- cache - Variable in class com.opengamma.strata.math.impl.cern.Normal
-
- cacheFilled - Variable in class com.opengamma.strata.math.impl.cern.Normal
-
- calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction
-
- calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction
-
- calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.VectorFunction
-
Calculate the Jacobian at a point $\mathbf{x}$.
- calInverseJacobian(DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
the inverse-Jacobian where the i-j entry is the sensitivity of the ith (fitted) parameter (a_i) to the jth data
point (y_j).
- cdf(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare
-
Returns the cumulative distribution function.
- cdf(double) - Method in class com.opengamma.strata.math.impl.cern.Gamma
-
Returns the cumulative distribution function.
- cdf(double) - Method in class com.opengamma.strata.math.impl.cern.Normal
-
Returns the cumulative distribution function.
- cdf(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT
-
Returns the cumulative distribution function.
- checkData(double[][], double[][], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression
-
- checkData(double[][], double[], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression
-
- checkData(double[][], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression
-
- checkIndex(double, int, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod
-
Check the index is within the sample data range.
- checkInputs(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.MinimumBracketer
-
- checkInputs(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder
-
Tests that the inputs to the root-finder are not null, and that a root is bracketed by the bounding values.
- checkInputs(DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder
-
Tests that the inputs to the root-finder are not null, and that a root is bracketed by the bounding values.
- checkInputsAndApplyFunction(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder
-
- ChiSquare - Class in com.opengamma.strata.math.impl.cern
-
- ChiSquare(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.ChiSquare
-
Constructs a ChiSquare distribution.
- chiSquare(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the area under the left hand tail (from 0 to x)
of the Chi square probability density function with
v degrees of freedom.
- chiSquareComplemented(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the area under the right hand tail (from x to
infinity) of the Chi square probability density function
with v degrees of freedom.
- ChiSquareDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution
-
A $\chi^2$ distribution with $k$ degrees of freedom is the distribution of
the sum of squares of $k$ independent standard normal random variables with
cdf and inverse cdf
$$
\begin{align*}
F(x) &=\frac{\gamma\left(\frac{k}{2}, \frac{x}{2}\right)}{\Gamma\left(\frac{k}{2}\right)}\\
F^{-1}(p) &= 2\gamma^{-1}\left(\frac{k}{2}, p\right)
\end{align*}
$$
where $\gamma(y, z)$ is the lower incomplete Gamma function and $\Gamma(y)$
is the Gamma function.
- ChiSquareDistribution(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution
-
Creates an instance.
- ChiSquareDistribution(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution
-
Creates an instance.
- CholeskyDecompositionCommons - Class in com.opengamma.strata.math.impl.linearalgebra
-
- CholeskyDecompositionCommons() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommons
-
- CholeskyDecompositionCommonsResult - Class in com.opengamma.strata.math.impl.linearalgebra
-
- CholeskyDecompositionCommonsResult(CholeskyDecomposition) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult
-
Constructor.
- CholeskyDecompositionOpenGamma - Class in com.opengamma.strata.math.impl.linearalgebra
-
OpenGamma implementation of the Cholesky decomposition and its differentiation.
- CholeskyDecompositionOpenGamma() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma
-
- CholeskyDecompositionOpenGammaResult - Class in com.opengamma.strata.math.impl.linearalgebra
-
Results of the OpenGamma implementation of Cholesky decomposition.
- CholeskyDecompositionOpenGammaResult(double[][]) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult
-
Constructor.
- CholeskyDecompositionResult - Interface in com.opengamma.strata.math.impl.linearalgebra
-
Contains the results of Cholesky matrix decomposition.
- ClampedPiecewisePolynomialInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
Piecewise polynomial interpolator clamped at specified points.
- ClampedPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator, double[], double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator
-
Construct the interpolator with clamped points.
- clone() - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister
-
Returns a copy of the receiver; the copy will produce identical sequences.
- com.opengamma.strata.math - package com.opengamma.strata.math
-
Base package of the strata-math project.
- com.opengamma.strata.math.impl - package com.opengamma.strata.math.impl
-
- com.opengamma.strata.math.impl.cern - package com.opengamma.strata.math.impl.cern
-
- com.opengamma.strata.math.impl.differentiation - package com.opengamma.strata.math.impl.differentiation
-
- com.opengamma.strata.math.impl.function - package com.opengamma.strata.math.impl.function
-
- com.opengamma.strata.math.impl.function.special - package com.opengamma.strata.math.impl.function.special
-
- com.opengamma.strata.math.impl.integration - package com.opengamma.strata.math.impl.integration
-
- com.opengamma.strata.math.impl.interpolation - package com.opengamma.strata.math.impl.interpolation
-
- com.opengamma.strata.math.impl.linearalgebra - package com.opengamma.strata.math.impl.linearalgebra
-
- com.opengamma.strata.math.impl.matrix - package com.opengamma.strata.math.impl.matrix
-
- com.opengamma.strata.math.impl.minimization - package com.opengamma.strata.math.impl.minimization
-
- com.opengamma.strata.math.impl.random - package com.opengamma.strata.math.impl.random
-
- com.opengamma.strata.math.impl.regression - package com.opengamma.strata.math.impl.regression
-
- com.opengamma.strata.math.impl.rootfinding - package com.opengamma.strata.math.impl.rootfinding
-
- com.opengamma.strata.math.impl.rootfinding.newton - package com.opengamma.strata.math.impl.rootfinding.newton
-
- com.opengamma.strata.math.impl.statistics.descriptive - package com.opengamma.strata.math.impl.statistics.descriptive
-
- com.opengamma.strata.math.impl.statistics.distribution - package com.opengamma.strata.math.impl.statistics.distribution
-
- com.opengamma.strata.math.impl.statistics.leastsquare - package com.opengamma.strata.math.impl.statistics.leastsquare
-
- com.opengamma.strata.math.impl.util - package com.opengamma.strata.math.impl.util
-
- com.opengamma.strata.math.linearalgebra - package com.opengamma.strata.math.linearalgebra
-
Linear algebra.
- com.opengamma.strata.math.rootfind - package com.opengamma.strata.math.rootfind
-
Root finding.
- combinedMatrixEqnSolver(double[][], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver
-
- COMMONS - Static variable in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory
-
Label for Commons matrix algebra
- COMMONS_ALGEBRA - Static variable in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory
-
- CommonsMathWrapper - Class in com.opengamma.strata.math.impl.util
-
Utility class for converting OpenGamma mathematical objects into
Commons objects and vice versa.
- CommonsMatrixAlgebra - Class in com.opengamma.strata.math.impl.matrix
-
- CommonsMatrixAlgebra() - Constructor for class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- ComplexMathUtils - Class in com.opengamma.strata.math.impl
-
Utilities for working with complex numbers.
- ComplexNumber - Class in com.opengamma.strata.math.impl
-
A complex number.
- ComplexNumber(double) - Constructor for class com.opengamma.strata.math.impl.ComplexNumber
-
Creates an instance from the real part.
- ComplexNumber(double, double) - Constructor for class com.opengamma.strata.math.impl.ComplexNumber
-
Creates an instance from the real and imaginary parts.
- ConcatenatedVectorFunction - Class in com.opengamma.strata.math.impl.function
-
For the set of $k$ vector functions $f_i: \mathbb{R}^{m_i} \to \mathbb{R}^{n_i} \quad x_i \mapsto f_i(x_i) = y_i$
this forms the function
$f: \mathbb{R}^{m} \to \mathbb{R}^{n} \quad x_i \mapsto f(x) = y$ where $n = \sum_{i=1}^k n_i$ and
$m = \sum_{i=1}^k m_i$ and $x = (x_1,x_2,\dots,x_k)$ \& $y = (y_1,y_2,\dots,y_k)$.
- ConcatenatedVectorFunction(VectorFunction[]) - Constructor for class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction
-
Creates an instance.
- conjugate(ComplexNumber) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- ConstrainedCubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
Cubic spline interpolation based on
C.J.C.
- ConstrainedCubicSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator
-
- convertArray(double[][]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression
-
- convertArray(double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression
-
- cos(double) - Static method in class com.opengamma.strata.math.impl.TrigonometricFunctionUtils
-
- cos(ComplexNumber) - Static method in class com.opengamma.strata.math.impl.TrigonometricFunctionUtils
-
- cosh(double) - Static method in class com.opengamma.strata.math.impl.TrigonometricFunctionUtils
-
- cosh(ComplexNumber) - Static method in class com.opengamma.strata.math.impl.TrigonometricFunctionUtils
-
- cube(double) - Static method in class com.opengamma.strata.math.impl.FunctionUtils
-
- CubicRealRootFinder - Class in com.opengamma.strata.math.impl.rootfinding
-
Root finder that calculates the roots of a cubic equation using
CubicRootFinder
and returns only the real roots.
- CubicRealRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.CubicRealRootFinder
-
- CubicRootFinder - Class in com.opengamma.strata.math.impl.rootfinding
-
Class that calculates the roots of a cubic equation.
- CubicRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.CubicRootFinder
-
- CubicSplineClampedSolver - Class in com.opengamma.strata.math.impl.interpolation
-
Solves cubic spline problem with clamped endpoint conditions, where the first derivative is specified at endpoints.
- CubicSplineClampedSolver(double, double) - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver
-
Constructor for a one-dimensional problem.
- CubicSplineClampedSolver(double[], double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver
-
Constructor for a multi-dimensional problem.
- CubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
C2 cubic spline interpolator with Clamped/Not-A-Knot endpoint conditions.
- CubicSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator
-
- CubicSplineNakSolver - Class in com.opengamma.strata.math.impl.interpolation
-
Solves cubic spline problem with Not-A-Knot endpoint conditions, where the third derivative
at the endpoints is the same as that of their adjacent points.
- CubicSplineNakSolver() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver
-
- CubicSplineNaturalSolver - Class in com.opengamma.strata.math.impl.interpolation
-
Solves cubic spline problem with natural endpoint conditions, where the second derivative at the endpoints is 0.
- CubicSplineNaturalSolver() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver
-
- Gamma - Class in com.opengamma.strata.math.impl.cern
-
- Gamma(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.Gamma
-
Constructs a Gamma distribution.
- gamma(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the integral from zero to x of the gamma probability
density function.
- gammaComplemented(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the integral from x to infinity of the gamma
probability density function:
- GammaDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution
-
The Gamma distribution is a continuous probability distribution with cdf
$$
\begin{align*}
F(x)=\frac{\gamma\left(k, \frac{x}{\theta}\right)}{\Gamma(k)}
\end{align*}
$$
and pdf
$$
\begin{align*}
f(x)=\frac{x^{k-1}e^{-\frac{x}{\theta}}}{\Gamma{k}\theta^k}
\end{align*}
$$
where $k$ is the shape parameter and $\theta$ is the scale parameter.
- GammaDistribution(double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution
-
- GammaDistribution(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution
-
- GammaFunction - Class in com.opengamma.strata.math.impl.function.special
-
The gamma function is a generalization of the factorial to complex and real
numbers.
- GammaFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.GammaFunction
-
- gap(double, double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction
-
Computes the gap from the UFR at x value.
- GaussHermiteQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration
-
Gauss-Hermite quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{-\infty}^{\infty} e^{-x^2} g(x) dx
\end{align*}
$$
The weights and abscissas are generated by
GaussHermiteWeightAndAbscissaFunction.
- GaussHermiteQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D
-
- GaussHermiteWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration
-
Class that generates weights and abscissas for Gauss-Hermite quadrature.
- GaussHermiteWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussHermiteWeightAndAbscissaFunction
-
- GaussianQuadratureData - Class in com.opengamma.strata.math.impl.integration
-
- GaussianQuadratureData(double[], double[]) - Constructor for class com.opengamma.strata.math.impl.integration.GaussianQuadratureData
-
- GaussianQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration
-
Class that performs integration using Gaussian quadrature.
- GaussianQuadratureIntegrator1D(int, QuadratureWeightAndAbscissaFunction) - Constructor for class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D
-
Creates an instance.
- GaussJacobiQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration
-
Gauss-Jacobi quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{-1}^{1} (1 - x)^\alpha (1 + x)^\beta f(x) dx
\end{align*}
$$
The weights and abscissas are generated by
GaussJacobiWeightAndAbscissaFunction.
- GaussJacobiQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D
-
- GaussJacobiWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration
-
Class that generates weights and abscissas for Gauss-Jacobi quadrature.
- GaussJacobiWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction
-
Creates an instance.
- GaussJacobiWeightAndAbscissaFunction(double, double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction
-
Creates an instance.
- GaussLaguerreQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration
-
Gauss-Laguerre quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{0}^{\infty} e^{-x}f(x) dx
\end{align*}
$$
The weights and abscissas are generated by
GaussLaguerreWeightAndAbscissaFunction.
- GaussLaguerreQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D
-
Creates an instance.
- GaussLaguerreQuadratureIntegrator1D(int, double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D
-
Creates an instance.
- GaussLaguerreWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration
-
Class that generates weights and abscissas for Gauss-Laguerre quadrature.
- GaussLaguerreWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction
-
Creates an instance.
- GaussLaguerreWeightAndAbscissaFunction(double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction
-
Creates an instance.
- GaussLegendreQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration
-
Gauss-Legendre quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{-1}^{1} f(x) dx
\end{align*}
$$
The weights and abscissas are generated by
GaussLegendreWeightAndAbscissaFunction.
- GaussLegendreQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D
-
- GaussLegendreWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration
-
Class that generates weights and abscissas for Gauss-Legendre quadrature.
- GaussLegendreWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussLegendreWeightAndAbscissaFunction
-
- GeneralizedExtremeValueDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution
-
The generalized extreme value distribution is a family of continuous probability distributions that combines the Gumbel (type I),
Fréchet (type II) and Weibull (type III) families of distributions.
- GeneralizedExtremeValueDistribution(double, double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution
-
Creates an instance.
- GeneralizedLeastSquare - Class in com.opengamma.strata.math.impl.statistics.leastsquare
-
Generalized least square method.
- GeneralizedLeastSquare() - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare
-
Creates an instance.
- GeneralizedLeastSquareResults<T> - Class in com.opengamma.strata.math.impl.statistics.leastsquare
-
Generalized least square calculator.
- GeneralizedLeastSquareResults(List<Function<T, Double>>, double, DoubleArray, DoubleMatrix) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults
-
Creates an instance.
- GeneralizedLeastSquaresRegression - Class in com.opengamma.strata.math.impl.regression
-
- GeneralizedLeastSquaresRegression() - Constructor for class com.opengamma.strata.math.impl.regression.GeneralizedLeastSquaresRegression
-
- GeneralizedParetoDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution
-
Calculates the Pareto distribution.
- GeneralizedParetoDistribution(double, double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
-
Creates an instance.
- GeneralizedParetoDistribution(double, double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
-
Creates an instance.
- generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteWeightAndAbscissaFunction
-
- generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction
- generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction
- generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreWeightAndAbscissaFunction
- generate(int) - Method in interface com.opengamma.strata.math.impl.integration.QuadratureWeightAndAbscissaFunction
-
- generate(BasisFunctionKnots, int) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator
-
Generate the i^th basis function
- generateSet(BasisFunctionKnots) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator
-
Generate a set of b-splines with a given polynomial degree on the specified knots.
- generateSet(BasisFunctionKnots[]) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator
-
Generate a set of N-dimensional b-splines as the produce of 1-dimensional b-splines with a given polynomial degree.
- GeometricMeanCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Calculates the geometric mean of a series of data.
- GeometricMeanCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.GeometricMeanCalculator
-
- getAbscissas() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData
-
- getAdjustedRSquared() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getB() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution
-
Gets the scale parameter.
- getBetas() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.MinimumBracketer
-
- getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.ParabolicMinimumBracketer
-
- getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.rootfinding.BracketRoot
-
Gets the bracketed roots.
- getBracketedPoints(Function<Double, Double>, double, double, double, double) - Method in class com.opengamma.strata.math.impl.rootfinding.BracketRoot
-
Gets the bracketed roots.
- getCDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution
-
Calculates CDF.
- getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution
-
Returns the cumulative distribution function for a value
- getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution
-
Returns the cumulative distribution function for a value
- getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution
-
Returns the cumulative distribution function for a value
- getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
-
Returns the cumulative distribution function for a value
- getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution
-
Returns the cumulative distribution function for a value
- getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution
-
Returns the cumulative distribution function for a value
- getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
-
Returns the cumulative distribution function for a value
- getCDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution
-
Returns the cumulative distribution function for a value
- getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution
-
Returns the cumulative distribution function for a value
- getChiSq() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults
-
Gets the Chi-square of the fit.
