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:

Wikipedia: Function (mathematics)

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and 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 Detail

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 \(R^{n}\to R^{m}\) function, the dimension of the range is m.

Returns:

the dimension of the range