Uses of Interface
dev.nm.analysis.function.rn2r1.univariate.UnivariateRealFunction
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Uses of UnivariateRealFunction in dev.nm.algebra.linear.matrix.doubles.operation
Methods in dev.nm.algebra.linear.matrix.doubles.operation with parameters of type UnivariateRealFunction Modifier and Type Method Description static Matrix
MatrixFactory. foreach(Matrix A, UnivariateRealFunction f)
Constructs a new matrix in which each entry is the result of applying a function to the corresponding entry of a matrix. -
Uses of UnivariateRealFunction in dev.nm.algebra.linear.vector.doubles.operation
Methods in dev.nm.algebra.linear.vector.doubles.operation with parameters of type UnivariateRealFunction Modifier and Type Method Description static SparseVector
VectorFactory. foreach(SparseVector vector, UnivariateRealFunction f)
Constructs a new vector in which each entry is the result of applying a function to the corresponding entry of a sparse vector.static Vector
VectorFactory. foreach(Vector vector, UnivariateRealFunction f)
Constructs a new vector in which each entry is the result of applying a function to the corresponding entry of a vector. -
Uses of UnivariateRealFunction in dev.nm.analysis.curvefit
Methods in dev.nm.analysis.curvefit that return UnivariateRealFunction Modifier and Type Method Description UnivariateRealFunction
CurveFitting. fit(OrderedPairs f)
Fit a real valued function from a discrete set of data points.UnivariateRealFunction
LeastSquares. fit(OrderedPairs f)
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Uses of UnivariateRealFunction in dev.nm.analysis.curvefit.interpolation
Classes in dev.nm.analysis.curvefit.interpolation that implement UnivariateRealFunction Modifier and Type Class Description class
LinearInterpolator
Define a univariate function by linearly interpolating between adjacent points.class
NevilleTable
Neville's algorithm is a polynomial interpolation algorithm. -
Uses of UnivariateRealFunction in dev.nm.analysis.curvefit.interpolation.univariate
Methods in dev.nm.analysis.curvefit.interpolation.univariate that return UnivariateRealFunction Modifier and Type Method Description UnivariateRealFunction
CubicHermite. fit(OrderedPairs op)
UnivariateRealFunction
CubicSpline. fit(OrderedPairs pairs)
UnivariateRealFunction
Interpolation. fit(OrderedPairs f)
Fit a real valued function from a discrete set of data points.UnivariateRealFunction
LinearInterpolation. fit(OrderedPairs f)
UnivariateRealFunction
NewtonPolynomial. fit(OrderedPairs f)
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Uses of UnivariateRealFunction in dev.nm.analysis.differentialequation.pde.finitedifference.hyperbolic.dim1
Constructors in dev.nm.analysis.differentialequation.pde.finitedifference.hyperbolic.dim1 with parameters of type UnivariateRealFunction Constructor Description WaveEquation1D(double beta, double T, double a, UnivariateRealFunction f, UnivariateRealFunction g)
Constructs an one-dimensional wave equation. -
Uses of UnivariateRealFunction in dev.nm.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation
Constructors in dev.nm.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation with parameters of type UnivariateRealFunction Constructor Description ConvectionDiffusionEquation1D(BivariateRealFunction sigma, BivariateRealFunction mu, BivariateRealFunction R, double a, double T, UnivariateRealFunction f, double c1, UnivariateRealFunction g1, double c2, UnivariateRealFunction g2)
Constructs a convection-diffusion equation problem. -
Uses of UnivariateRealFunction in dev.nm.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation
Constructors in dev.nm.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation with parameters of type UnivariateRealFunction Constructor Description HeatEquation1D(double beta, double a, double T, UnivariateRealFunction f, double c1, UnivariateRealFunction g1, double c2, UnivariateRealFunction g2)