- getCoeff() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult
-
- getCoefficients() - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D
-
Gets the coefficients of this polynomial.
- getCoefficientSensitivity(int) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity
-
Access _coeffSense for the i-th interval.
- getCoefficientSensitivityAll() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity
-
Access _coeffSense.
- getCoefMatrix() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult
-
Access _coefMatrix.
- getCoefs() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D
-
Access _coefMatrix.
- getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns the condition number of the matrix.
- getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns the condition number of the matrix.
- getConditionNumber() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the condition number of the matrix.
- getConditionNumber() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the condition number of the matrix.
- getCovariance() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults
-
Gets the estimated covariance matrix of the standard errors in the fitting parameters.
- getDecomposition(String) - Static method in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory
-
Given a name, returns an instance of that decomposition method.
- getDecompositionName(Decomposition<?>) - Static method in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory
-
Given a decomposition method, returns its name.
- getDegree() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots
-
the polynomial degree of the basis functions.
- getDegrees() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution
-
Gets the number of degrees of freedom.
- getDegreesOfFreedom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution
-
Gets the degrees of freedom.
- getDegreesOfFreedom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution
-
- getDerivativeMatrix(double[], int, boolean) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
Get the kth order finite difference derivative matrix, D_k(x), for a non-uniform set of points.
- getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult
-
- getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult
-
- getDeterminant() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult
-
Return the determinant of the matrix.
- getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult
-
Return the determinant of the matrix.
- getDeterminant() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult
-
Return the determinant of the matrix.
- getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns the determinant of the matrix.
- getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns the determinant of the matrix.
- getDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix
-
- getDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix
-
Direct access to Diagonal Data.
- getDifferenceMatrix(int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
get the k^th order difference matrix, D, which acts on a vector, x, of length m to produce the k^th order
difference vector.
- getDiffNorm() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult
-
- getDimensions() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult
-
Access _dim.
- getDirection(DoubleMatrix, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianDirectionFunction
-
- getDirection(DoubleMatrix, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.JacobianDirectionFunction
-
- getDirection(DoubleMatrix, DoubleArray) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderDirectionFunction
-
- getDof() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult
-
- getEntry(int...) - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix
-
Gets the entry for the indices.
- getFitParameters() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults
-
Gets the value of the fitting parameters, when the chi-squared is minimised.
- getFittingFunction() - Method in class com.opengamma.strata.math.impl.minimization.NonLinearTransformFunction
-
- getFittingJacobian() - Method in class com.opengamma.strata.math.impl.minimization.NonLinearTransformFunction
-
- getFittingParameterSensitivityToData() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults
-
This a matrix where the i,jth element is the (infinitesimal) sensitivity of the ith fitting
parameter to the jth data point (NOT the model point), when the fitting parameter are such
that the chi-squared is minimised.
- getFunction() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults
-
Gets the functions field.
- getImaginary() - Method in class com.opengamma.strata.math.impl.ComplexNumber
-
Gets the imaginary part.
- getIndependentVariableNames() - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult
-
- getIndices() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult
-
Gets the indices.
- getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianEstimateInitializationFunction
-
- getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.JacobianEstimateInitializationFunction
-
- getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderMatrixInitializationFunction
-
- getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns the inner (or dot) product.
- getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns the inner (or dot) product.
- getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D
-
Returns a function that is valid for both the type of quadrature and the limits of integration.
- getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D
-
Returns a function that is valid for both the type of quadrature and the limits of integration.
- getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D
-
Returns a function that is valid for both the type of quadrature and the limits of integration.
- getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D
-
Returns a function that is valid for both the type of quadrature and the limits of integration.
- getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D
-
Returns a function that is valid for both the type of quadrature and the limits of integration.
- getIntegrator(String) - Static method in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory
-
Given a name, returns an instance of that integrator.
- getIntegratorName(Integrator1D<Double, Double>) - Static method in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory
-
Given an integrator, returns its name.
- getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns the inverse (or pseudo-inverse) of the matrix.
- getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns the inverse (or pseudo-inverse) of the matrix.
- getInverseCDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution
-
Given a probability, return the value that returns this cdf
- getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution
-
Given a probability, return the value that returns this cdf
- getK() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution
-
- getKnots() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots
-
Get the full set of knots.
- getKnots() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult
-
Access _knots.
- getKnots0() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D
-
Access _knots0.
- getKnots1() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D
-
Access _knots1.
- getKnots2D() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D
-
Access _knots0 and _knots1.
- getKnotsMat1D(double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver
-
- getKsi() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution
-
Gets the shape parameter.
- getKsi() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
-
Gets the shape parameter.
- getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult
-
- getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult
-
- getL() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult
-
Returns the $\mathbf{L}$ matrix of the decomposition.
- getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult
-
Returns the $\mathbf{L}$ matrix of the decomposition.
- getL() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult
-
Returns the $\mathbf{L}$ matrix of the decomposition.
- getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction
-
- getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction
-
- getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.VectorFunction
-
The length of the input vector $\mathbf{x}$.
- getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction
-
- getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction
-
- getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.VectorFunction
-
The length of the output vector $\mathbf{y}$.
- getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D
-
Gets the limits.
- getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D
-
Gets the limits.
- getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D
-
- getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D
-
- getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D
-
- getLowerBoundIndex(DoubleArray, double) - Static method in class com.opengamma.strata.math.impl.FunctionUtils
-
Find the index of a sorted set that is less than or equal to a given value.
- getLowerSubDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix
-
- getLowerSubDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix
-
Direct access to lower sub-Diagonal Data.
- getLT() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult
-
- getLT() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult
-
- getLT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult
-
Returns the transpose of the matrix $\mathbf{L}$ of the decomposition.
- getMatrixAlgebra(String) - Static method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory
-
Given a name, returns an instance of the matrix algebra calculator.
- getMatrixAlgebraName(MatrixAlgebra) - Static method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory
-
Given a matrix algebra calculator, returns its name.
- getMatrixForFlattened(int[], DoubleMatrix, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
Assume a tensor has been flattened to a vector as
{A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}}
(see
PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the
last index changes most rapidly.
- getMean() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
-
- getMeanAndStd() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult
-
- getMeanSquareError() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getModelParameters() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform
-
- getModelParameterSensitivityToData() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform
-
This a matrix where the i,j-th element is the (infinitesimal) sensitivity of the i-th model parameter
to the j-th data point, when the fitting parameter are such that the chi-squared is minimised.
- getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution
-
Gets the location parameter.
- getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
-
Gets the location parameter.
- getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution
-
Gets the location parameter.
- getNonCentrality() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution
-
Gets the non-centrality parameter.
- getNorm() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the $L_2$ norm of the matrix.
- getNorm() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the $L_2$ norm of the matrix.
- getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
For a vector, returns the
$L_1$ norm
(also known as the Taxicab norm or Manhattan norm), i.e.
- getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
For a vector, returns the
$L_1$ norm
(also known as the Taxicab norm or Manhattan norm), i.e.
- getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
For a vector, returns
$L_2$ norm (also known as the
Euclidean norm).
- getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
For a vector, returns
$L_2$ norm (also known as the
Euclidean norm).
- getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
- getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
- getNumberOfFittingParameters() - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms
-
- getNumberOfFittingParameters() - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms
-
- getNumberOfIntervals() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult
-
Access _nIntervals.
- getNumberOfIntervals() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D
-
Access _nIntervals.
- getNumberOfModelParameters() - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms
-
- getNumberOfModelParameters() - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms
-
- getNumberOfParameters() - Method in class com.opengamma.strata.math.impl.function.ParameterizedFunction
-
Gets the number of parameters.
- getNumKnots() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots
-
The number of knots.
- getNumSplines() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots
-
The number of basis splines of the degree this set of knots will support.
- getOne() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator
-
- getOrder() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult
-
Access _order.
- getOrder() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D
-
Access _order.
- getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns the outer product.
- getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns the outer product.
