwarz Joint Expectation Bound
  
  Throws:
  
  java.lang.Exception - Thrown if the Cauchy-Schwarz Joint Expectation Bound cannot be computed