Constructs a heat equation problem. -
Uses of UnivariateRealFunction in dev.nm.analysis.differentiation
Constructors in dev.nm.analysis.differentiation with parameters of type UnivariateRealFunction Constructor Description Ridders(UnivariateRealFunction f, int order)
Construct the derivative function of a univariate function using Ridder's method.Ridders(UnivariateRealFunction f, int order, double rate, int discretization)
Construct the derivative function of a univariate function using Ridder's method. -
Uses of UnivariateRealFunction in dev.nm.analysis.differentiation.univariate
Classes in dev.nm.analysis.differentiation.univariate that implement UnivariateRealFunction Modifier and Type Class Description class
DBetaRegularized
This is the first order derivative function of the Regularized Incomplete Beta function,BetaRegularized
, w.r.t the upper limit, x.class
DErf
This is the first order derivative function of the Error function,Erf
.class
Dfdx
The first derivative is a measure of how a function changes as its input changes.class
DGamma
This is the first order derivative function of the Gamma function, \({d \mathrm{\Gamma}(x) \over dx}\).class
DGaussian
This is the first order derivative function of aGaussian
function, \({d \mathrm{\phi}(x) \over dx}\).class
DPolynomial
This is the first order derivative function of aPolynomial
, which, again, is a polynomial.class
FiniteDifference
A finite difference (divided by a small increment) is an approximation of the derivative of a function.Constructors in dev.nm.analysis.differentiation.univariate with parameters of type UnivariateRealFunction Constructor Description Dfdx(UnivariateRealFunction f)
Construct, using the central finite difference, the first order derivative function of a univariate function f.Dfdx(UnivariateRealFunction f, Dfdx.Method method)
Construct the first order derivative function of a univariate function f.FiniteDifference(UnivariateRealFunction f, int order, FiniteDifference.Type type)
Construct an approximate derivative function for f using finite difference. -
Uses of UnivariateRealFunction in dev.nm.analysis.function.polynomial
Classes in dev.nm.analysis.function.polynomial that implement UnivariateRealFunction Modifier and Type Class Description class
CauchyPolynomial
The Cauchy's polynomial of a polynomial takes this form:class
Polynomial
A polynomial is aUnivariateRealFunction
that represents a finite length expression constructed from variables and constants, using the operations of addition, subtraction, multiplication, and constant non-negative whole number exponents.class
QuadraticMonomial
A quadratic monomial has this form: x2 + ux + v.class
ScaledPolynomial
This constructs a scaled polynomial that has neither too big or too small coefficients, hence avoiding overflow or underflow. -
Uses of UnivariateRealFunction in dev.nm.analysis.function.rn2r1.univariate
Classes in dev.nm.analysis.function.rn2r1.univariate that implement UnivariateRealFunction Modifier and Type Class Description class
AbstractUnivariateRealFunction
A univariate real function takes one real argument and outputs one real value.class
ContinuedFraction
A continued fraction representation of a number has this form: \[ z = b_0 + \cfrac{a_1}{b_1 + \cfrac{a_2}{b_2 + \cfrac{a_3}{b_3 + \cfrac{a_4}{b_4 + \ddots\,}}}} \] ai and bi can be functions of x, which in turn makes z a function of x.class
StepFunction
A step function (or staircase function) is a finite linear combination of indicator functions of intervals. -
Uses of UnivariateRealFunction in dev.nm.analysis.function.special.beta
Classes in dev.nm.analysis.function.special.beta that implement UnivariateRealFunction Modifier and Type Class Description class
BetaRegularized
The Regularized Incomplete Beta function is defined as: \[ I_x(p,q) = \frac{B(x;\,p,q)}{B(p,q)} = \frac{1}{B(p,q)} \int_0^x t^{p-1}\,(1-t)^{q-1}\,dt, p > 0, q > 0 \]class