- getP() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult
-
Returns the rows permutation matrix, $\mathbf{P}$.
- getP() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult
-
Returns the rows permutation matrix, $\mathbf{P}$.
- getPDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution
-
Calculates PDF.
- getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution
-
Return the probability density function for a value
- getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution
-
Return the probability density function for a value
- getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution
-
Return the probability density function for a value
- getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
-
Return the probability density function for a value
- getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution
-
Return the probability density function for a value
- getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution
-
Return the probability density function for a value
- getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
-
Return the probability density function for a value
- getPDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution
-
Return the probability density function for a value
- getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution
-
Return the probability density function for a value
- getPenalty() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareWithPenaltyResults
-
Gets the value of the penalty.
- getPenaltyMatrix(int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
get the k^th order penalty matrix, P.
- getPenaltyMatrix(int[], int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
Assume a tensor has been flattened to a vector as
{A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}}
(see
PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the
last index changes most rapidly.
- getPenaltyMatrix(int[], int[], double[]) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
Assume a tensor has been flattened to a vector as
{A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}}
(see
PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the
last index changes most rapidly.
- getPenaltyMatrix(double[], int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
get a k^th order penalty matrix,P, for a non-uniform grid, x.
- getPenaltyMatrix(double[][], int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
Get a kth order penalty matrix for a non-uniform grid whose values have been flattened to a vector.
- getPenaltyMatrix(double[][], int[], double[]) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
Get a penalty for a non-uniform grid whose values have been flattened to a vector.
- getPivot() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult
-
Returns the pivot permutation vector.
- getPivot() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult
-
Returns the pivot permutation vector.
- getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.HermitePolynomialFunction
-
- getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction
-
- getPolynomials(int, double, double) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction
-
Calculates polynomials.
- getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction
-
- getPolynomials(int, double) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction
-
Gets the polynomials.
- getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.LegendrePolynomialFunction
-
- getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator
-
- getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthonormalHermitePolynomialFunction
-
- getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.HermitePolynomialFunction
-
- getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction
-
- getPolynomialsAndFirstDerivative(int, double, double) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction
-
Calculates polynomials and derivative.
- getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction
-
- getPolynomialsAndFirstDerivative(int, double) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction
-
Gets the polynomials and derivative.
- getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.LegendrePolynomialFunction
-
- getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator
-
- getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthonormalHermitePolynomialFunction
-
- getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
Returns a real matrix raised to some real power
Currently this method is limited to symmetric matrices only as Commons Math does not
support the diagonalization of asymmetric matrices.
- getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns a matrix raised to an integer power, e.g.
- getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.
- getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns a matrix raised to an integer power, e.g.
- getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.
- getPredictedValue(double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getPredictedValue(Map<String, Double>) - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult
-
- getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator
-
- getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator
-
- getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator
-
- getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Hyman filter modifies derivative values at knot points which are initially computed by a "primary" interpolator.
- getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator
-
- getPValues() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getQ() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult
-
Returns the matrix $\mathbf{Q}$ of the decomposition.
- getQ() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult
-
Returns the matrix $\mathbf{Q}$ of the decomposition.
- getQT() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult
-
Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.
- getQT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult
-
Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.
- getR() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult
-
Returns the matrix $\mathbf{R}$ of the decomposition.
- getR() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult
-
Returns the matrix $\mathbf{R}$ of the decomposition.
- getRank() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the effective numerical matrix rank.
- getRank() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the effective numerical matrix rank.
- getReal() - Method in class com.opengamma.strata.math.impl.ComplexNumber
-
Gets the real part.
- getRelativeTolerance() - Method in class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D
-
- getResiduals() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getResult() - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult
-
- getRMat() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult
-
- getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.BisectionSingleRootFinder
- getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.BrentSingleRootFinder
-
- getRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder
-
- getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
- getRoot(Function<Double, Double>, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
- getRoot(DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
- getRoot(DoubleFunction1D, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
- getRoot(Function<Double, Double>, Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
Uses the function and its derivative.
- getRoot(Function<Double, Double>, Function<Double, Double>, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
Uses the function and its derivative.
- getRoot(DoubleFunction1D, DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
Uses the function and its derivative.
- getRoot(DoubleFunction1D, DoubleFunction1D, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
Uses the function and its derivative.
- getRoot(Function<Double, Double>, Double...) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder
-
- getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder
-
- getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RidderSingleRootFinder
- getRoot(Function<S, T>, S...) - Method in interface com.opengamma.strata.math.impl.rootfinding.SingleRootFinder
-
Finds the root.
- getRoot(Function<DoubleArray, DoubleArray>, DoubleArray...) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder
-
Finds the root.
- getRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder
-
- getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.CubicRealRootFinder
-
- getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.CubicRootFinder
- getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.EigenvaluePolynomialRootFinder
-
- getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.LaguerrePolynomialRealRootFinder
- getRoots(RealPolynomialFunction1D) - Method in interface com.opengamma.strata.math.impl.rootfinding.Polynomial1DRootFinder
-
- getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.QuadraticRealRootFinder
- getRSquared() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getS() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the diagonal matrix $\mathbf{\Sigma}$ of the decomposition.
- getS() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the diagonal matrix $\mathbf{\Sigma}$ of the decomposition.
- getSet(int) - Static method in class com.opengamma.strata.math.impl.minimization.SumToOne
-
- getSigma() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution
-
Gets the scale parameter.
- getSigma() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
-
Gets the scale parameter.
- getSingularValues() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the diagonal elements of the matrix $\mathbf{\Sigma}$ of the decomposition.
- getSingularValues() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the diagonal elements of the matrix $\mathbf{\Sigma}$ of the decomposition.
- getStandardDeviation() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
-
- getStandardErrorOfBetas() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getTheta() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution
-
- getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns the trace (i.e.
- getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns the trace (i.e.
- getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra
-
- getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Returns the transpose of a matrix.
- getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra
-
Returns the transpose of a matrix.
- getTStatistics() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult
-
- getU() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult
-
Returns the $\mathbf{U}$ matrix of the decomposition.
- getU() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult
-
Returns the $\mathbf{U}$ matrix of the decomposition.
- getU() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the matrix $\mathbf{U}$ of the decomposition.
- getU() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the matrix $\mathbf{U}$ of the decomposition.
- getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BroydenMatrixUpdateFunction
-
- getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultUpdateFunction
-
- getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderMatrixUpdateFunction
-
- getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonMatrixUpdateFunction
-
- getUpperSubDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix
-
- getUpperSubDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix
-
Direct access to upper sub-Diagonal Data.
- getUT() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the transpose of the matrix $\mathbf{U}$ of the decomposition.
- getUT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the transpose of the matrix $\mathbf{U}$ of the decomposition.
- getV() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the matrix $\mathbf{V}$ of the decomposition.
- getV() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the matrix $\mathbf{V}$ of the decomposition.
- getValue(DoubleArray, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D
-
- getValue(double[], double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D
-
- getValue(DoubleArray, double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
- getValue(double[], double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
- getValue(DoubleMatrix, double, double, double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D
-
- getValue() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult
-
Gets the quantile value.
- getVector(int) - Method in class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator
-
- getVector(int) - Method in interface com.opengamma.strata.math.impl.random.RandomNumberGenerator
-
Gets an array of random numbers.
- getVectors(int, int) - Method in class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator
-
- getVectors(int, int) - Method in interface com.opengamma.strata.math.impl.random.RandomNumberGenerator
-
Gets a list of random number arrays.
- getVT() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Returns the transpose of the matrix $\mathbf{V}$ of the decomposition.
- getVT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult
-
Returns the transpose of the matrix $\mathbf{V}$ of the decomposition.
- getWeight(double[], int, double) - Method in interface com.opengamma.strata.math.impl.interpolation.WeightingFunction
-
Gets the function weight for point x, based on the lower bound index.
- getWeight(double) - Method in interface com.opengamma.strata.math.impl.interpolation.WeightingFunction
-
Gets the weight.
- getWeightedPredictedValue(double[], double[]) - Method in class com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegressionResult
-
- getWeights() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData
-
- getWeights() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult
-
Gets the weights.
- getX() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator
-
- getYParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurve
-
For a scalar function (curve) that can be written as $y=f(x;\boldsymbol{\theta})$ where x & y are scalars and
$\boldsymbol{\theta})$ is a vector of parameters (i.e.
