R1NonCentralParameters.java

package org.drip.measure.chisquare;

/*
 * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
 */

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 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>R1NonCentralParameters</i> holds the Parameters used in the R<sup>1</sup> Non-central Chi-Square
 *  Distribution. The References are:
 * 
 * <br><br>
 *  <ul>
 *      <li>
 *          Johnson, N. L., S. Kotz, and N. Balakrishnan (1995): <i>Continuous Univariate Distributions
 *              2<sup>nd</sup> Edition</i> <b>John Wiley and Sons</b>
 *      </li>
 *      <li>
 *          Muirhead, R. (2005): <i>Aspects of Multivariate Statistical Theory 2<sup>nd</sup> Edition</i>
 *              <b>Wiley</b>
 *      </li>
 *      <li>
 *          Non-central Chi-Squared Distribution (2019): Chi-Squared Function
 *              https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution
 *      </li>
 *      <li>
 *          Sankaran, M. (1963): Approximations to the Non-Central Chi-Square Distribution <i>Biometrika</i>
 *              <b>50 (1-2)</b> 199-204
 *      </li>
 *      <li>
 *          Young, D. S. (2010): tolerance: An R Package for Estimating Tolerance Intervals <i>Journal of
 *              Statistical Software</i> <b>36 (5)</b> 1-39
 *      </li>
 *  </ul>
 *
 *  <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/measure/README.md">R<sup>d</sup> Continuous/Discrete Probability Measures</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/measure/chisquare/README.md">Chi-Square Distribution Implementation/Properties</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class R1NonCentralParameters
{
    private double _degreesOfFreedom = -1;
    private double _nonCentralityParameter = java.lang.Double.NaN;

    /**
     * R1NonCentralParameters Constructor
     * 
     * @param degreesOfFreedom Degrees of Freedom
     * @param nonCentralityParameter Non-centrality Parameter
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public R1NonCentralParameters (
        final double degreesOfFreedom,
        final double nonCentralityParameter)
        throws java.lang.Exception
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (
                _degreesOfFreedom = degreesOfFreedom
            ) || 0 >= _degreesOfFreedom ||
            !org.drip.numerical.common.NumberUtil.IsValid (
                _nonCentralityParameter = nonCentralityParameter
            )
        )
        {
            throw new java.lang.Exception (
                "R1NonCentralParameters Constructor => Invalid Inputs: " + degreesOfFreedom + " | " + nonCentralityParameter
            );
        }
    }

    /**
     * Retrieve the Degrees of Freedom
     * 
     * @return The Degrees of Freedom
     */

    public double degreesOfFreedom()
    {
        return _degreesOfFreedom;
    }

    /**
     * Retrieve the Non-centrality Parameter
     * 
     * @return The Non-centrality Parameter
     */

    public double nonCentralityParameter()
    {
        return _nonCentralityParameter;
    }
}