public class RandomVariableFromFloatArray extends Object implements RandomVariable
RandomVariable
is thread safe (and does not mutate the class).
This implementation uses floats for the realizations (consuming less memory compared to using doubles). However,
the calculation of the average is performed using double precision.Constructor and Description |
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RandomVariableFromFloatArray(double value)
Create a non stochastic random variable, i.e.
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RandomVariableFromFloatArray(double time,
double value)
Create a non stochastic random variable, i.e.
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RandomVariableFromFloatArray(double time,
double[] realisations)
Create a stochastic random variable.
|
RandomVariableFromFloatArray(double time,
double value,
int typePriority)
Create a non stochastic random variable, i.e.
|
RandomVariableFromFloatArray(double time,
float[] newRealizations)
Create a non stochastic random variable, i.e.
|
RandomVariableFromFloatArray(double time,
float[] realisations,
int typePriority)
Create a stochastic random variable.
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RandomVariableFromFloatArray(double time,
int numberOfPath,
double value)
Deprecated.
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RandomVariableFromFloatArray(double time,
IntToDoubleFunction realizations,
int size)
Create a stochastic random variable.
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RandomVariableFromFloatArray(double time,
IntToDoubleFunction realizations,
int size,
int typePriority)
Create a stochastic random variable.
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RandomVariableFromFloatArray(RandomVariable value)
Create a random variable from a given other implementation of
RandomVariable . |
RandomVariableFromFloatArray(RandomVariable value,
DoubleUnaryOperator function)
Create a random variable by applying a function to a given other implementation of
RandomVariable . |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
addSumProduct, getValues
public RandomVariableFromFloatArray(RandomVariable value)
RandomVariable
.value
- Object implementing RandomVariable
.public RandomVariableFromFloatArray(double value)
value
- the value, a constant.public RandomVariableFromFloatArray(RandomVariable value, DoubleUnaryOperator function)
RandomVariable
.value
- Object implementing RandomVariable
.function
- A function mapping double to double.public RandomVariableFromFloatArray(double time, double value, int typePriority)
time
- the filtration time, set to 0.0 if not used.value
- the value, a constant.typePriority
- The priority of this type in construction of result types. See "operator type priority" for details.public RandomVariableFromFloatArray(double time, double value)
time
- the filtration time, set to 0.0 if not used.value
- the value, a constant.public RandomVariableFromFloatArray(double time, float[] newRealizations)
time
- the filtration time, set to 0.0 if not used.newRealizations
- the value, a constant.@Deprecated public RandomVariableFromFloatArray(double time, int numberOfPath, double value)
time
- the filtration time, set to 0.0 if not used.numberOfPath
- The number of paths.value
- the value, a constant.public RandomVariableFromFloatArray(double time, float[] realisations, int typePriority)
time
- the filtration time, set to 0.0 if not used.realisations
- the vector of realizations.typePriority
- The priority of this type in construction of result types. See "operator type priority" for details.public RandomVariableFromFloatArray(double time, double[] realisations)
time
- the filtration time, set to 0.0 if not used.realisations
- the vector of realizations.public RandomVariableFromFloatArray(double time, IntToDoubleFunction realizations, int size, int typePriority)
time
- the filtration time, set to 0.0 if not used.realizations
- A map mapping integer (path or state) to double, representing this random variable.size
- The size, i.e., number of paths.typePriority
- The priority of this type in construction of result types. See "operator type priority" for details.public RandomVariableFromFloatArray(double time, IntToDoubleFunction realizations, int size)
time
- the filtration time, set to 0.0 if not used.realizations
- A map mapping integer (path or state) to double, representing this random variable.size
- The size, i.e., number of paths.public boolean equals(RandomVariable randomVariable)
equals
in interface RandomVariable
public double getFiltrationTime()
getFiltrationTime
in interface RandomVariable
public int getTypePriority()
getTypePriority
in interface RandomVariable
public double get(int pathOrState)
get
in interface RandomVariable
public int size()
size
in interface RandomVariable
public double getMin()
getMin
in interface RandomVariable
public double getMax()
getMax
in interface RandomVariable
public double getAverage()
getAverage
in interface RandomVariable
public double getAverage(RandomVariable probabilities)
getAverage