BetaRegularizedInverse
The inverse of the Regularized Incomplete Beta function is defined at: \[ x = I^{-1}_{(p,q)}(u), 0 \le u \le 1 \] -
Uses of UnivariateRealFunction in dev.nm.analysis.function.special.gamma
Classes in dev.nm.analysis.function.special.gamma that implement UnivariateRealFunction Modifier and Type Class Description class
Digamma
The digamma function is defined as the logarithmic derivative of the gamma function.class
GammaGergoNemes
The Gergo Nemes' algorithm is very simple and quick to compute the Gamma function, if accuracy is not critical.class
GammaLanczos
Lanczos approximation provides a way to compute the Gamma function such that the accuracy can be made arbitrarily precise.class
GammaLanczosQuick
Lanczos approximation, computations are done indouble
.class
LogGamma
The log-Gamma function, \(\log (\Gamma(z))\), for positive real numbers, is the log of the Gamma function.class
Trigamma
The trigamma function is defined as the logarithmic derivative of the digamma function. -
Uses of UnivariateRealFunction in dev.nm.analysis.function.special.gaussian
Classes in dev.nm.analysis.function.special.gaussian that implement UnivariateRealFunction Modifier and Type Class Description class
CumulativeNormalHastings
Hastings algorithm is faster but less accurate way to compute the cumulative standard Normal.class
CumulativeNormalInverse
The inverse of the cumulative standard Normal distribution function is defined as: \[ N^{-1}(u) /]class
CumulativeNormalMarsaglia
Marsaglia is about 3 times slower but is more accurate to compute the cumulative standard Normal.class
Erf
The Error function is defined as: \[ \operatorname{erf}(x) = \frac{2}{\sqrt{\pi}}\int_{0}^x e^{-t^2} dt \]class
Erfc
This complementary Error function is defined as: \[ \operatorname{erfc}(x) = 1-\operatorname{erf}(x) = \frac{2}{\sqrt{\pi}} \int_x^{\infty} e^{-t^2}\,dt \]class
ErfInverse
The inverse of the Error function is defined as: \[ \operatorname{erf}^{-1}(x) \]class
Gaussian
The Gaussian function is defined as: \[ f(x) = a e^{- { \frac{(x-b)^2 }{ 2 c^2} } } \] -
Uses of UnivariateRealFunction in dev.nm.analysis.integration.univariate.riemann
Methods in dev.nm.analysis.integration.univariate.riemann that return UnivariateRealFunction Modifier and Type Method Description UnivariateRealFunction
ChangeOfVariable. fdx(UnivariateRealFunction f)
Get the integrand in the "transformed" integral, g(t) = f(x(t)) * x'(t).Methods in dev.nm.analysis.integration.univariate.riemann with parameters of type UnivariateRealFunction Modifier and Type Method Description UnivariateRealFunction
ChangeOfVariable. fdx(UnivariateRealFunction f)
Get the integrand in the "transformed" integral, g(t) = f(x(t)) * x'(t).double
ChangeOfVariable. integrate(UnivariateRealFunction f, double a, double b)
double
Integrator. integrate(UnivariateRealFunction f, double a, double b)
Integrate function f from a to b, \[ \int_a^b\! f(x)\, dx \]double
Riemann. integrate(UnivariateRealFunction f, double a, double b)
double
Riemann. integrate(UnivariateRealFunction f, double a, double b, SubstitutionRule change)
Integrate a function, f, from a to b possibly using change of variable.double
IterativeIntegrator. next(int iteration, UnivariateRealFunction f, double a, double b, double sum0)
Compute a refined sum for the integral. -
Uses of UnivariateRealFunction in dev.nm.analysis.integration.univariate.riemann.gaussian
Methods in dev.nm.analysis.integration.univariate.riemann.gaussian with parameters of type UnivariateRealFunction Modifier and Type Method Description double
GaussianQuadrature. integrate(UnivariateRealFunction f, double a, double b)
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Uses of UnivariateRealFunction in dev.nm.analysis.integration.univariate.riemann.newtoncotes
