List of derivative() Examples

Examples of derivative()

cc.redberry.core.tensor.AbstractScalarFunction.derivative()
com.neuralnetwork.shared.functions.IActivationFunction.derivative()
Returns the output of the derivative of the activation function. @param v the input value to the activation function @return the output of the derivative of this activation function
com.neuralnetwork.shared.functions.LinearFunction.derivative()
com.neuralnetwork.shared.functions.SigmoidFunction.derivative()
com.opengamma.analytics.math.function.DoubleFunction1D.derivative()
Returns a function that calculates the first derivative. The method used is central finite difference, with $\epsilon = 10^{-5}$. Implementing classes can override this method to return a function that is the exact functional representation of the first derivative. @return A function that calculates the first derivative of this function
org.apache.commons.math.analysis.DifferentiableUnivariateRealFunction.derivative()
Returns the derivative of the function @return the derivative function
org.apache.commons.math3.analysis.function.Power.derivative()
{@inheritDoc} @deprecated as of 3.1, replaced by {@link #value(DerivativeStructure)}
org.apache.commons.math3.analysis.function.Sin.derivative()
{@inheritDoc} @deprecated as of 3.1, replaced by {@link #value(DerivativeStructure)}
org.apache.commons.math3.analysis.polynomials.PolynomialFunction.derivative()
Returns the derivative as a {@link UnivariateFunction}. @return the derivative function.
org.jquantlib.math.distributions.CumulativeNormalDistribution.derivative()
Computes the derivative. @param x @return gaussian.evaluate(xn) / sigma
org.jquantlib.math.distributions.NormalDistribution.derivative()
{@inheritDoc}
Calculates the first derivative of a Normal distribution at point {@latex$ x } @param x @return the first derivative of a Normal distribution at point {@latex$ x }
org.opengis.referencing.operation.MathTransform1D.derivative()
Gets the derivative of this function at a value. The derivative is the 1×1 matrix of the non-translating portion of the approximate affine map at the value. @param value The value where to evaluate the derivative. @return The derivative at the specified point. @throws TransformException if the derivative can't be evaluated at thespecified point.

Examples of org.jquantlib.math.distributions.CumulativeNormalDistribution.derivative()

                d1 = (Math.log(forwardSi/payoff.strike())+0.5*variance)/Math.sqrt(variance);
                LHS = payoff.strike() - Si;
                final double /*@Real*/ temp2 = BlackFormula.blackFormula(payoff.optionType(), payoff.strike(), forwardSi, Math.sqrt(variance))*riskFreeDiscount;
                RHS = temp2 - (1 - dividendDiscount * cumNormalDist.op(-d1)) * Si / Q;
                bi = -dividendDiscount * cumNormalDist.op(-d1) * (1 - 1 / Q)
                - (1 + dividendDiscount * cumNormalDist.derivative(-d1) / Math.sqrt(variance)) / Q;
            }
            break;
        default:
            throw new LibraryException(UNKNOWN_OPTION_TYPE); // QA:[RG]::verified
        }

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Examples of org.jquantlib.math.distributions.NormalDistribution.derivative()

        for(i = 0; i < x.size(); i++) {
            yi.set(i, cum.op(x.get(i)));
        }


        for (i=0; i < x.size(); i++) {
            yd.set(i, normal.derivative(x.get(i)));
        }


        // define the differential operators
        final DZero D = new DZero(N,h);
        final DPlusMinus D2 = new DPlusMinus(N,h);

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Examples of org.opengis.referencing.operation.MathTransform1D.derivative()

                        if (!toGeo) {
                            // We are going to convert geophysics values to packed ones.
                            transform = transform.inverse();
                        }
                        offset = transform.transform(0);
                        scale  = transform.derivative(Double.NaN);
                        if (isNaN(scale) || isNaN(offset)) {
                            // One category doesn't use a linear transformation. We can't deal with
                            // that with "Rescale" or "Piecewise". Fallback on our "SampleTranscode".
                            canRescale   = false;
                            canPiecewise = false;

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