ExponentialFamilyRepresentation.java

package org.drip.measure.gamma;

/*
 * -*- 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>ExponentialFamilyRepresentation</i> represents the Natural Parameters and the Natural Statistics of the
 *  R<sup>1</sup> Exponential Family of Distributions. The References are:
 * 
 * <br><br>
 *  <ul>
 *      <li>
 *          Devroye, L. (1986): <i>Non-Uniform Random Variate Generation</i> <b>Springer-Verlag</b> New York
 *      </li>
 *      <li>
 *          Gamma Distribution (2019): Gamma Distribution
 *              https://en.wikipedia.org/wiki/Chi-squared_distribution
 *      </li>
 *      <li>
 *          Louzada, F., P. L. Ramos, and E. Ramos (2019): A Note on Bias of Closed-Form Estimators for the
 *              Gamma Distribution Derived From Likelihood Equations <i>The American Statistician</i> <b>73
 *              (2)</b> 195-199
 *      </li>
 *      <li>
 *          Minka, T. (2002): Estimating a Gamma distribution https://tminka.github.io/papers/minka-gamma.pdf
 *      </li>
 *      <li>
 *          Ye, Z. S., and N. Chen (2017): Closed-Form Estimators for the Gamma Distribution Derived from
 *              Likelihood Equations <i>The American Statistician</i> <b>71 (2)</b> 177-181
 *      </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/gamma/README.md">R<sup>1</sup> Gamma Distribution Implementation/Properties</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class ExponentialFamilyRepresentation
{
    private double[] _naturalParametersArray = null;
    private double[] _naturalStatisticsArray = null;

    /**
     * ExponentialFamilyRepresentation Constructor
     * 
     * @param naturalParametersArray Array of Natural Parameters
     * @param naturalStatisticsArray Array of Natural Statistics
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public ExponentialFamilyRepresentation (
        final double[] naturalParametersArray,
        final double[] naturalStatisticsArray)
        throws java.lang.Exception
    {
        if (null == (_naturalParametersArray = naturalParametersArray) ||
            null == (_naturalStatisticsArray = naturalStatisticsArray) ||
            0 == _naturalParametersArray.length ||
            org.drip.numerical.common.NumberUtil.IsValid (
                _naturalParametersArray
            ) || 0 == _naturalStatisticsArray.length ||
            org.drip.numerical.common.NumberUtil.IsValid (
                _naturalStatisticsArray
            )
        )
        {
            throw new java.lang.Exception (
                "ExponentialFamilyRepresentation Constructor => Invalid Inputs"
            );
        }
    }

    /**
     * Retrieve the Array of Natural Parameters
     * 
     * @return The Array of Natural Parameters
     */

    public double[] naturalParametersArray()
    {
        return _naturalParametersArray;
    }

    /**
     * Retrieve the Array of Natural Statistics
     * 
     * @return The Array of Natural Statistics
     */

    public double[] naturalStatisticsArray()
    {
        return _naturalStatisticsArray;
    }
}