VertexRd.java

package org.drip.measure.discrete;

/*
 * -*- 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
 * 
 *  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>VertexRd</i> holds the R<sup>d</sup> Realizations at the Individual Vertexes.
 *
 *  <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/discrete/README.md">Antithetic, Quadratically Re-sampled, De-biased Distribution</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class VertexRd {
    private java.util.List<double[]> _lsVertexRd = new java.util.ArrayList<double[]>();

    /**
     * Construct a VertexRd Instance from the R^d Sequence
     * 
     * @param aadblSequence The R^d Sequence
     * 
     * @return The VertexRd Instance
     */

    public static final VertexRd FromFlatForm (
        final double[][] aadblSequence)
    {
        if (null == aadblSequence) return null;

        int iSequenceSize = aadblSequence.length;

        if (0 == iSequenceSize) return null;

        VertexRd vertexRd = new VertexRd();

        for (int iSequence = 0; iSequence < iSequenceSize; ++iSequence) {
            if (null == aadblSequence[iSequence] || !vertexRd.add (iSequence, aadblSequence[iSequence]))
                return null;
        }

        return vertexRd;
    }

    /**
     * Empty VertexRd Constructor
     */

    public VertexRd()
    {
    }

    /**
     * Retrieve the Vertex R^d List
     * 
     * @return The Vertex R^d List
     */

    public java.util.List<double[]> vertexList()
    {
        return _lsVertexRd;
    }

    /**
     * Add the Vertex Index and its corresponding Realization
     * 
     * @param iVertex The Vertex Index
     * @param adblRealization The R^d Realization Array
     * 
     * @return TRUE - The Vertex Index/Realization successfully added
     */

    public boolean add (
        final int iVertex,
        final double[] adblRealization)
    {
        if (-1 >= iVertex || null == adblRealization || 0 == adblRealization.length ||
            !org.drip.numerical.common.NumberUtil.IsValid (adblRealization))
            return false;

        _lsVertexRd.add (iVertex, adblRealization);

        return true;
    }

    /**
     * Retrieve the Vertex Realization given the Vertex Index
     * 
     * @param iVertex The Vertex Index
     * 
     * @return Array of Vertex Realizations
     */

    public double[] vertexRealization (
        final int iVertex)
    {
        return -1 >= iVertex ? null : _lsVertexRd.get (iVertex);
    }

    /**
     * Flatten out into a 2D Array
     * 
     * @return The 2D Array of the VertexRd Realizations
     */

    public double[][] flatform()
    {
        int iSize = _lsVertexRd.size();

        if (0 == iSize) return null;

        double[][] aadblSequence = new double[iSize][];

        for (int i = 0; i < iSize; ++i)
            aadblSequence[i] = _lsVertexRd.get (i);

        return aadblSequence;
    }
}