Methods in dev.nm.analysis.integration.univariate.riemann.newtoncotes with parameters of type UnivariateRealFunction Modifier and Type Method Description double
NewtonCotes. integrate(UnivariateRealFunction f, double a, double b)
double
Romberg. integrate(UnivariateRealFunction f, double a, double b)
double
Simpson. integrate(UnivariateRealFunction f, double a, double b)
double
NewtonCotes. next(int iter, UnivariateRealFunction f, double a, double b, double sum0)
double
Simpson. next(int iteration, UnivariateRealFunction f, double a, double b, double sum)
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Uses of UnivariateRealFunction in dev.nm.analysis.integration.univariate.riemann.substitution
Methods in dev.nm.analysis.integration.univariate.riemann.substitution that return UnivariateRealFunction Modifier and Type Method Description UnivariateRealFunction
DoubleExponential. dx()
UnivariateRealFunction
Exponential. dx()
UnivariateRealFunction
InvertingVariable. dx()
UnivariateRealFunction
NoChangeOfVariable. dx()
UnivariateRealFunction
PowerLawSingularity. dx()
UnivariateRealFunction
StandardInterval. dx()
UnivariateRealFunction
SubstitutionRule. dx()
the first order derivative of the transformation: x'(t) = dx(t)/dtUnivariateRealFunction
DoubleExponential. x()
UnivariateRealFunction
Exponential. x()
UnivariateRealFunction
InvertingVariable. x()
UnivariateRealFunction
NoChangeOfVariable. x()
UnivariateRealFunction
PowerLawSingularity. x()
UnivariateRealFunction
StandardInterval. x()
UnivariateRealFunction
SubstitutionRule. x()
the transformation: x(t)Constructors in dev.nm.analysis.integration.univariate.riemann.substitution with parameters of type UnivariateRealFunction Constructor Description DoubleExponential(UnivariateRealFunction f, double a, double b, double c)
Construct aDoubleExponential
substitution rule by trying to automatically determine the substitution rule.DoubleExponential4HalfRealLine(UnivariateRealFunction f, double a, double b, double c)
Construct aDoubleExponential4HalfRealLine
substitution rule.DoubleExponential4RealLine(UnivariateRealFunction f, double a, double b, double c)
Construct aDoubleExponential4RealLine
substitution rule.MixedRule(UnivariateRealFunction f, double a, double b, double c)
Construct aMixedRule
substitution rule. -
Uses of UnivariateRealFunction in dev.nm.analysis.root.univariate
Methods in dev.nm.analysis.root.univariate with parameters of type UnivariateRealFunction Modifier and Type Method Description double
BisectionRoot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)
double
BrentRoot. solve(UnivariateRealFunction f, double lower, double upper)
double
BrentRoot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)
double
HalleyRoot. solve(UnivariateRealFunction f, double guess)
Search for a root, x, in the interval [lower, upper] such that f(x) = 0.double
HalleyRoot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)
double
HalleyRoot. solve(UnivariateRealFunction f, UnivariateRealFunction df, UnivariateRealFunction d2f, double guess)
Search for a root, x, in the interval [lower, upper] such that f(x) = 0.double
NewtonRoot. solve(UnivariateRealFunction f, double guess)
double
NewtonRoot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)
double
NewtonRoot. solve(UnivariateRealFunction f, UnivariateRealFunction df_, double guess)
Searches for a root, x, in the interval [lower, upper] such that f(x) = 0.double
Uniroot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)
Search for a root, x, in the interval [lower, upper] such that f(x) = 0. -
Uses of UnivariateRealFunction in dev.nm.number
Methods in dev.nm.number with parameters of type UnivariateRealFunction Modifier and Type Method Description static double[]
DoubleUtils. foreach(double[] doubles, UnivariateRealFunction f)
Apply a univariate function f to each element in an array. -
Uses of UnivariateRealFunction in dev.nm.root.univariate
