Uses of Interface
org.drip.spaces.instance.GeneralizedValidatedVector
Package | Description |
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org.drip.learning.rxtor1 |
Statistical Learning Empirical Loss Penalizer
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org.drip.spaces.cover |
Vector Spaces Covering Number Estimator
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org.drip.spaces.functionclass |
Normed Finite Spaces Function Class
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org.drip.spaces.instance |
Validated Continuous/Combinatorial Metric Spaces
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org.drip.spaces.rxtor1 |
Rx To R1 Normed Function Spaces
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org.drip.spaces.rxtord |
Rx To Rd Normed Function Spaces
|
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Uses of GeneralizedValidatedVector in org.drip.learning.rxtor1
Methods in org.drip.learning.rxtor1 that return GeneralizedValidatedVector Modifier and Type Method Description GeneralizedValidatedVector
EmpiricalPenaltySupremumEstimator. empiricalOutcomes()
Retrieve the Validated Outcome InstanceMethods in org.drip.learning.rxtor1 with parameters of type GeneralizedValidatedVector Modifier and Type Method Description double
EmpiricalLearningMetricEstimator. empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Empirical Sample Lossdouble
EmpiricalLearningMetricEstimator. empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Empirical Sample Lossdouble
L1LossLearner. empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
L1LossLearner. empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
LipschitzLossLearner. empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
LipschitzLossLearner. empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
LpLossLearner. empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
LpLossLearner. empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
EmpiricalLearningMetricEstimator. empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Empirical Sample Riskdouble
EmpiricalLearningMetricEstimator. empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Empirical Sample Riskdouble
L1LossLearner. empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
L1LossLearner. empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
LipschitzLossLearner. empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
LipschitzLossLearner. empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
LpLossLearner. empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
LpLossLearner. empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
GeneralizedLearner. genericCoveringProbabilityBound(GeneralizedValidatedVector gvvi, int iSampleSize, double dblEpsilon, boolean bSupremum)
Compute the Sample/Data Dependent Upper Bound of the Probability of the Absolute Deviation between the Empirical and the Population Means using the Function Class Supremum Covering Number for General-Purpose Learningdouble
GeneralizedLearner. genericCoveringSampleSize(GeneralizedValidatedVector gvvi, double dblEpsilon, double dblDeviationUpperProbabilityBound, boolean bSupremum)
Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for the Specified Empirical Deviation using the Covering Number Convergence Bounds.double
ApproximateLipschitzLossLearner. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)
double
EmpiricalLearningMetricEstimator. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)
Retrieve the Loss Class Sample Covering Number - L-Infinity or L-p based Baseddouble
L1LossLearner. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)
double
LipschitzLossLearner. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)
double
LpLossLearner. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)
double
GeneralizedLearner. regressorCoveringProbabilityBound(GeneralizedValidatedVector gvvi, int iSampleSize, double dblEpsilon, boolean bSupremum)
Compute the Sample/Data Dependent Upper Bound of the Probability of the Absolute Deviation between the Empirical and the Population Means using the Function Class Supremum Covering Number for Regression Learningdouble
GeneralizedLearner. regressorCoveringSampleSize(GeneralizedValidatedVector gvvi, double dblEpsilon, double dblDeviationUpperProbabilityBound, boolean bSupremum)
Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for the Specified Empirical Deviation using the Covering Number Convergence Bounds for Regression Learning.double
EmpiricalLearningMetricEstimator. regularizedLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Regularized Sample Loss (Empirical + Structural)double
EmpiricalLearningMetricEstimator. regularizedLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Regularized Sample Loss (Empirical + Structural)double
GeneralizedLearner. regularizedLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
GeneralizedLearner. regularizedLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
EmpiricalLearningMetricEstimator. regularizedRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Regularized Sample Risk (Empirical + Structural)double
EmpiricalLearningMetricEstimator. regularizedRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Regularized Sample Risk (Empirical + Structural)double
GeneralizedLearner. regularizedRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
GeneralizedLearner. regularizedRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
EmpiricalLearningMetricEstimator. structuralLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvvi)
Compute the Structural Sample Lossdouble
EmpiricalLearningMetricEstimator. structuralLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvvi)
Compute the Structural Sample Lossdouble