- getZero() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator
-
- getZParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedSurface
-
For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and
$\boldsymbol{\theta})$ is a vector of parameters (i.e.
- GOLDEN - Static variable in class com.opengamma.strata.math.impl.minimization.MinimumBracketer
-
- GoldenSectionMinimizer1D - Class in com.opengamma.strata.math.impl.minimization
-
- GoldenSectionMinimizer1D() - Constructor for class com.opengamma.strata.math.impl.minimization.GoldenSectionMinimizer1D
-
- I - Static variable in class com.opengamma.strata.math.impl.ComplexNumber
-
Defining i
- i0(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel
-
Returns the modified Bessel function of order 0 of the
argument.
- i0e(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel
-
Returns the exponentially scaled modified Bessel function
of order 0 of the argument.
- i1(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel
-
Returns the modified Bessel function of order 1 of the
argument.
- i1e(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel
-
Returns the exponentially scaled modified Bessel function
of order 1 of the argument.
- IncompleteBetaFunction - Class in com.opengamma.strata.math.impl.function.special
-
The incomplete beta function is defined as:
$$
\begin{equation*}
I_x(a, b)=\frac{B_x(a, b)}{B(a, b)}\int_0^x t^{a-1}(1-t)^{b-1}dt
\end{equation*}
$$
where $a,b>0$.
- IncompleteBetaFunction(double, double) - Constructor for class com.opengamma.strata.math.impl.function.special.IncompleteBetaFunction
-
Creates an instance using the default values for the accuracy
(10^-12) and number of iterations (10000).
- IncompleteBetaFunction(double, double, double, int) - Constructor for class com.opengamma.strata.math.impl.function.special.IncompleteBetaFunction
-
Creates an instance.
- IncompleteGammaFunction - Class in com.opengamma.strata.math.impl.function.special
-
The incomplete gamma function is defined as:
$$
\begin{equation*}
P(a, x) = \frac{\gamma(a, x)}{\Gamma(a)}\int_0^x e^{-t}t^{a-1}dt
\end{equation*}
$$
where $a > 0$.
- IncompleteGammaFunction(double) - Constructor for class com.opengamma.strata.math.impl.function.special.IncompleteGammaFunction
-
Creates an instance.
- IncompleteGammaFunction(double, int, double) - Constructor for class com.opengamma.strata.math.impl.function.special.IncompleteGammaFunction
-
Creates an instance.
- IndexAboveQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Implementation of a quantile estimator.
- IndexAboveQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.IndexAboveQuantileMethod
-
- indexCorrection() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExcelInterpolationQuantileMethod
-
- indexCorrection() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.MidwayInterpolationQuantileMethod
-
- indexCorrection() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SampleInterpolationQuantileMethod
-
- indexCorrection() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneInterpolationQuantileMethod
-
- indexShift() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.NearestIndexQuantileMethod
-
- indexShift() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneNearestIndexQuantileMethod
-
- indices() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta
-
The meta-property for the indices property.
- integrate(PiecewisePolynomialResult, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D
-
Integration.
- integrate(PiecewisePolynomialResult, double, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D
-
Integration.
- integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D
-
- integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.ExtendedTrapezoidIntegrator1D
-
Trapezoid integration method.
- integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D
-
1-D integration method.
- integrate(V, U[], U[]) - Method in interface com.opengamma.strata.math.impl.integration.Integrator
-
- integrate(Function<U, T>, U[], U[]) - Method in class com.opengamma.strata.math.impl.integration.Integrator1D
- integrate(Function<U, T>, U, U) - Method in class com.opengamma.strata.math.impl.integration.Integrator1D
-
1-D integration method.
- integrate(BiFunction<Double, Double, Double>, Double[], Double[]) - Method in class com.opengamma.strata.math.impl.integration.IntegratorRepeated2D
-
- integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.RombergIntegrator1D
-
Romberg integration method.
- integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D
-
- integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.SimpsonIntegrator1D
-
Simpson's integration method.
- integrateFromPolyFunc(Function<Double, Double>) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D
-
If a function $g(x)$ can be written as $W(x)f(x)$, where the weight function $W(x)$ corresponds
to one of the Gaussian quadrature forms, then we may approximate the integral of $g(x)$ over
a specific range as $\int^b_a g(x) dx =\int^b_a W(x)f(x) dx \approx \sum_{i=0}^{N-1} w_i f(x_i)$,
were the abscissas $x_i$ and the weights $w_i$ have been precomputed.
- Integrator<T,U,V> - Interface in com.opengamma.strata.math.impl.integration
-
Interface for integration.
- Integrator1D<T,U> - Class in com.opengamma.strata.math.impl.integration
-
Class for defining the integration of 1-D functions.
- Integrator1D() - Constructor for class com.opengamma.strata.math.impl.integration.Integrator1D
-
- Integrator2D<T,U> - Class in com.opengamma.strata.math.impl.integration
-
Class for defining the integration of 2-D functions.
- Integrator2D() - Constructor for class com.opengamma.strata.math.impl.integration.Integrator2D
-
- IntegratorRepeated2D - Class in com.opengamma.strata.math.impl.integration
-
Two dimensional integration by repeated one dimensional integration using
Integrator1D.
- IntegratorRepeated2D(Integrator1D<Double, Double>) - Constructor for class com.opengamma.strata.math.impl.integration.IntegratorRepeated2D
-
Constructor.
- interpolate(double[], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.BicubicSplineInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator
-
If (xValues length) = (yValues length), Not-A-Knot endpoint conditions are used.
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator
-
If (xValues length) = (yValuesMatrix NumberOfColumn), Not-A-Knot endpoint conditions are used.
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LinearInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.LinearInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolatorWithSensitivity
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolatorWithSensitivity
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Interpolate.
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Interpolate.
- interpolate(double[], double[], double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Interpolate.
- interpolate(double[], double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Interpolate.
- interpolate(double[], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Interpolate.
- interpolate(double[], double[][], double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Interpolate.
- interpolate(double[], double[][], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Interpolate.
- interpolate(double[], double[][], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Interpolate.
- interpolate(double[], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D
-
Given a set of data points (x0Values_i, x1Values_j, yValues_{ij}), 2d spline interpolation
is returned such that f(x0Values_i, x1Values_j) = yValues_{ij}.
- interpolate(double[], double[], double[][], double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D
-
- interpolate(double[], double[], double[][], double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator
-
- interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.SemiLocalCubicSplineInterpolator
-
- interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.SemiLocalCubicSplineInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LinearInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolatorWithSensitivity
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
Derive interpolant on {xValues_i, yValues_i} and (yValues) node sensitivity.
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator
-
- interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.SemiLocalCubicSplineInterpolator
-
- InterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Implementation of a quantile estimator.
- InterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.InterpolationQuantileMethod
-
- intervalsCalculator(double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider
-
- intValue() - Method in class com.opengamma.strata.math.impl.ComplexNumber
- inverse(ComplexNumber) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- InverseIncompleteBetaFunction - Class in com.opengamma.strata.math.impl.function.special
-
- InverseIncompleteBetaFunction(double, double) - Constructor for class com.opengamma.strata.math.impl.function.special.InverseIncompleteBetaFunction
-
Creates an instance.
- InverseIncompleteGammaFunction - Class in com.opengamma.strata.math.impl.function.special
-
- InverseIncompleteGammaFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.InverseIncompleteGammaFunction
-
- inverseJacobian(DoubleArray) - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms
-
Calculates the inverse Jacobian - the rate of change of the model parameters WRT the fitting parameters.
- inverseJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms
-
Calculates the Jacobian of the transform from fitting parameters to function parameters -
the i,j element will be the partial derivative of i^th function parameter with respect.
- InverseJacobianDirectionFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton
-
- InverseJacobianDirectionFunction(MatrixAlgebra) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianDirectionFunction
-
Creates an instance.
- InverseJacobianEstimateInitializationFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton
-
- InverseJacobianEstimateInitializationFunction(Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianEstimateInitializationFunction
-
Creates an instance.
- inverseTransform(double) - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform
-
If $y > 25$, this returns $b$.
- inverseTransform(DoubleArray) - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms
-
Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters.
- inverseTransform(double) - Method in class com.opengamma.strata.math.impl.minimization.NullTransform
-
Performs the null inverse transform {y -> y}.
