Package dev.nm.analysis.function

Interface Function<D,R>

Type Parameters:
D - the domain of a function
R - the range of a function
All Known Subinterfaces:
BivariateRealFunction, RealScalarFunction, RealVectorFunction, RntoMatrix, TrivariateRealFunction, UnivariateRealFunction
All Known Implementing Classes:
AbsoluteErrorPenalty, AbstractBivariateRealFunction, AbstractR1RnFunction, AbstractRealScalarFunction, AbstractRealVectorFunction, AbstractTrivariateRealFunction, AbstractUnivariateRealFunction, ACERFunction, ACERInverseFunction, ACERLogFunction, ACERReturnLevel, AutoCorrelation, AutoCorrelationFunction, AutoCovariance, AutoCovarianceFunction, Beta, BetaRegularized, BetaRegularizedInverse, Bt, CauchyPolynomial, Ceta, CetaMaximizer.NegCetaFunction, ContinuedFraction, CourantPenalty, CumulativeNormalHastings, CumulativeNormalInverse, CumulativeNormalMarsaglia, DBeta, DBetaRegularized, DErf, Dfdx, DGamma, DGaussian, Digamma, DPolynomial, Erf, Erfc, ErfInverse, F_Sum_BtDt, F_Sum_tBtDt, FiltrationFunction, FiniteDifference, FletcherPenalty, GammaGergoNemes, GammaLanczos, GammaLanczosQuick, GammaLowerIncomplete, GammaRegularizedP, GammaRegularizedPInverse, GammaRegularizedQ, GammaUpperIncomplete, Gaussian, GaussianProposalFunction, GradientFunction, HessianFunction, HybridMCMCProposalFunction, JacobianFunction, LinearInterpolator, LogBeta, LogGamma, MarketImpact1, MultinomialBetaFunction, MultiplierPenalty, MultivariateAutoCorrelationFunction, MultivariateAutoCovarianceFunction, MultivariateFiniteDifference, NevilleTable, PenaltyFunction, Polynomial, PortfolioRiskExactSigma, ProposalFunction, QPProblemOnlyEqualityConstraints, QuadraticFunction, QuadraticMonomial, R1Projection, R1toConstantMatrix, R1toMatrix, R2toMatrix, Rastrigin, RealScalarSubFunction, RealVectorSubFunction, ReturnLevel, ReturnPeriod, Ridders, SampleAutoCorrelation, SampleAutoCovariance, SamplePartialAutoCorrelation, ScaledPolynomial, SOCPLinearBlackList, SOCPLinearMaximumLoan, SOCPLinearSectorExposure, SOCPLinearSectorNeutrality, SOCPLinearSelfFinancing, SOCPLinearZeroValue, SOCPMaximumLoan, SOCPNoTradingList1, SOCPNoTradingList2, SOCPPortfolioConstraint, SOCPPortfolioObjectiveFunction, SOCPRiskConstraint, SOCPSectorExposure, SOCPSectorNeutrality, SOCPSelfFinancing, SOCPZeroValue, StepFunction, SubFunction, SumOfPenalties, Trigamma, VARMAAutoCorrelation, VARMAAutoCovariance, ZeroPenalty
public interface Function<D,R>
The mathematical concept of a function expresses the idea that one quantity (the argument of the function, also known as the input) completely determines another quantity (the value, or output). The argument (domain) and value (range) may be real numbers (as in RealScalarFunction), but they can also be elements from any given sets.
See Also:

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static class 
    Function.EvaluationException
    This is the RuntimeException thrown when it fails to evaluate an expression.

  • Method Summary

    Modifier and Type
    Method
    Description
    int
    dimensionOfDomain()
    Get the number of variables the function has.
    int
    dimensionOfRange()
    Get the dimension of the range space of the function.
    R
    evaluate(D x)
    Evaluate the function f at x, where x is from the domain.

  • Method Details

    • evaluate

      R evaluate(D x)
      Evaluate the function f at x, where x is from the domain.
      Parameters:
      x - x
      Returns:
      f(x)

    • dimensionOfDomain

      int dimensionOfDomain()
      Get the number of variables the function has. For example, for a univariate function, the domain dimension is 1; for a bivariate function, the domain dimension is 2.
      Returns:
      the number of variables

    • dimensionOfRange

      int dimensionOfRange()
      Get the dimension of the range space of the function. For example, for a Rn->Rm function, the dimension of the range is m.
      Returns:
      the dimension of the range