GeneralizedLearner. structuralLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvvi)
double
GeneralizedLearner. structuralLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvvi)
double
EmpiricalLearningMetricEstimator. structuralRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Structural Sample Riskdouble
EmpiricalLearningMetricEstimator. structuralRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Structural Sample Riskdouble
GeneralizedLearner. structuralRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double
GeneralizedLearner. structuralRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
EmpiricalPenaltySupremum
EmpiricalPenaltySupremumEstimator. supremum(GeneralizedValidatedVector gvviX)
Compute the Empirical Penalty Supremum for the specified R^1/R^d Input SpaceEmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumEmpiricalLoss(GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Supremum Empirical Sample LossEmpiricalPenaltySupremum
GeneralizedLearner. supremumEmpiricalLoss(GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
EmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumEmpiricalRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Supremum Empirical Sample RiskEmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumEmpiricalRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Supremum Empirical Sample RiskEmpiricalPenaltySupremum
GeneralizedLearner. supremumEmpiricalRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
EmpiricalPenaltySupremum
GeneralizedLearner. supremumEmpiricalRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
EmpiricalPenaltySupremum
EmpiricalPenaltySupremumEstimator. supremumR1(GeneralizedValidatedVector gvviX)
Compute the Empirical Penalty Supremum for the specified R^1 Input SpaceEmpiricalPenaltySupremum
EmpiricalPenaltySupremumEstimator. supremumRd(GeneralizedValidatedVector gvviX)
Compute the Empirical Penalty Supremum for the specified R^d Input SpaceEmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumRegularizedLoss(GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Supremum Regularized Sample LossEmpiricalPenaltySupremum
GeneralizedLearner. supremumRegularizedLoss(GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
EmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumRegularizedRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Supremum Regularized Sample RiskEmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumRegularizedRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Supremum Regularized Sample RiskEmpiricalPenaltySupremum
GeneralizedLearner. supremumRegularizedRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
EmpiricalPenaltySupremum
GeneralizedLearner. supremumRegularizedRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
EmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumStructuralLoss(GeneralizedValidatedVector gvviX)
Compute the Supremum Structural Sample LossEmpiricalPenaltySupremum
GeneralizedLearner. supremumStructuralLoss(GeneralizedValidatedVector gvviX)
EmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumStructuralRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Supremum Structural Sample RiskEmpiricalPenaltySupremum
EmpiricalLearningMetricEstimator. supremumStructuralRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Supremum Structural Sample RiskEmpiricalPenaltySupremum
GeneralizedLearner. supremumStructuralRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
EmpiricalPenaltySupremum
GeneralizedLearner. supremumStructuralRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Constructors in org.drip.learning.rxtor1 with parameters of type GeneralizedValidatedVector Constructor Description EmpiricalPenaltySupremumEstimator(int iSupremumPenaltyLossMode, EmpiricalLearningMetricEstimator elme, GeneralizedValidatedVector gvviY, R1R1 distR1R1, RdR1 distRdR1)
EmpiricalPenaltySupremumEstimator Constructor -
Uses of GeneralizedValidatedVector in org.drip.spaces.cover
Methods in org.drip.spaces.cover with parameters of type GeneralizedValidatedVector Modifier and Type Method Description CarlStephaniNormedBounds
CarlStephaniProductBounds. sampleMetricEntropyNorm(GeneralizedValidatedVector generalizedValidatedVectorA, GeneralizedValidatedVector generalizedValidatedVectorB, int entropyNumberIndex, boolean useSupremumNorm)
Compute the Sample Metric Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population Normdouble
CarlStephaniProductBounds. sampleMetricEntropyNumber(GeneralizedValidatedVector generalizedValidatedVectorA, GeneralizedValidatedVector generalizedValidatedVectorB, int entropyNumberIndexA, int entropyNumberIndexB)
Compute the Upper Bound for the Entropy Number of the Operator Sample Metric Covering Number Convolution Product across both the Function ClassesCarlStephaniNormedBounds
CarlStephaniProductBounds. sampleSupremumEntropyNorm(GeneralizedValidatedVector generalizedValidatedVectorA, GeneralizedValidatedVector generalizedValidatedVectorB, int entropyNumberIndex, boolean useSupremumNorm)
Compute the Sample Supremum Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population Normdouble
CarlStephaniProductBounds. sampleSupremumEntropyNumber(GeneralizedValidatedVector generalizedValidatedVectorA, GeneralizedValidatedVector generalizedValidatedVectorB, int entropyNumberIndexA, int entropyNumberIndexB)
Compute the Upper Bound for the Entropy Number of the Operator Sample Supremum Covering Number Convolution Product across both the Function Classes -
Uses of GeneralizedValidatedVector in org.drip.spaces.functionclass
Methods in org.drip.spaces.functionclass with parameters of type GeneralizedValidatedVector Modifier and Type Method Description double