Methods in dev.nm.root.univariate with parameters of type UnivariateRealFunction Modifier and Type Method Description GridSearchMinimizer.Solution
GridSearchMinimizer. solve(UnivariateRealFunction f)
Minimizes a univariate function. -
Uses of UnivariateRealFunction in dev.nm.root.univariate.bracketsearch
Fields in dev.nm.root.univariate.bracketsearch declared as UnivariateRealFunction Modifier and Type Field Description protected UnivariateRealFunction
BracketSearchMinimizer.Solution. f
Methods in dev.nm.root.univariate.bracketsearch with parameters of type UnivariateRealFunction Modifier and Type Method Description UnivariateMinimizer.Solution
BracketSearchMinimizer. solve(UnivariateRealFunction f)
Minimize a univariate function.Constructors in dev.nm.root.univariate.bracketsearch with parameters of type UnivariateRealFunction Constructor Description Solution(UnivariateRealFunction f)
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Uses of UnivariateRealFunction in dev.nm.stat.distribution.univariate.exponentialfamily
Constructors in dev.nm.stat.distribution.univariate.exponentialfamily with parameters of type UnivariateRealFunction Constructor Description ExponentialFamily(UnivariateRealFunction h, RealVectorFunction eta, AbstractR1RnFunction T, RealScalarFunction A)
Construct a factory to construct probability distribution in the exponential family of this form. -
Uses of UnivariateRealFunction in dev.nm.stat.dlm.univariate
Constructors in dev.nm.stat.dlm.univariate with parameters of type UnivariateRealFunction Constructor Description ObservationEquation(UnivariateRealFunction F, UnivariateRealFunction V)
Construct an observation equation.ObservationEquation(UnivariateRealFunction F, UnivariateRealFunction V, RandomStandardNormalGenerator rnorm)
Construct an observation equation.StateEquation(UnivariateRealFunction G, UnivariateRealFunction W)
Construct a state equation without control variables.StateEquation(UnivariateRealFunction G, UnivariateRealFunction H, UnivariateRealFunction W)
Construct a state equation.StateEquation(UnivariateRealFunction G, UnivariateRealFunction H, UnivariateRealFunction W, RandomStandardNormalGenerator rnorm)
Construct a state equation. -
Uses of UnivariateRealFunction in dev.nm.stat.evt.evd.univariate.fitting.acer
Classes in dev.nm.stat.evt.evd.univariate.fitting.acer that implement UnivariateRealFunction Modifier and Type Class Description class
ACERFunction
The ACER (Average Conditional Exceedance Rate) function \(\epsilon_k(\eta)\) approximates the probability \[ \epsilon_k(\eta) = Pr(X_k > \eta | X_1 \le \eta, X_2 \le \eta, ..., X_{k-1} \le \eta) \] for a sequence of stochastic process observations \(X_i\) with a k-step memory.class
ACERInverseFunction
The inverse of the ACER function.class
ACERLogFunction
The ACER function in log scale (base e), i.e., \(log(\epsilon_k(\eta))\).class
ACERReturnLevel
Given an ACER function, compute the return level \(\eta\) for a given return period \(R\). -
Uses of UnivariateRealFunction in dev.nm.stat.evt.function
Classes in dev.nm.stat.evt.function that implement UnivariateRealFunction Modifier and Type Class Description class
ReturnLevel
Given a GEV distribution of a random variable \(X\), the return level \(\eta\) is the value that is expected to be exceeded on average once every interval of time \(T\), with a probability of \(1 / T\).class
ReturnPeriod
The return period \(R\) of a level \(\eta\) for a random variable \(X\) is the mean number of trials that must be done for \(X\) to exceed \(\eta\).Constructors in dev.nm.stat.evt.function with parameters of type UnivariateRealFunction Constructor Description ReturnLevel(UnivariateRealFunction cdfInverse)
Construct the return level function with the inverse function of a univariate extreme value distribution.ReturnPeriod(UnivariateRealFunction cdfFunction)
