Package org.drip.sequence.metrics

Class IntegerSequenceAgnosticMetrics

java.lang.Object

org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

org.drip.sequence.metrics.IntegerSequenceAgnosticMetrics

public class IntegerSequenceAgnosticMetrics
extends SingleSequenceAgnosticMetrics

IntegerSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Integer Sequence.

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
IntegerSequenceAgnosticMetrics(double[] adblSequence, R1Univariate distPopulation)	Build out the Sequence and their Metrics

Method Summary

Modifier and Type	Method	Description
double	probEqualToZeroUpperBound()	Retrieve the Upper Bound on Probability of X = 0
double	probGreaterThanZeroUpperBound()	Retrieve the Upper Bound on Probability of X gt 0

Methods inherited from class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

centralMomentBound, chebyshevAssociationBound, chebyshevBound, chebyshevCantelliBound, empiricalAnchorMoment, empiricalCentralMoment, empiricalExpectation, empiricalRawMoment, empiricalVariance, functionSequenceMetrics, isPositive, markovUpperProbabilityBound, populationDistribution, populationMean, populationVariance, sequence, weakLawAverageBounds

Methods inherited from class java.lang.Object

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

Constructor Details

IntegerSequenceAgnosticMetrics

public IntegerSequenceAgnosticMetrics(double[] adblSequence,
R1Univariate distPopulation)
                               throws java.lang.Exception

Build out the Sequence and their Metrics

Parameters:

adblSequence - Array of Sequence Entries

distPopulation - The True Underlying Generator Distribution of the Population

Throws:

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

Method Details

probGreaterThanZeroUpperBound

public double probGreaterThanZeroUpperBound()
                                     throws java.lang.Exception

Retrieve the Upper Bound on Probability of X gt 0

Returns:

The Upper Bound on Probability of X gt 0

Throws:

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

probEqualToZeroUpperBound

public double probEqualToZeroUpperBound()
                                 throws java.lang.Exception

Retrieve the Upper Bound on Probability of X = 0

Returns:

The Upper Bound on Probability of X = 0

Throws:

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