- inverseTransform(double) - Method in interface com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform
-
A function to transform an unconstrained fitting parameter (y*) to a constrained model parameter (y) - i.e.
- inverseTransform(double) - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform
-
A function to transform an unconstrained fitting parameter (y*) to a constrained model parameter (y) - i.e.
- inverseTransform(double[]) - Method in class com.opengamma.strata.math.impl.minimization.SumToOne
-
Inverse transform from the N "model" parameters to the N-1 "fit" parameters.
- inverseTransform(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.SumToOne
-
Inverse transform from the N "model" parameters to the N-1 "fit" parameters.
- inverseTransform(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms
-
Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters
(some of which may have constrained range and/or be fixed).
- inverseTransformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform
-
If $|y| > 25$, this returns 0.
- inverseTransformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.NullTransform
-
The gradient of a null transform is one.
- inverseTransformGradient(double) - Method in interface com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform
-
The gradient of the function used to transform from a fitting parameter that can take any value,
to a model parameter that is only allows to take certain values.
- inverseTransformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform
-
The gradient of the function used to transform from a fitting parameter that can take any value,
to a model parameter that is only allows to take certain values.
- InverseTridiagonalMatrixCalculator - Class in com.opengamma.strata.math.impl.linearalgebra
-
Direct inversion of a tridiagonal matrix using the method from
"R.
- InverseTridiagonalMatrixCalculator() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.InverseTridiagonalMatrixCalculator
-
- NamedVariableLeastSquaresRegressionResult - Class in com.opengamma.strata.math.impl.regression
-
- NamedVariableLeastSquaresRegressionResult(List<String>, LeastSquaresRegressionResult) - Constructor for class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult
-
- NaturalLogGammaFunction - Class in com.opengamma.strata.math.impl.function.special
-
- NaturalLogGammaFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.NaturalLogGammaFunction
-
- NaturalSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
Natural cubic spline interpolation.
- NaturalSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator
-
Constructor.
- NaturalSplineInterpolator(CubicSplineSolver) - Constructor for class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator
-
- NearestIndexQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Implementation of a quantile estimator.
- NearestIndexQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.NearestIndexQuantileMethod
-
- nearOne(double, double) - Static method in class com.opengamma.strata.math.MathUtils
-
Checks if a number is near one.
- nearZero(double, double) - Static method in class com.opengamma.strata.math.MathUtils
-
Checks if a number is near zero.
- negativeBinomial(int, int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the sum of the terms 0 through k of the Negative Binomial Distribution.
- negativeBinomialComplemented(int, int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the sum of the terms k+1 to infinity of the Negative
Binomial distribution.
- NewtonDefaultUpdateFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton
-
- NewtonDefaultUpdateFunction() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultUpdateFunction
-
- NewtonDefaultVectorRootFinder - Class in com.opengamma.strata.math.impl.rootfinding.newton
-
A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).
- NewtonDefaultVectorRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultVectorRootFinder
-
Creates an instance.
- NewtonDefaultVectorRootFinder(double, double, int) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultVectorRootFinder
-
Creates an instance.
- NewtonDefaultVectorRootFinder(double, double, int, Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultVectorRootFinder
-
Creates an instance.
- NewtonRaphsonSingleRootFinder - Class in com.opengamma.strata.math.impl.rootfinding
-
Class for finding the real root of a function within a range of $x$-values using the one-dimensional version of Newton's method.
- NewtonRaphsonSingleRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
Default constructor.
- NewtonRaphsonSingleRootFinder(double) - Constructor for class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder
-
Takes the accuracy of the root as a parameter - this is the maximum difference
between the true root and the returned value that is allowed.
- NewtonRootFinderDirectionFunction - Interface in com.opengamma.strata.math.impl.rootfinding.newton
-
- NewtonRootFinderMatrixInitializationFunction - Interface in com.opengamma.strata.math.impl.rootfinding.newton
-
- NewtonRootFinderMatrixUpdateFunction - Interface in com.opengamma.strata.math.impl.rootfinding.newton
-
- NewtonVectorRootFinder - Interface in com.opengamma.strata.math.rootfind
-
Performs Newton-Raphson style multi-dimensional root finding.
- nextBlock() - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister
-
Generates N words at one time.
- nextDouble() - Method in class com.opengamma.strata.math.impl.cern.ChiSquare
-
Returns a random number from the distribution.
- nextDouble(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare
-
Returns a random number from the distribution; bypasses the internal state.
- nextDouble() - Method in class com.opengamma.strata.math.impl.cern.Gamma
-
Returns a random number from the distribution.
- nextDouble(double, double) - Method in class com.opengamma.strata.math.impl.cern.Gamma
-
Returns a random number from the distribution; bypasses the internal state.
- nextDouble() - Method in class com.opengamma.strata.math.impl.cern.Normal
-
Returns a random number from the distribution.
- nextDouble(double, double) - Method in class com.opengamma.strata.math.impl.cern.Normal
-
Returns a random number from the distribution; bypasses the internal state.
- nextDouble() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine
-
Returns a 64 bit uniformly distributed random number in the open unit interval (0.0,1.0) (excluding 0.0 and 1.0).
- nextDouble() - Method in class com.opengamma.strata.math.impl.cern.StudentT
-
Returns a random number from the distribution.
- nextDouble(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT
-
Returns a random number from the distribution; bypasses the internal state.
- nextFloat() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine
-
Returns a 32 bit uniformly distributed random number in the open unit interval (0.0f,1.0f) (excluding 0.0f and 1.0f).
- nextInt() - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister
-
Returns a 32 bit uniformly distributed random number in the closed interval [Integer.MIN_VALUE,Integer.MAX_VALUE] (including Integer.MIN_VALUE and Integer.MAX_VALUE).
- nextInt() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine
-
Returns a 32 bit uniformly distributed random number in the closed interval [Integer.MIN_VALUE,Integer.MAX_VALUE] (including Integer.MIN_VALUE and Integer.MAX_VALUE);
- nextLong() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine
-
Returns a 64 bit uniformly distributed random number in the closed interval [Long.MIN_VALUE,Long.MAX_VALUE] (including Long.MIN_VALUE and Long.MAX_VALUE).
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
- nextRandom() - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution
-
- nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution
- nodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D
-
Finds the node sensitivity.
- nodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D
-
Finds the node sensitivity.
- NonCentralChiSquaredDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution
-
The non-central chi-squared distribution is a continuous probability
distribution with probability density function
$$
\begin{align*}
f_r(x) = \frac{e^-\frac{x + \lambda}{2}x^{\frac{r}{2} - 1}}{2^{\frac{r}{2}}}\sum_{k=0}^\infty
\frac{(\lambda k)^k}{2^{2k}k!\Gamma(k + \frac{r}{2})}
\end{align*}
$$
where $r$ is the number of degrees of freedom, $\lambda$ is the
non-centrality parameter and $\Gamma$ is the Gamma function (
GammaFunction).
- NonCentralChiSquaredDistribution(double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution
-
Creates an instance.
- NonLinearLeastSquare - Class in com.opengamma.strata.math.impl.statistics.leastsquare
-
Non linear least square calculator.
- NonLinearLeastSquare() - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
- NonLinearLeastSquare(Decomposition<?>, MatrixAlgebra, double) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
- NonLinearLeastSquareWithPenalty - Class in com.opengamma.strata.math.impl.statistics.leastsquare
-
Modification to NonLinearLeastSquare to use a penalty function add to the normal chi^2 term of the form $a^TPa$ where
$a$ is the vector of model parameters sort and P is some matrix.
- NonLinearLeastSquareWithPenalty() - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Default constructor.
- NonLinearLeastSquareWithPenalty(Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Constructor allowing matrix decomposition to be set.
- NonLinearLeastSquareWithPenalty(double) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Constructor allowing convergence tolerance to be set.
- NonLinearLeastSquareWithPenalty(Decomposition<?>, double) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Constructor allowing matrix decomposition and convergence tolerance to be set.
- NonLinearLeastSquareWithPenalty(Decomposition<?>, MatrixAlgebra, double) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
General constructor.
- NonLinearParameterTransforms - Interface in com.opengamma.strata.math.impl.minimization
-
Describes the transformation (and its inverse) from a set of n variables (e.g.