Construct the return period function with the cumulative distribution function of a univariate extreme value distribution. -
Uses of UnivariateRealFunction in dev.nm.stat.random.rng.multivariate.mcmc.hybrid
Constructors in dev.nm.stat.random.rng.multivariate.mcmc.hybrid with parameters of type UnivariateRealFunction Constructor Description ErgodicHybridMCMC(double dt0, UnivariateRealFunction deltaT, AbstractHybridMCMC hybridMCMC)
Constructs a new instance where dt is given as a function. -
Uses of UnivariateRealFunction in dev.nm.stat.random.variancereduction
Fields in dev.nm.stat.random.variancereduction declared as UnivariateRealFunction Modifier and Type Field Description static UnivariateRealFunction
AntitheticVariates. INVERSE
static UnivariateRealFunction
AntitheticVariates. REFLECTION
Constructors in dev.nm.stat.random.variancereduction with parameters of type UnivariateRealFunction Constructor Description AntitheticVariates(UnivariateRealFunction f, RandomNumberGenerator X1)
Estimates \(E(f(X_1))\) and use AntitheticVariates.INVERSE as the default antithetic path.AntitheticVariates(UnivariateRealFunction f, RandomNumberGenerator X1, UnivariateRealFunction X2)
Estimates \(E(f(X_1))\), where f is a function of a random variable.CommonRandomNumbers(UnivariateRealFunction f, UnivariateRealFunction g)
Estimate \(E(f(X_1) - g(X_2))\), where f and g are functions of uniform random variables.CommonRandomNumbers(UnivariateRealFunction f, UnivariateRealFunction g, RandomLongGenerator X1)
Estimates \(E(f(X_1) - g(X_2))\), where f and g are functions of uniform random variables.CommonRandomNumbers(UnivariateRealFunction f, UnivariateRealFunction g, RandomLongGenerator X1, UnivariateRealFunction X2)
Estimates \(E(f(X_1) - g(X_2))\), where f and g are functions of uniform random variables.ControlVariates(UnivariateRealFunction f, UnivariateRealFunction g, double Eg, double b, RandomNumberGenerator X)
Estimates \(E(f(X_1))\), where f is a function of a random variable.ImportanceSampling(UnivariateRealFunction h, UnivariateRealFunction w, RandomNumberGenerator G)
Uses importance sample to do Monte Carlo integration. -
Uses of UnivariateRealFunction in dev.nm.stat.regression
Constructors in dev.nm.stat.regression with parameters of type UnivariateRealFunction Constructor Description WeightedRSS(UnivariateRealFunction f)
Constructs a calculator to compute the weighted RSS for a given function. -
Uses of UnivariateRealFunction in dev.nm.stat.regression.linear.panel
Methods in dev.nm.stat.regression.linear.panel that return UnivariateRealFunction Modifier and Type Method Description UnivariateRealFunction
PanelData.Transformation. f()
Gets the transformation. -
Uses of UnivariateRealFunction in dev.nm.stat.stochasticprocess.univariate.filtration
Classes in dev.nm.stat.stochasticprocess.univariate.filtration that implement UnivariateRealFunction Modifier and Type Class Description class
Bt
This is aFiltrationFunction
that returns \(B(t_i)\), the Brownian motion value at the i-th time point.class
F_Sum_BtDt
This represents a function of this integral \[ I = \int_{0}^{1} B(t)dt \]class
F_Sum_tBtDt
This represents a function of this integral \[ \int_{0}^{1} (t - 0.5) * B(t) dt \]class
FiltrationFunction
A filtration function, parameterized by a fixed filtration, is a function of time, \(f(\mathfrak{F_{t_i}})\). -
Uses of UnivariateRealFunction in tech.nmfin.portfoliooptimization.lai2010.ceta
Classes in tech.nmfin.portfoliooptimization.lai2010.ceta that implement UnivariateRealFunction Modifier and Type Class Description class
Ceta
The function C(η) to be maximized (Eq. -
Uses of UnivariateRealFunction in tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer
Classes in tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer that implement UnivariateRealFunction Modifier and Type Class Description static class
CetaMaximizer.NegCetaFunction
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