PrincipalFactorSequenceGenerator.java
package org.drip.sequence.random;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* 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 risk, transaction costs, exposure, margin
* calculations, and portfolio construction within and across fixed income, credit, commodity, equity,
* FX, and structured products.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three main modules:
*
* - DROP Analytics Core - https://lakshmidrip.github.io/DROP-Analytics-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Numerical Core - https://lakshmidrip.github.io/DROP-Numerical-Core/
*
* DROP Analytics Core implements libraries for the following:
* - Fixed Income Analytics
* - Asset Backed Analytics
* - XVA Analytics
* - Exposure and Margin Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Transaction Cost Analytics
*
* DROP Numerical Core implements libraries for the following:
* - Statistical Learning Library
* - Numerical Optimizer Library
* - Machine Learning Library
* - Spline Builder Library
*
* 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
* - 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>PrincipalFactorSequenceGenerator</i> implements the Principal Factors Based Multivariate Random
* Sequence Generator Functionality.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalCore.md">Numerical Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sequence">Sequence</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sequence/random">Random</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class PrincipalFactorSequenceGenerator extends org.drip.sequence.random.MultivariateSequenceGenerator
{
private double[][] _aadblFactor = null;
private double[] _adblFactorWeight = null;
/**
* PrincipalFactorSequenceGenerator Constructor
*
* @param aUSG Array of Univariate Sequence Generators
* @param aadblCorrelation The Correlation Matrix
* @param iNumFactor Number of Factors
*
* @throws java.lang.Exception Thrown if the Inputs are invalid
*/
public PrincipalFactorSequenceGenerator (
final org.drip.sequence.random.UnivariateSequenceGenerator[] aUSG,
final double[][] aadblCorrelation,
final int iNumFactor)
throws java.lang.Exception
{
super (aUSG, aadblCorrelation);
int iNumVariate = aUSG.length;
if (0 >= iNumFactor || iNumFactor > iNumVariate)
throw new java.lang.Exception ("PrincipalFactorSequenceGenerator ctr: Invalid Inputs");
org.drip.numerical.eigen.QREigenComponentExtractor qrece = new
org.drip.numerical.eigen.QREigenComponentExtractor (80, 0.00001);
org.drip.numerical.eigen.EigenComponent[] aEC = qrece.orderedEigenComponentArray (aadblCorrelation);
if (null == aEC || 0 == aEC.length)
throw new java.lang.Exception ("PrincipalFactorSequenceGenerator ctr: Invalid Inputs");
double dblNormalizer = 0.;
_adblFactorWeight = new double[iNumFactor];
_aadblFactor = new double[iNumFactor][iNumVariate];
for (int i = 0; i < iNumFactor; ++i) {
for (int j = 0; j < iNumVariate; ++j)
_aadblFactor[i] = aEC[i].eigenVector();
_adblFactorWeight[i] = aEC[i].eigenValue();
dblNormalizer += _adblFactorWeight[i] * _adblFactorWeight[i];
}
dblNormalizer = java.lang.Math.sqrt (dblNormalizer);
for (int i = 0; i < iNumFactor; ++i)
_adblFactorWeight[i] /= dblNormalizer;
}
/**
* Retrieve the Number of Factors
*
* @return The Number of Factors
*/
public int numFactor()
{
return _adblFactorWeight.length;
}
/**
* Retrieve the Principal Component Factor Array
*
* @return The Principal Component Factor Array
*/
public double[][] factors()
{
return _aadblFactor;
}
/**
* Retrieve the Array of Factor Weights
*
* @return The Array of Factor Weights
*/
public double[] factorWeight()
{
return _adblFactorWeight;
}
@Override public double[] random()
{
double[] adblBaseRandom = super.random();
int iNumVariate = _aadblFactor[0].length;
int iNumFactor = _adblFactorWeight.length;
double[] adblRandom = new double[iNumFactor];
if (iNumFactor == iNumVariate) return adblBaseRandom;
for (int i = 0; i < iNumFactor; ++i) {
adblRandom[i] = 0.;
for (int j = 0; j < iNumVariate; ++j)
adblRandom[i] += _aadblFactor[i][j] * adblBaseRandom[j];
}
return adblRandom;
}
}