Package org.jquantlib.math.functions

Examples of org.jquantlib.math.functions.Expression

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        QL.require(n >= 1 , unsufficient_sample_size);

        final List<Ops.DoubleOp> functions = new ArrayList<Ops.DoubleOp>();
        functions.add(new Square());
        functions.add(new Bind2nd(new Minus(), mean()));
        final Expression comp = new Expression(functions);

        // Evaluate the composed function in the specified range (ie. everyWhere).
        final double s2 = expectationValue(comp, new TruePredicate()).getFirst();
        return s2*n/(n-1.0);
    }
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            throw new IllegalArgumentException(unsufficient_sample_size_2);

        final List<Ops.DoubleOp> functions = new ArrayList<Ops.DoubleOp>();
        functions.add(new Cube());
        functions.add(new Bind2nd(new Minus(), mean()));
        final Expression comp = new Expression(functions);

        final double x = expectationValue(comp, new TruePredicate()).getFirst();
        final double sigma = standardDeviation();
        final double _n = n;
        return (_n / ((_n - 1) * (_n - 2))) * x / (Math.pow(sigma, 3));
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            throw new IllegalArgumentException(unsufficient_sample_size_3);

        final List<DoubleOp> functions = new ArrayList<DoubleOp>();
        functions.add(new Fourth());
        functions.add(new Bind2nd(new Minus(), mean()));
        final Expression comp = new Expression(functions);

        final double x = expectationValue(comp, new TruePredicate()).getFirst();

        final double _N = n;
        final double sigma2 = standardDeviation();
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        // average over the range below the target

        final List<Ops.DoubleOp> functions = new ArrayList<Ops.DoubleOp>();
        functions.add(new Square());
        functions.add(new Bind2nd(new Minus(), target));
        final Expression comp = new Expression(functions);
        final Ops.DoublePredicate less = new Bind2ndPredicate(new LessThanPredicate(), target);

        final Pair<Double, Integer> result = statistics.expectationValue(comp, less);
        final double x = result.getFirst();
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    // average over the range below the target

    final List<Ops.DoubleOp> functions = new ArrayList<Ops.DoubleOp>();
    functions.add(new Square());
    functions.add(new Bind2nd(new Minus(), target));
    final Expression comp = new Expression(functions);
    final Ops.DoublePredicate less = new Bind2ndPredicate(new LessThanPredicate(), target);

    final Pair<Double, Integer> result = expectationValue(comp, less);
    final double x = result.first();
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Related Classes of org.jquantlib.math.functions.Expression

  • org.jquantlib.math.statistics.GeneralStatistics
  • org.jquantlib.math.statistics.GenericRiskStatistics
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