net.finmath.stochastic

Interface RandomVariableArray

All Superinterfaces:

RandomVariableInterface, Serializable

All Known Implementing Classes:

RandomVariableArrayImplementation

public interface RandomVariableArray
extends RandomVariableInterface

An array of RandomVariableInterface objects, implementing the RandomVariableInterface interface. The array features a method getLevel() which indicates if the object is an array where elements are themselves arrays. See getLevel(). All methods inherited from RandomVariableInterface act element wise on the vector elements getElement(int) and return corresponding RandomVariableArray having the same level. In addition methods are provided that reduce the level by one, like the scalar product, see sumProduct(RandomVariableArray).

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
default RandomVariableArray	getConditionalExpectation(ConditionalExpectationEstimatorInterface conditionalExpectationOperator) Returns the conditional expectation using a given conditional expectation estimator.
RandomVariableInterface	getElement(int index)
default int	getLevel() Returns the level of the array The level of the array is given by 1 if the elements are of type RandomVariableInterface but not of type RandomVariableArray.
int	getNumberOfElements()
RandomVariableArray	map(Function<RandomVariableInterface,RandomVariableInterface> operator) Component wise operation
RandomVariableArray	of(RandomVariableInterface[] elements)
RandomVariableInterface	sumProduct(RandomVariableArray array) Components wise product followed by sum of all elements.

Methods inherited from interface net.finmath.stochastic.RandomVariableInterface

abs, accrue, add, add, addProduct, addProduct, addRatio, addSumProduct, apply, apply, apply, average, barrier, barrier, bus, cache, cap, cap, choose, cos, discount, div, div, doubleValue, equals, exp, floor, floor, get, getAverage, getAverage, getFiltrationTime, getHistogram, getHistogram, getMax, getMin, getOperator, getQuantile, getQuantile, getQuantileExpectation, getRealizations, getRealizationsStream, getSampleVariance, getStandardDeviation, getStandardDeviation, getStandardError, getStandardError, getTypePriority, getValues, getVariance, getVariance, invert, isDeterministic, isNaN, log, mult, mult, pow, sin, size, sqrt, squared, sub, sub, subRatio, vid

Method Detail

of

RandomVariableArray of(RandomVariableInterface[] elements)

getNumberOfElements

int getNumberOfElements()

getElement

RandomVariableInterface getElement(int index)

getLevel

default int getLevel()

Returns the level of the array The level of the array is given by 1 if the elements are of type RandomVariableInterface but not of type RandomVariableArray. If the elements are of type RandomVariableArray the level of this array is 1 plus the level of its elements. Note: the elements are required to be of the the same level.

Returns:

The level of the array.

map

RandomVariableArray map(Function<RandomVariableInterface,RandomVariableInterface> operator)

Component wise operation

sumProduct

RandomVariableInterface sumProduct(RandomVariableArray array)

Components wise product followed by sum of all elements. Reduction of getLevel by 1. Note: The return value is for sure instanceof RandomVariableInterface but may be instanceof RandomVariableArray.

Parameters:

array - Given RandomVariableArray of the same size()

Returns:

The scalar product of this array and the given array.

getConditionalExpectation

default RandomVariableArray getConditionalExpectation(ConditionalExpectationEstimatorInterface conditionalExpectationOperator)

Description copied from interface: RandomVariableInterface

Returns the conditional expectation using a given conditional expectation estimator.

Specified by:

getConditionalExpectation in interface RandomVariableInterface

Parameters:

conditionalExpectationOperator - A given conditional expectation estimator.

Returns:

The conditional expectation of this random variable (as a random variable)