- NonLinearTransformFunction - Class in com.opengamma.strata.math.impl.minimization
-
- NonLinearTransformFunction(Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, NonLinearParameterTransforms) - Constructor for class com.opengamma.strata.math.impl.minimization.NonLinearTransformFunction
-
- NonnegativityPreservingCubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
Filter for nonnegativity of cubic spline interpolation based on
R.
- NonnegativityPreservingCubicSplineInterpolator(PiecewisePolynomialInterpolator) - Constructor for class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator
-
Primary interpolation method should be passed.
- Normal - Class in com.opengamma.strata.math.impl.cern
-
- Normal(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.Normal
-
Constructs a normal (gauss) distribution.
- normal(double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the area under the Normal (Gaussian) probability density
function, integrated from minus infinity to x (assumes mean is zero, variance is one).
- normal(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the area under the Normal (Gaussian) probability density
function, integrated from minus infinity to x.
- NormalDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution
-
The normal distribution is a continuous probability distribution with probability density function
$$
\begin{align*}
f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-\frac{(x - \mu)^2}{2\sigma^2}}
\end{align*}
$$
where $\mu$ is the mean and $\sigma$ the standard deviation of
the distribution.
- NormalDistribution(double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
-
- NormalDistribution(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution
-
- normalInverse(double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the value, x, for which the area under the
Normal (Gaussian) probability density function (integrated from
minus infinity to x) is equal to the argument y (assumes mean is zero, variance is one); formerly named ndtri.
- NormalRandomNumberGenerator - Class in com.opengamma.strata.math.impl.random
-
Random number generator based on ProbabilityDistribution.
- NormalRandomNumberGenerator(double, double) - Constructor for class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator
-
Creates an instance.
- NormalRandomNumberGenerator(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator
-
Creates an instance.
- notNaNOrInfinite(DoubleMatrix) - Static method in class com.opengamma.strata.math.impl.linearalgebra.MatrixValidate
-
- NullTransform - Class in com.opengamma.strata.math.impl.minimization
-
Provides a null implementation of parameter transformation; the functions return unchanged values.
- NullTransform() - Constructor for class com.opengamma.strata.math.impl.minimization.NullTransform
-
- P0 - Static variable in class com.opengamma.strata.math.impl.cern.Probability
-
COEFFICIENTS FOR METHOD normalInverse() *
- P1 - Static variable in class com.opengamma.strata.math.impl.cern.Probability
-
- P2 - Static variable in class com.opengamma.strata.math.impl.cern.Probability
-
- ParabolicMinimumBracketer - Class in com.opengamma.strata.math.impl.minimization
-
- ParabolicMinimumBracketer() - Constructor for class com.opengamma.strata.math.impl.minimization.ParabolicMinimumBracketer
-
- ParameterizedCurve - Class in com.opengamma.strata.math.impl.function
-
A parameterised curve that gives the both the curve (the function y=f(x) where x and y are scalars) and the
curve sensitivity (dy/dp where p is one of the parameters) for given parameters.
- ParameterizedCurve() - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedCurve
-
- ParameterizedCurveVectorFunction - Class in com.opengamma.strata.math.impl.function
-
- ParameterizedCurveVectorFunction(double[], ParameterizedCurve) - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction
-
Creates an instance with a sampled (parameterised) curve.
- ParameterizedCurveVectorFunctionProvider - Class in com.opengamma.strata.math.impl.function
-
- ParameterizedCurveVectorFunctionProvider(ParameterizedCurve) - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunctionProvider
-
- ParameterizedFunction<S,T,U> - Class in com.opengamma.strata.math.impl.function
-
- ParameterizedFunction() - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedFunction
-
- ParameterizedSurface - Class in com.opengamma.strata.math.impl.function
-
A parameterised surface that gives the both the surface (the function z=f(xy) where xy is
a 2D point and z is a scalar) and the surface sensitivity
(dz/dp where p is one of the parameters) for given parameters.
- ParameterizedSurface() - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedSurface
-
- ParameterLimitsTransform - Interface in com.opengamma.strata.math.impl.minimization
-
Interface for objects containing functions that can transform constrained model parameters into
unconstrained fitting parameters and vice versa.
- ParameterLimitsTransform.LimitType - Enum in com.opengamma.strata.math.impl.minimization
-
Types of the limits.
- parameterSensitivity(double, double, DoubleArray) - Method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction
-
Computes the sensitivity of the Smith-Wilson curve function to weights parameters at a x value.
- pdf(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare
-
Returns the probability distribution function.
- pdf(double) - Method in class com.opengamma.strata.math.impl.cern.Gamma
-
Returns the probability distribution function.
- pdf(double) - Method in class com.opengamma.strata.math.impl.cern.Normal
-
Returns the probability distribution function.
- pdf(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT
-
Returns the probability distribution function.
- PenaltyMatrixGenerator - Class in com.opengamma.strata.math.impl.interpolation
-
The k^th order difference matrix will act on a vector to produce the k^th order difference series.
- PenaltyMatrixGenerator() - Constructor for class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator
-
- PercentileCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
For a series of data $x_1, x_2, \dots, x_n$, the percentile is the value $x$
below which a certain percentage of the data fall.
- PercentileCalculator(double) - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.PercentileCalculator
-
- PiecewiseCubicHermiteSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
C1 cubic interpolation preserving monotonicity based on
Fritsch, F.
- PiecewiseCubicHermiteSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolator
-
- PiecewiseCubicHermiteSplineInterpolatorWithSensitivity - Class in com.opengamma.strata.math.impl.interpolation
-
C1 cubic interpolation preserving monotonicity based on
Fritsch, F.
- PiecewiseCubicHermiteSplineInterpolatorWithSensitivity() - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolatorWithSensitivity
-
- PiecewisePolynomialFunction1D - Class in com.opengamma.strata.math.impl.function
-
- PiecewisePolynomialFunction1D() - Constructor for class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D
-
Creates an instance.
- PiecewisePolynomialFunction2D - Class in com.opengamma.strata.math.impl.function
-
Computes value, first derivative and integral of piecewise polynomial function.
- PiecewisePolynomialFunction2D() - Constructor for class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D
-
Creates an instance.
- PiecewisePolynomialInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
Abstract class for interpolations based on piecewise polynomial functions .
- PiecewisePolynomialInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
-
- PiecewisePolynomialInterpolator2D - Class in com.opengamma.strata.math.impl.interpolation
-
Abstract class for interpolations based on 2d piecewise polynomial functions .
- PiecewisePolynomialInterpolator2D() - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D
-
- PiecewisePolynomialResult - Class in com.opengamma.strata.math.impl.interpolation
-
Result of interpolation by piecewise polynomial containing
_knots: Positions of knots
_coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...}
for the i-th interval, where a_n, a_{n-1},...
- PiecewisePolynomialResult(DoubleArray, DoubleMatrix, int, int) - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult
-
Creates an instance.
- PiecewisePolynomialResult2D - Class in com.opengamma.strata.math.impl.interpolation
-
Result of 2D interpolation.
- PiecewisePolynomialResult2D(DoubleArray, DoubleArray, DoubleMatrix[][], int[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D
-
Creates an instance.
- PiecewisePolynomialResultsWithSensitivity - Class in com.opengamma.strata.math.impl.interpolation
-
Result of interpolation by piecewise polynomial containing
knots: Positions of knots
coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...}
for the i-th interval, where a_n, a_{n-1},...
- PiecewisePolynomialResultsWithSensitivity(DoubleArray, DoubleMatrix, int, int, DoubleMatrix[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity
-
- PiecewisePolynomialWithSensitivityFunction1D - Class in com.opengamma.strata.math.impl.function
-
- PiecewisePolynomialWithSensitivityFunction1D() - Constructor for class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D
-
- poisson(int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the sum of the first k terms of the Poisson distribution.
- poissonComplemented(int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the sum of the terms k+1 to Infinity of the Poisson distribution.
- Polynomial1DRootFinder<T> - Interface in com.opengamma.strata.math.impl.rootfinding
-
- PolynomialsLeastSquaresFitter - Class in com.opengamma.strata.math.impl.interpolation
-
Derive coefficients of n-degree polynomial that minimizes least squares error of fit by
using QR decomposition and back substitution.
- PolynomialsLeastSquaresFitter() - Constructor for class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitter
-
- PolynomialsLeastSquaresFitterResult - Class in com.opengamma.strata.math.impl.interpolation
-
Contains the result of a least squares regression for polynomial.