NormedRxToNormedR1Finite. operatorSampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
double
NormedRxToNormedRdFinite. operatorSampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
abstract double
NormedRxToNormedRxFinite. operatorSampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
Compute the Operator Sample Metric Normdouble
NormedRxToNormedR1Finite. operatorSampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
double
NormedRxToNormedRdFinite. operatorSampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
abstract double
NormedRxToNormedRxFinite. operatorSampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
Compute the Operator Sample Supremum Normdouble
NormedRxToNormedR1Finite. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)
Estimate for the Scale-Sensitive Sample Covering Number for the specified Cover Sizedouble[]
NormedRxToNormedRdFinite. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)
Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover Sizedouble[]
NormedRxToNormedRdFinite. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double[] coverArray)
Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover SizeMaureyOperatorCoveringBounds
NormedRxToNormedRxFinite. sampleMetricCoveringBounds(GeneralizedValidatedVector generalizedValidatedVector)
Compute the Maurey Covering Number Upper Bounds for Operator Sample Metric Normdouble[]
NormedRxToNormedRdFinite. sampleRdMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
Compute the Sample Rd Metric Normdouble[]
NormedRxToNormedRdFinite. sampleRdSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
Compute the Sample Rd Supremum NormMaureyOperatorCoveringBounds
NormedRxToNormedRxFinite. sampleSupremumCoveringBounds(GeneralizedValidatedVector generalizedValidatedVector)
Compute the Maurey Covering Number Upper Bounds for Operator Sample Supremum Normdouble
NormedRxToNormedR1Finite. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)
Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Sizedouble[]
NormedRxToNormedRdFinite. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)
Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Sizedouble[]
NormedRxToNormedRdFinite. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double[] coverArray)
Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover SizeFunctionClassCoveringBounds
NormedRxToNormedRxFinite. scaleSensitiveCoveringBounds(GeneralizedValidatedVector generalizedValidatedVector, R1ToR1 r1ToR1FatShatteringFunction)
Retrieve the Scale-Sensitive Covering Number Upper/Lower Bounds given the Specified Sample for the Function Class -
Uses of GeneralizedValidatedVector in org.drip.spaces.instance
Classes in org.drip.spaces.instance that implement GeneralizedValidatedVector Modifier and Type Class Description class
ValidatedR1
ValidatedR1 holds the Validated R1 Vector Instance Sequence and the Corresponding Generalized Vector Space Type.class
ValidatedR1Combinatorial
ValidatedR1Combinatorial holds the Validated R1 Combinatorial Vector Instance Sequence and the corresponding Generalized Vector Space Type.class
ValidatedR1Continuous
ValidatedR1Continuous holds the Validated R1 Continuous Vector Instance Sequence and the Corresponding Generalized Vector Space Type.class
ValidatedRd
ValidatedRd holds the Validated Rd Vector Instance Sequence and the Corresponding Generalized Vector Space Type.class
ValidatedRdCombinatorial
ValidatedRdCombinatorial holds the Validated Rd Vector Instance Sequence and the Corresponding Generalized Vector Space Type.class
ValidatedRdContinuous
ValidatedRdContinuous holds the Validated Rd Continuous Vector Instance Sequence and the corresponding Generalized Vector Space Type. -
Uses of GeneralizedValidatedVector in org.drip.spaces.rxtor1
Methods in org.drip.spaces.rxtor1 with parameters of type GeneralizedValidatedVector Modifier and Type Method Description double
NormedRxToNormedR1. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)
Retrieve the Sample Covering Numberdouble
NormedR1ToNormedR1. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Metric Normdouble
NormedRdToNormedR1. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Metric Normabstract double
NormedRxToNormedR1. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Metric Normdouble
NormedRxToNormedR1. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)
Retrieve the Sample Supremum Covering Numberdouble
NormedR1ToNormedR1. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Supremum Normdouble
NormedRdToNormedR1. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Supremum Normabstract double
NormedRxToNormedR1. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Supremum Norm -
Uses of GeneralizedValidatedVector in org.drip.spaces.rxtord
Methods in org.drip.spaces.rxtord with parameters of type GeneralizedValidatedVector Modifier and Type Method Description double[]
NormedRxToNormedRd. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)
Retrieve the Sample Covering Number Arraydouble[]
NormedR1ToNormedRd. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Metric Norm Arraydouble[]
NormedRdToNormedRd. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Metric Norm Arrayabstract double[]
NormedRxToNormedRd. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Metric Norm Arraydouble[]
NormedRxToNormedRd. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)
Retrieve the Sample Supremum Covering Number Arraydouble[]
NormedR1ToNormedRd. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Supremum Norm Arraydouble[]
NormedRdToNormedRd. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Supremum Norm Arrayabstract double[]
NormedRxToNormedRd. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)
Retrieve the Sample Supremum Norm Array