Class Integral
- java.lang.Object
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- dev.nm.stat.stochasticprocess.univariate.integration.Integral
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- Direct Known Subclasses:
IntegralDB
,IntegralDt
public abstract class Integral extends Object
The class represents an integral of a function, in the Lebesgue sense.
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Field Summary
Fields Modifier and Type Field Description protected FiltrationFunction
f
the integrand
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Constructor Summary
Constructors Constructor Description Integral(FiltrationFunction f)
Construct an integral from an integrand.
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description abstract double[]
du()
Get an array of the measure values.abstract double[]
ft()
Get an array of the function values.double
value(Filtration Ft)
Integrate the function with respect to a given filtration.
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Field Detail
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f
protected final FiltrationFunction f
the integrand
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Constructor Detail
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Integral
public Integral(FiltrationFunction f)
Construct an integral from an integrand.- Parameters:
f
- an integrand
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Method Detail
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ft
public abstract double[] ft()
Get an array of the function values.- Returns:
- an array of the function values
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du
public abstract double[] du()
Get an array of the measure values.- Returns:
- an array of the measure values
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value
public double value(Filtration Ft)
Integrate the function with respect to a given filtration.- Parameters:
Ft
- a filtration- Returns:
- the integral value
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