Uses of Class
org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Packages that use SingleSequenceAgnosticMetrics

Package	Description
org.drip.learning.rxtor1	Statistical Learning Empirical Loss Penalizer
org.drip.sequence.functional	Efron Stein Functional Supremum Bounds
org.drip.sequence.metrics	Sequence Bounds Agnostic Metrics Estimators
org.drip.sequence.random	Correlated Multi-Factor Sequence Generator

Uses of SingleSequenceAgnosticMetrics in org.drip.learning.rxtor1

Constructors in org.drip.learning.rxtor1 with parameters of type SingleSequenceAgnosticMetrics

Constructor	Description
EmpiricalPenaltySupremumMetrics(EmpiricalPenaltySupremumEstimator epse, SingleSequenceAgnosticMetrics[] aSSAM, MeasureConcentrationExpectationBound mceb)	EmpiricalPenaltySupremumMetrics Constructor

Uses of SingleSequenceAgnosticMetrics in org.drip.sequence.functional

Methods in org.drip.sequence.functional that return SingleSequenceAgnosticMetrics

Modifier and Type	Method	Description
SingleSequenceAgnosticMetrics	MultivariateRandom.conditionalTargetVariateMetrics(double[] adblNonTargetVariate, int iTargetVariateIndex, SingleSequenceAgnosticMetrics ssamTarget)	Compute the Target Variate Function Metrics Conditional on the specified Input Non-Target Variate Parameter Sequence
SingleSequenceAgnosticMetrics	MultivariateRandom.conditionalTargetVariateMetrics(SingleSequenceAgnosticMetrics[] aSSAM, int[] aiNonTargetVariateSequenceIndex, int iTargetVariateIndex)	Compute the Target Variate Function Metrics Conditional on the specified Input Non-target Variate Parameter Sequence
SingleSequenceAgnosticMetrics	MultivariateRandom.ghostTargetVariateMetrics(double[] adblNonTargetVariate, int iTargetVariateIndex, double[] adblTargetVariateGhostSample)	Compute the Target Variate Function Metrics conditional on the specified Input Non-Target Variate Parameter Sequence Off of the Target Variate Ghost Sample Sequence
SingleSequenceAgnosticMetrics	MultivariateRandom.ghostTargetVariateMetrics(SingleSequenceAgnosticMetrics[] aSSAM, int[] aiNonTargetVariateSequenceIndex, int iTargetVariateIndex, double[] adblTargetVariateGhostSample)	Compute the Target Variate Function Metrics conditional on the specified Input Non-Target Variate Parameter Sequence Off of the Target Variate Ghost Sample Sequence
SingleSequenceAgnosticMetrics	MultivariateRandom.ghostTargetVariateMetrics(SingleSequenceAgnosticMetrics[] aSSAM, int iTargetVariateIndex, double[] adblTargetVariateGhostSample)	Compute the Target Variate Function Metrics over the full Non-target Variate Empirical Distribution Off of the Target Variate Ghost Sample Sequence
SingleSequenceAgnosticMetrics[]	EfronSteinMetrics.ghostVariateVarianceMetrics(SingleSequenceAgnosticMetrics[] aSSAMGhost)	Compute the Function Sequence Agnostic Metrics associated with the Variance of each Variate Using the Supplied Ghost Variate Sequence
SingleSequenceAgnosticMetrics[]	EfronSteinMetrics.pivotedDifferenceSequenceMetrics(MultivariateRandom funcPivot)	Compute the Function Sequence Agnostic Metrics associated with each Variate around the Pivot Point provided by the Pivot Function
SingleSequenceAgnosticMetrics[]	EfronSteinMetrics.sequenceMetrics()	Retrieve the Array of the Single Sequence Agnostic Metrics
SingleSequenceAgnosticMetrics	FunctionSupremumUnivariateRandom.sequenceMetrics()	Generate the Function Metrics using the Underlying Variate Distribution
SingleSequenceAgnosticMetrics	FunctionSupremumUnivariateRandom.sequenceMetrics(double[] adblVariateSequence)	Generate the Function Metrics for the specified Variate Sequence
SingleSequenceAgnosticMetrics	FunctionSupremumUnivariateRandom.sequenceMetrics(double[] adblVariateSequence, double[] adblVariateWeight)	Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight
SingleSequenceAgnosticMetrics	IdempotentUnivariateRandom.sequenceMetrics()	Generate the Function Metrics using the Underlying Variate Distribution
SingleSequenceAgnosticMetrics	IdempotentUnivariateRandom.sequenceMetrics(double[] adblVariateSequence)	Generate the Function Metrics for the specified Variate Sequence
SingleSequenceAgnosticMetrics	IdempotentUnivariateRandom.sequenceMetrics(double[] adblVariateSequence, double[] adblVariateWeight)	Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight
SingleSequenceAgnosticMetrics[]	EfronSteinMetrics.symmetrizedDifferenceSequenceMetrics(SingleSequenceAgnosticMetrics[] aSSAMGhost)	Compute the Function Sequence Agnostic Metrics associated with each Variate using the specified Ghost Symmetric Variable Copy
SingleSequenceAgnosticMetrics	MultivariateRandom.unconditionalTargetVariateMetrics(SingleSequenceAgnosticMetrics[] aSSAM, int iTargetVariateIndex)	Compute the Target Variate Function Metrics over the full Non-target Variate Empirical Distribution
SingleSequenceAgnosticMetrics[]	EfronSteinMetrics.variateFunctionVarianceMetrics()	Compute the Function Sequence Agnostic Metrics associated with the Variance of each Variate