in interface RandomVariable
public double getVariance()
getVariance
in interface RandomVariable
public double getVariance(RandomVariable probabilities)
getVariance
in interface RandomVariable
public double getSampleVariance()
getSampleVariance
in interface RandomVariable
public double getStandardDeviation()
getStandardDeviation
in interface RandomVariable
public double getStandardDeviation(RandomVariable probabilities)
getStandardDeviation
in interface RandomVariable
public double getStandardError()
getStandardError
in interface RandomVariable
public double getStandardError(RandomVariable probabilities)
getStandardError
in interface RandomVariable
public double getQuantile(double quantile)
getQuantile
in interface RandomVariable
public double getQuantile(double quantile, RandomVariable probabilities)
getQuantile
in interface RandomVariable
public double getQuantileExpectation(double quantileStart, double quantileEnd)
getQuantileExpectation
in interface RandomVariable
public double[] getHistogram(double[] intervalPoints)
getHistogram
in interface RandomVariable
public double[][] getHistogram(int numberOfPoints, double standardDeviations)
getHistogram
in interface RandomVariable
public boolean isDeterministic()
isDeterministic
in interface RandomVariable
public RandomVariable cache()
cache
in interface RandomVariable
public DoubleStream getRealizationsStream()
getRealizationsStream
in interface RandomVariable
public double[] getRealizations()
getRealizations
in interface RandomVariable
public Double doubleValue()
doubleValue
in interface RandomVariable
public IntToDoubleFunction getOperator()
getOperator
in interface RandomVariable
public RandomVariable apply(DoubleUnaryOperator operator)
apply
in interface RandomVariable
public RandomVariable apply(DoubleBinaryOperator operator, RandomVariable argument)
apply
in interface RandomVariable
public RandomVariable apply(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2)
apply
in interface RandomVariable
public RandomVariable cap(double cap)
cap
in interface RandomVariable
public RandomVariable floor(double floor)
floor
in interface RandomVariable
public RandomVariable add(double value)
add
in interface RandomVariable
public RandomVariable sub(double value)
sub
in interface RandomVariable
public RandomVariable mult(double value)
mult
in interface RandomVariable
public RandomVariable div(double value)
div
in interface RandomVariable
public RandomVariable pow(double exponent)
pow
in interface RandomVariable
public RandomVariable average()
average
in interface RandomVariable
public RandomVariable getConditionalExpectation(ConditionalExpectationEstimator conditionalExpectationOperator)
getConditionalExpectation
in interface RandomVariable
public RandomVariable squared()
squared
in interface RandomVariable
public RandomVariable sqrt()
sqrt
in interface RandomVariable
public RandomVariableFromFloatArray exp()
exp
in interface RandomVariable
public RandomVariableFromFloatArray log()
log
in interface RandomVariable
public RandomVariable sin()
sin
in interface RandomVariable
public RandomVariable cos()
cos
in interface RandomVariable
public RandomVariable add(RandomVariable randomVariable)
add
in interface RandomVariable
public RandomVariable sub(RandomVariable randomVariable)
sub
in interface RandomVariable
public RandomVariable bus(RandomVariable randomVariable)
bus
in interface RandomVariable
public RandomVariable mult(RandomVariable randomVariable)
mult
in interface RandomVariable
public RandomVariable div(RandomVariable randomVariable)
div
in interface RandomVariable
public RandomVariable vid(RandomVariable randomVariable)
vid
in interface RandomVariable
public RandomVariable cap(RandomVariable randomVariable)
cap
in interface RandomVariable
public RandomVariable floor(RandomVariable randomVariable)
floor
in interface RandomVariable
public RandomVariable accrue(RandomVariable rate, double periodLength)
accrue
in interface RandomVariable
public RandomVariable discount(RandomVariable rate, double periodLength)
discount
in interface RandomVariable
public RandomVariable choose(RandomVariable valueIfTriggerNonNegative, RandomVariable valueIfTriggerNegative)
choose
in interface RandomVariable
public RandomVariable invert()
invert
in interface RandomVariable
public RandomVariable abs()
abs
in interface RandomVariable
public RandomVariable addProduct(RandomVariable factor1, double factor2)
addProduct
in interface RandomVariable
public RandomVariable addProduct(RandomVariable factor1, RandomVariable factor2)
addProduct
in interface RandomVariable
public RandomVariable addSumProduct(List<RandomVariable> factor1, List<RandomVariable> factor2)
addSumProduct
in interface RandomVariable
public RandomVariable addRatio(RandomVariable numerator, RandomVariable denominator)
addRatio
in interface RandomVariable
public RandomVariable subRatio(RandomVariable numerator, RandomVariable denominator)
subRatio
in interface RandomVariable
public RandomVariable isNaN()
isNaN
in interface RandomVariable
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