tech.nmfin.portfoliooptimization.lai2010.ceta

Class Ceta

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

tech.nmfin.portfoliooptimization.lai2010.ceta.Ceta

All Implemented Interfaces:

Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction

public class Ceta
extends AbstractUnivariateRealFunction

The function C(η) to be maximized (Eq. 3.8).

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	Ceta.PortfolioMoments
static interface	Ceta.PortfolioMomentsEstimator

Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor and Description
Ceta(Ceta.PortfolioMomentsEstimator portfolioMomentsEsimator, double lambda)

Method Summary

Modifier and Type	Method and Description
double	evaluate(double eta) Evaluate y = f(x).

Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

evaluate

Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dimensionOfDomain, dimensionOfRange

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface dev.nm.analysis.function.Function

dimensionOfDomain, dimensionOfRange

Constructor Detail

Ceta

public Ceta(Ceta.PortfolioMomentsEstimator portfolioMomentsEsimator,
            double lambda)

Method Detail

evaluate

public double evaluate(double eta)

Description copied from interface: UnivariateRealFunction

Evaluate y = f(x).

Parameters:

eta - x

Returns:

f(x)