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

Modifier and Type	Method	Description
SingleSequenceAgnosticMetrics	MultivariateRandom.conditionalTargetVariateMetrics(double[] adblNonTargetVariate, int iTargetVariateIndex, SingleSequenceAgnosticMetrics ssamTarget)	Compute the Target Variate Function Metrics Conditional on the specified Input Non-Target Variate Parameter Sequence
SingleSequenceAgnosticMetrics	MultivariateRandom.conditionalTargetVariateMetrics(SingleSequenceAgnosticMetrics[] aSSAM, int[] aiNonTargetVariateSequenceIndex, int iTargetVariateIndex)	Compute the Target Variate Function Metrics Conditional on the specified Input Non-target Variate Parameter Sequence
double	EfronSteinMetrics.efronSteinSteeleBound(SingleSequenceAgnosticMetrics[] aSSAMGhost)	Compute the Efron-Stein-Steele Variance Upper Bound using the Ghost Variables
SingleSequenceAgnosticMetrics	MultivariateRandom.ghostTargetVariateMetrics(SingleSequenceAgnosticMetrics[] aSSAM, int[] aiNonTargetVariateSequenceIndex, int iTargetVariateIndex, double[] adblTargetVariateGhostSample)	Compute the Target Variate Function Metrics conditional on the specified Input Non-Target Variate Parameter Sequence Off of the Target Variate Ghost Sample Sequence
SingleSequenceAgnosticMetrics	MultivariateRandom.ghostTargetVariateMetrics(SingleSequenceAgnosticMetrics[] aSSAM, int iTargetVariateIndex, double[] adblTargetVariateGhostSample)	Compute the Target Variate Function Metrics over the full Non-target Variate Empirical Distribution Off of the Target Variate Ghost Sample Sequence
double	EfronSteinMetrics.ghostVarianceUpperBound(SingleSequenceAgnosticMetrics[] aSSAMGhost)	Compute the Variance Upper Bound using the Ghost Variables
SingleSequenceAgnosticMetrics[]	EfronSteinMetrics.ghostVariateVarianceMetrics(SingleSequenceAgnosticMetrics[] aSSAMGhost)	Compute the Function Sequence Agnostic Metrics associated with the Variance of each Variate Using the Supplied Ghost Variate Sequence
SingleSequenceAgnosticMetrics[]	EfronSteinMetrics.symmetrizedDifferenceSequenceMetrics(SingleSequenceAgnosticMetrics[] aSSAMGhost)	Compute the Function Sequence Agnostic Metrics associated with each Variate using the specified Ghost Symmetric Variable Copy
SingleSequenceAgnosticMetrics	MultivariateRandom.unconditionalTargetVariateMetrics(SingleSequenceAgnosticMetrics[] aSSAM, int iTargetVariateIndex)	Compute the Target Variate Function Metrics over the full Non-target Variate Empirical Distribution
double[][]	EfronSteinMetrics.variateSequence(SingleSequenceAgnosticMetrics[] aSSAM)	Extract the Full Variate Array Sequence

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

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

Uses of SingleSequenceAgnosticMetrics in org.drip.sequence.metrics

Subclasses of SingleSequenceAgnosticMetrics in org.drip.sequence.metrics

Modifier and Type	Class	Description
class	BoundedSequenceAgnosticMetrics	BoundedSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Bounded Sequence.
class	IntegerSequenceAgnosticMetrics	IntegerSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Integer Sequence.
class	PoissonSequenceAgnosticMetrics	PoissonSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Poisson Sequence.
class	UnitSequenceAgnosticMetrics	UnitSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Bounded [0, 1] Sequence.

Methods in org.drip.sequence.metrics that return SingleSequenceAgnosticMetrics

Modifier and Type	Method	Description
SingleSequenceAgnosticMetrics[]	DualSequenceAgnosticMetrics.components()	Retrieve the Array of the Component Single Sequences
SingleSequenceAgnosticMetrics	SingleSequenceAgnosticMetrics.functionSequenceMetrics(R1ToR1 au)	Generate the Metrics for the Univariate Function Sequence

Constructors in org.drip.sequence.metrics with parameters of type SingleSequenceAgnosticMetrics

Constructor	Description
DualSequenceAgnosticMetrics(SingleSequenceAgnosticMetrics ssam1, SingleSequenceAgnosticMetrics ssam2)	DualSequenceAgnosticMetrics Constructor

Uses of SingleSequenceAgnosticMetrics in org.drip.sequence.random

Methods in org.drip.sequence.random that return SingleSequenceAgnosticMetrics

Modifier and Type	Method	Description
SingleSequenceAgnosticMetrics	Bounded.sequence(int iNumEntry, R1Univariate distPopulation)
SingleSequenceAgnosticMetrics	BoundedUniformInteger.sequence(int iNumEntry, R1Univariate distPopulation)
SingleSequenceAgnosticMetrics	Poisson.sequence(int iNumEntry, R1Univariate distPopulation)
SingleSequenceAgnosticMetrics	UnivariateSequenceGenerator.sequence(int iNumEntry, R1Univariate distPopulation)	Generate a Random Sequence along with its Metrics