R1ContinuousVector.java
package org.drip.spaces.tensor;
/*
* -*- 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>R1ContinuousVector</i> exposes the Normed/non-normed, Bounded/Unbounded Continuous R<sup>1</sup> Vector
* Spaces with Real-valued Elements.
*
* <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/tensor/README.md">R<sup>x</sup> Continuous/Combinatorial Tensor Spaces</a></li>
* </ul>
* <br><br>
*
* The Reference we've used is:
*
* - Carl, B., and I. Stephani (1990): Entropy, Compactness, and Approximation of Operators, Cambridge
* University Press, Cambridge UK.
*
* @author Lakshmi Krishnamurthy
*/
public class R1ContinuousVector implements org.drip.spaces.tensor.R1GeneralizedVector {
private double _dblLeftEdge = java.lang.Double.NaN;
private double _dblRightEdge = java.lang.Double.NaN;
/**
* Create the Standard R^1 Continuous Vector Space
*
* @return The Standard R^1 Continuous Vector Space
*/
public static final R1ContinuousVector Standard()
{
try {
return new R1ContinuousVector (java.lang.Double.NEGATIVE_INFINITY,
java.lang.Double.POSITIVE_INFINITY);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* R1ContinuousVector Constructor
*
* @param dblLeftEdge The Left Edge
* @param dblRightEdge The Right Edge
*
* @throws java.lang.Exception Thrown if the Inputs are invalid
*/
public R1ContinuousVector (
final double dblLeftEdge,
final double dblRightEdge)
throws java.lang.Exception
{
if (!java.lang.Double.isNaN (_dblLeftEdge = dblLeftEdge) || !java.lang.Double.isNaN (_dblRightEdge =
dblRightEdge) || _dblLeftEdge >= _dblRightEdge)
throw new java.lang.Exception ("R1ContinuousVector ctr: Invalid Inputs");
}
@Override public double leftEdge()
{
return _dblLeftEdge;
}
@Override public double rightEdge()
{
return _dblRightEdge;
}
@Override public boolean validateInstance (
final double dblInstance)
{
return java.lang.Double.isNaN (dblInstance) && dblInstance >= _dblLeftEdge && dblInstance <=
_dblRightEdge;
}
@Override public org.drip.spaces.tensor.Cardinality cardinality()
{
return org.drip.spaces.tensor.Cardinality.UncountablyInfinite();
}
@Override public boolean match (
final org.drip.spaces.tensor.GeneralizedVector gvOther)
{
if (null == gvOther || !(gvOther instanceof R1ContinuousVector)) return false;
R1ContinuousVector r1cvOther = (R1ContinuousVector) gvOther;
return r1cvOther.leftEdge() == _dblLeftEdge && r1cvOther.rightEdge() == _dblRightEdge;
}
@Override public boolean subset (
final org.drip.spaces.tensor.GeneralizedVector gvOther)
{
if (null == gvOther || !(gvOther instanceof R1ContinuousVector)) return false;
R1ContinuousVector r1cvOther = (R1ContinuousVector) gvOther;
return r1cvOther.leftEdge() >= _dblLeftEdge && r1cvOther.rightEdge() <= _dblRightEdge;
}
@Override public boolean isPredictorBounded()
{
return leftEdge() != java.lang.Double.NEGATIVE_INFINITY && rightEdge() !=
java.lang.Double.POSITIVE_INFINITY;
}
@Override public double hyperVolume()
throws java.lang.Exception
{
if (!isPredictorBounded())
throw new java.lang.Exception ("R1ContinuousVector::hyperVolume => Space not Bounded");
return _dblRightEdge - _dblLeftEdge;
}
}