RdContinuousBall.java
package org.drip.spaces.metric;
/*
* -*- 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>RdContinuousBall</i> extends the Continuous R<sup>d</sup> Banach Space by enforcing the Closed Bounded
* Metric. The Reference we've used is:
*
* <br><br>
* <ul>
* <li>
* Carl, B., and I. Stephani (1990): <i>Entropy, Compactness, and the Approximation of Operators</i>
* <b>Cambridge University Press</b> Cambridge UK
* </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/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/spaces/README.md">R<sup>1</sup> and R<sup>d</sup> Vector/Tensor Spaces (Validated and/or Normed), and Function Classes</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spaces/metric/README.md">Hilbert/Banach Normed Metric Spaces</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class RdContinuousBall extends org.drip.spaces.metric.RdContinuousBanach {
private double _dblNormRadius = java.lang.Double.NaN;
/**
* Construct a Unit Radius RdContinuousBall Instance
*
* @param aR1CV Array of Continuous R^1 Vector Spaces
* @param distRd The R^d Borel Sigma Measure
* @param iPNorm The p-norm of the Space
*
* @return Unit Radius RdContinuousBall Instance
*/
public static final RdContinuousBall ClosedUnit (
final org.drip.spaces.tensor.R1ContinuousVector[] aR1CV,
final org.drip.measure.continuous.Rd distRd,
final int iPNorm)
{
try {
return new RdContinuousBall (aR1CV, distRd, iPNorm, 1.);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* RdContinuousBall Constructor
*
* @param aR1CV Array of Continuous R^1 Vector Spaces
* @param distRd The R^d Borel Sigma Measure
* @param iPNorm The p-norm of the Space
* @param dblNormRadius Radius Norm of the Unit Ball
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public RdContinuousBall (
final org.drip.spaces.tensor.R1ContinuousVector[] aR1CV,
final org.drip.measure.continuous.Rd distRd,
final int iPNorm,
final double dblNormRadius)
throws java.lang.Exception
{
super (aR1CV, distRd, iPNorm);
if (!org.drip.numerical.common.NumberUtil.IsValid (_dblNormRadius = dblNormRadius) || 0. >=
_dblNormRadius)
throw new java.lang.Exception ("RdContinuousBall Constructor: Invalid Inputs");
}
/**
* Retrieve the Radius Norm
*
* @return The Radius Norm
*/
public double normRadius()
{
return _dblNormRadius;
}
@Override public boolean validateInstance (
final double[] adblInstance)
{
try {
return super.validateInstance (adblInstance) && _dblNormRadius <= sampleMetricNorm
(adblInstance);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return false;
}
}