Examples of org.jquantlib.math.functions.Everywhere

org.jquantlib.math.functions.Everywhere
A constant function @author Richard Gomes


    public /*@Real*/ double mean() /*@ReadOnly*/ {
        /*@Size*/ final int N = samples();
        QL.require(N != 0, "empty sample set");
        // eat our own dog food
        return expectationValue(new Identity(), new Everywhere()).first();
    }

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        // Hopefully, the whole thing will be inlined in a single loop.
        /*@Real*/ final double s2 = expectationValue(
            new ComposedFunction(
                new Square(), new Bind2nd(
                    new Minus(), mean())),
                                   new Everywhere()).first();
        return s2*N/(N-1.0);
    }

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        /*@Real*/ final double x = expectationValue(
            new ComposedFunction(
                new Cube(), new Bind2nd(
                    new Minus(), mean())),
                                  new Everywhere()).first();
        /*@Real*/ final double sigma = standardDeviation();


        return (x/(sigma*sigma*sigma))*(N/(N-1.0))*(N/(N-2.0));
    }

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        /*@Real*/ final double x = expectationValue(
            new ComposedFunction(
                new Fourth(), new Bind2nd(
                    new Minus(), mean())),
                                  new Everywhere()).first();
        /*@Real*/ final double sigma2 = variance();


        /*@Real*/ final double c1 = (N/(N-1.0)) * (N/(N-2.0)) * ((N+1.0)/(N-3.0));
        /*@Real*/ final double c2 = 3.0 * ((N-1.0)/(N-2.0)) * ((N-1.0)/(N-3.0));

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Related Classes of org.jquantlib.math.functions.Everywhere

org.jquantlib.math.statistics.GeneralStatistics

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