R1CombinatorialVector.java

  1. package org.drip.spaces.tensor;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * 
  15.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  16.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  17.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  18.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  19.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  20.  *      and computational support.
  21.  *  
  22.  *      https://lakshmidrip.github.io/DROP/
  23.  *  
  24.  *  DROP is composed of three modules:
  25.  *  
  26.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  27.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  28.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  29.  * 
  30.  *  DROP Product Core implements libraries for the following:
  31.  *  - Fixed Income Analytics
  32.  *  - Loan Analytics
  33.  *  - Transaction Cost Analytics
  34.  * 
  35.  *  DROP Portfolio Core implements libraries for the following:
  36.  *  - Asset Allocation Analytics
  37.  *  - Asset Liability Management Analytics
  38.  *  - Capital Estimation Analytics
  39.  *  - Exposure Analytics
  40.  *  - Margin Analytics
  41.  *  - XVA Analytics
  42.  * 
  43.  *  DROP Computational Core implements libraries for the following:
  44.  *  - Algorithm Support
  45.  *  - Computation Support
  46.  *  - Function Analysis
  47.  *  - Model Validation
  48.  *  - Numerical Analysis
  49.  *  - Numerical Optimizer
  50.  *  - Spline Builder
  51.  *  - Statistical Learning
  52.  * 
  53.  *  Documentation for DROP is Spread Over:
  54.  * 
  55.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  56.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  57.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  58.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  59.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  60.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  61.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  62.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  63.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  64.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  65.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  66.  * 
  67.  *  Licensed under the Apache License, Version 2.0 (the "License");
  68.  *      you may not use this file except in compliance with the License.
  69.  *   
  70.  *  You may obtain a copy of the License at
  71.  *      http://www.apache.org/licenses/LICENSE-2.0
  72.  *  
  73.  *  Unless required by applicable law or agreed to in writing, software
  74.  *      distributed under the License is distributed on an "AS IS" BASIS,
  75.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  76.  *  
  77.  *  See the License for the specific language governing permissions and
  78.  *      limitations under the License.
  79.  */

  81. /**
  82.  * <i>R1CombinatorialVector</i> exposes the normed/non-normed Discrete Spaces with R<sup>1</sup>
  83.  * Combinatorial Vector Elements.
  84.  *
  85.  * <br><br>
  86.  *  <ul>
  87.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  88.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
  89.  *      <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>
  90.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spaces/tensor/README.md">R<sup>x</sup> Continuous/Combinatorial Tensor Spaces</a></li>
  91.  *  </ul>
  92.  * <br><br>
  93.  *
  94.  * @author Lakshmi Krishnamurthy
  95.  */

  97. public class R1CombinatorialVector implements org.drip.spaces.tensor.R1GeneralizedVector {
  98.     private java.util.List<java.lang.Double> _lsElementSpace = new java.util.ArrayList<java.lang.Double>();

  100.     /**
  101.      * R1CombinatorialVector Constructor
  102.      * 
  103.      * @param lsElementSpace The List Space of Elements
  104.      * 
  105.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  106.      */

  108.     public R1CombinatorialVector (
  109.         final java.util.List<java.lang.Double> lsElementSpace)
  110.         throws java.lang.Exception
  111.     {
  112.         if (null == (_lsElementSpace = lsElementSpace) || 0 == _lsElementSpace.size())
  113.             throw new java.lang.Exception ("R1CombinatorialVector ctr: Invalid Inputs");
  114.     }

  116.     /**
  117.      * Retrieve the Full Candidate List of Elements
  118.      * 
  119.      * @return The Full Candidate List of Elements
  120.      */

  122.     public java.util.List<java.lang.Double> elementSpace()
  123.     {
  124.         return _lsElementSpace;
  125.     }

  127.     @Override public double leftEdge()
  128.     {
  129.         double dblLeftEdge = java.lang.Double.NaN;

  131.         for (double dblElement : _lsElementSpace) {
  132.             if (java.lang.Double.NEGATIVE_INFINITY == dblElement) return dblElement;

  134.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblLeftEdge))
  135.                 dblLeftEdge = dblElement;
  136.             else {
  137.                 if (dblLeftEdge > dblElement) dblLeftEdge = dblElement;
  138.             }
  139.         }

  141.         return dblLeftEdge;
  142.     }

  144.     @Override public double rightEdge()
  145.     {
  146.         double dblRightEdge = java.lang.Double.NaN;

  148.         for (double dblElement : _lsElementSpace) {
  149.             if (java.lang.Double.POSITIVE_INFINITY == dblElement) return dblElement;

  151.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblRightEdge))
  152.                 dblRightEdge = dblElement;
  153.             else {
  154.                 if (dblRightEdge < dblElement) dblRightEdge = dblElement;
  155.             }
  156.         }

  158.         return dblRightEdge;
  159.     }

  161.     @Override public boolean validateInstance (
  162.         final double dblX)
  163.     {
  164.         return _lsElementSpace.contains (dblX);
  165.     }

  167.     @Override public org.drip.spaces.tensor.Cardinality cardinality()
  168.     {
  169.         return org.drip.spaces.tensor.Cardinality.CountablyFinite (_lsElementSpace.size());
  170.     }

  172.     @Override public boolean match (
  173.         final org.drip.spaces.tensor.GeneralizedVector gvOther)
  174.     {
  175.         if (null == gvOther || !(gvOther instanceof R1CombinatorialVector)) return false;

  177.         R1CombinatorialVector r1cvOther = (R1CombinatorialVector) gvOther;

  179.         if (!cardinality().match (r1cvOther.cardinality())) return false;

  181.         java.util.List<java.lang.Double> lsElementSpaceOther = r1cvOther.elementSpace();

  183.         for (double dblElement : _lsElementSpace) {
  184.             if (!lsElementSpaceOther.contains (dblElement)) return false;
  185.         }

  187.         return true;
  188.     }

  190.     @Override public boolean subset (
  191.         final org.drip.spaces.tensor.GeneralizedVector gvOther)
  192.     {
  193.         if (null == gvOther || !(gvOther instanceof R1CombinatorialVector)) return false;

  195.         R1CombinatorialVector r1cvOther = (R1CombinatorialVector) gvOther;

  197.         if (cardinality().number() < r1cvOther.cardinality().number()) return false;

  199.         java.util.List<java.lang.Double> lsElementSpaceOther = r1cvOther.elementSpace();

  201.         for (double dblElement : _lsElementSpace) {
  202.             if (!lsElementSpaceOther.contains (dblElement)) return false;
  203.         }

  205.         return true;
  206.     }

  208.     @Override public boolean isPredictorBounded()
  209.     {
  210.         return leftEdge() != java.lang.Double.NEGATIVE_INFINITY && rightEdge() !=
  211.             java.lang.Double.POSITIVE_INFINITY;
  212.     }

  214.     @Override public double hyperVolume()
  215.         throws java.lang.Exception
  216.     {
  217.         if (!isPredictorBounded())
  218.             throw new java.lang.Exception ("R1CombinatorialVector::hyperVolume => Space not Bounded");

  220.         return rightEdge() - leftEdge();
  221.     }
  222. }
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