FunctionClassSupremum.java
package org.drip.function.r1tor1;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
* Copyright (C) 2015 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/**
* <i>FunctionClassSupremum</i> implements the Univariate Function that corresponds to the Supremum among the
* specified Class of Functions.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/README.md">R<sup>d</sup> To R<sup>d</sup> Function Analysis</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/r1tor1/README.md">Built-in R<sup>1</sup> To R<sup>1</sup> Functions</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class FunctionClassSupremum extends org.drip.function.definition.R1ToR1 {
class IndexSupremum {
int _iIndex = -1;
double _dblSupremum = java.lang.Double.NaN;
IndexSupremum (
final int iIndex,
final double dblSupremum)
{
_iIndex = iIndex;
_dblSupremum = dblSupremum;
}
};
private org.drip.function.definition.R1ToR1[] _aAUClass = null;
private IndexSupremum supremum (
final double dblVariate)
{
int iIndex = 0;
int iNumFunction = _aAUClass.length;
try {
double dblSupremum = _aAUClass[0].evaluate (dblVariate);
for (int i = 1; i < iNumFunction; ++i) {
double dblValue = _aAUClass[i].evaluate (dblVariate);
if (dblValue > dblSupremum) {
iIndex = i;
dblSupremum = dblValue;
}
}
return new IndexSupremum (iIndex, dblSupremum);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* FunctionClassSupremum Cnstructor
*
* @param aAUClass Array of Functions in the Class
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public FunctionClassSupremum (
final org.drip.function.definition.R1ToR1[] aAUClass)
throws java.lang.Exception
{
super (null);
if (null == (_aAUClass = aAUClass) || 0 == _aAUClass.length)
throw new java.lang.Exception ("FunctionClassSupremum ctr => Invalid Inputs");
}
/**
* Retrieve the Class of Functions
*
* @return The Class of Functions
*/
public org.drip.function.definition.R1ToR1[] functionClass()
{
return _aAUClass;
}
/**
* Retrieve the Supremum Function corresponding to the specified Variate
*
* @param dblVariate The Variate
*
* @return The Supremum Function corresponding to the specified Variate
*/
public org.drip.function.definition.R1ToR1 supremumFunction (
final double dblVariate)
{
IndexSupremum is = supremum (dblVariate);
return null == is ? null : _aAUClass[is._iIndex];
}
@Override public double evaluate (
final double dblVariate)
throws java.lang.Exception
{
IndexSupremum is = supremum (dblVariate);
if (null == is) throw new java.lang.Exception ("FunctionClassSupremum::evaluate => Invalid Inputs");
return is._dblSupremum;
}
@Override public double derivative (
final double dblVariate,
final int iOrder)
throws java.lang.Exception
{
IndexSupremum is = supremum (dblVariate);
if (null == is)
throw new java.lang.Exception ("FunctionClassSupremum::derivative => Invalid Inputs");
return _aAUClass[is._iIndex].derivative (dblVariate, iOrder);
}
@Override public double integrate (
final double dblBegin,
final double dblEnd)
throws java.lang.Exception
{
IndexSupremum is = supremum (0.5 * (dblBegin + dblEnd));
if (null == is) throw new java.lang.Exception ("FunctionClassSupremum::integrate => Invalid Inputs");
return _aAUClass[is._iIndex].integrate (dblBegin, dblEnd);
}
}