- PolynomialsLeastSquaresFitterResult(double[], DoubleMatrix, int, double) - Constructor for class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult
-
- PolynomialsLeastSquaresFitterResult(double[], DoubleMatrix, int, double, double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult
-
- PopulationStandardDeviationCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Calculates the population standard deviation of a series of data.
- PopulationStandardDeviationCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.PopulationStandardDeviationCalculator
-
- PopulationVarianceCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Calculates the population variance of a series of data.
- PopulationVarianceCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.PopulationVarianceCalculator
-
- PositiveOrZero - Class in com.opengamma.strata.math.impl.minimization
-
A function from a vector x (
DoubleArray to Boolean that returns true
iff all the elements of x are positive or zero.
- PositiveOrZero() - Constructor for class com.opengamma.strata.math.impl.minimization.PositiveOrZero
-
- pow(ComplexNumber, ComplexNumber) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- pow(ComplexNumber, double) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- pow(double, ComplexNumber) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- pow2(double) - Static method in class com.opengamma.strata.math.MathUtils
-
Returns the power of 2 (square).
- pow3(double) - Static method in class com.opengamma.strata.math.MathUtils
-
Returns the power of 3 (cube).
- pow4(double) - Static method in class com.opengamma.strata.math.MathUtils
-
Returns the power of 4.
- Probability - Class in com.opengamma.strata.math.impl.cern
-
Custom tailored numerical integration of certain probability distributions.
- Probability() - Constructor for class com.opengamma.strata.math.impl.cern.Probability
-
Makes this class non instantiable, but still let's others inherit from it.
- ProbabilityDistribution<T> - Interface in com.opengamma.strata.math.impl.statistics.distribution
-
Interface for probability distributions.
- ProductPiecewisePolynomialInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
Given a data set {xValues[i], yValues[i]}, interpolate {xValues[i], xValues[i] * yValues[i]} by a piecewise polynomial function.
- ProductPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator) - Constructor for class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator
-
Construct the interpolator without clamped points.
- ProductPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator, double[], double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator
-
Construct the interpolator with clamped points.
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta
-
- PSplineFitter - Class in com.opengamma.strata.math.impl.interpolation
-
P-Spline fitter.
- PSplineFitter() - Constructor for class com.opengamma.strata.math.impl.interpolation.PSplineFitter
-
- SampleFisherKurtosisCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
The sample Fisher kurtosis gives a measure of how heavy the tails of a distribution are
with respect to the normal distribution (which has a Fisher kurtosis of zero).
- SampleFisherKurtosisCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleFisherKurtosisCalculator
-
- SampleInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Implementation of a quantile estimator.
- SampleInterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleInterpolationQuantileMethod
-
- SamplePlusOneInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Implementation of a quantile estimator.
- SamplePlusOneInterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneInterpolationQuantileMethod
-
- SamplePlusOneNearestIndexQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Implementation of a quantile estimator.
- SamplePlusOneNearestIndexQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneNearestIndexQuantileMethod
-
- SampleSkewnessCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
The sample skewness gives a measure of the asymmetry of the probability
distribution of a variable.
- SampleSkewnessCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleSkewnessCalculator
-
- SampleStandardDeviationCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Calculates the sample standard deviation of a series of data.
- SampleStandardDeviationCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleStandardDeviationCalculator
-
- SampleVarianceCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive
-
Calculates the sample variance of a series of data.
- SampleVarianceCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleVarianceCalculator
-
- ScalarFieldFirstOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation
-
Differentiates a scalar field (i.e.
- ScalarFieldFirstOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFieldFirstOrderDifferentiator
-
Creates an instance using the default values of differencing type (central) and eps (10-5).
- ScalarFieldFirstOrderDifferentiator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFieldFirstOrderDifferentiator
-
Creates an instance that approximates the derivative of a scalar function by finite difference.
- ScalarFirstOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation
-
Differentiates a scalar function with respect to its argument using finite difference.
- ScalarFirstOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator
-
Creates an instance using the default value of eps (10-5) and central differencing type.
- ScalarFirstOrderDifferentiator(FiniteDifferenceType) - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator
-
Creates an instance using the default value of eps (10-5).
- ScalarFirstOrderDifferentiator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator
-
Creates an instance.
- ScalarMinimizer - Interface in com.opengamma.strata.math.impl.minimization
-
Interface for classes that extend the functionality of
Minimizer by providing
a method that allows the search area for the minimum to be bounded.
- ScalarSecondOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation
-
Differentiates a scalar function with respect to its argument using finite difference.
- ScalarSecondOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator
-
Creates an instance using the default values.
- ScalarSecondOrderDifferentiator(double) - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator
-
Creates an instance specifying the step size.
- scale(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Scale a vector or matrix by a given amount, i.e.
- SemiLocalCubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation
-
Cubic spline interpolation based on
H.
- SemiLocalCubicSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.SemiLocalCubicSplineInterpolator
-
- setPercentile(double) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.PercentileCalculator
-
- setRandomGenerator(RandomEngine) - Method in class com.opengamma.strata.math.impl.cern.Normal
-
Sets the uniform random generator internally used.
- setSeed(int) - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister
-
Sets the receiver's seed.
- setState(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare
-
Sets the distribution parameter.
- setState(double, double) - Method in class com.opengamma.strata.math.impl.cern.Gamma
-
Sets the mean and variance.
- setState(double, double) - Method in class com.opengamma.strata.math.impl.cern.Normal
-
Sets the mean and variance.
- setState(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT
-
Sets the distribution parameter.
- shared - Static variable in class com.opengamma.strata.math.impl.cern.ChiSquare
-
- shared - Static variable in class com.opengamma.strata.math.impl.cern.Gamma
-
- shared - Static variable in class com.opengamma.strata.math.impl.cern.Normal
-
- shared - Static variable in class com.opengamma.strata.math.impl.cern.StudentT
-
- ShermanMorrisonMatrixUpdateFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton
-
- ShermanMorrisonMatrixUpdateFunction(MatrixAlgebra) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonMatrixUpdateFunction
-
- ShermanMorrisonVectorRootFinder - Class in com.opengamma.strata.math.impl.rootfinding.newton
-
A root finder that uses the Sherman-Morrison formula to invert Broyden's Jacobian update formula,
thus providing a direct update formula for the inverse Jacobian.
- ShermanMorrisonVectorRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonVectorRootFinder
-
Creates an instance.
- ShermanMorrisonVectorRootFinder(double, double, int) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonVectorRootFinder
-
Creates an instance.
- ShermanMorrisonVectorRootFinder(double, double, int, Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonVectorRootFinder
-
Creates an instance.
- ShermanMorrisonVectorRootFinder(double, double, int, Decomposition<?>, MatrixAlgebra) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonVectorRootFinder
-
Creates an instance.
- SIMPSON - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory
-
Simpson integrator name
- SIMPSON_INSTANCE - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory
-
- SimpsonIntegrator1D - Class in com.opengamma.strata.math.impl.integration
-
Simpson's integration rule is a Newton-Cotes formula that approximates the
function to be integrated with quadratic polynomials before performing the
integration.
- SimpsonIntegrator1D() - Constructor for class com.opengamma.strata.math.impl.integration.SimpsonIntegrator1D
-
- sin(double) - Static method in class com.opengamma.strata.math.impl.TrigonometricFunctionUtils
-
- sin(ComplexNumber) - Static method in class com.opengamma.strata.math.impl.TrigonometricFunctionUtils
-
- SINE - Static variable in class com.opengamma.strata.math.impl.interpolation.WeightingFunctions
-
Weighting function based on Math.sin.
- SingleRangeLimitTransform - Class in com.opengamma.strata.math.impl.minimization
-
If a model parameter $x$ is constrained to be either above or below some
level $a$ (i.e.
- SingleRangeLimitTransform(double, ParameterLimitsTransform.LimitType) - Constructor for class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform
-
Creates an instance.
- SingleRootFinder<S,T> - Interface in com.opengamma.strata.math.impl.rootfinding
-
Interface for classes that attempt to find a root for a one-dimensional function
(see
Function) $f(x)$ bounded by user-supplied values,
$x_1$ and $x_2$.
- sinh(double) - Static method in class com.opengamma.strata.math.impl.TrigonometricFunctionUtils
-
- sinh(ComplexNumber) - Static method in class com.opengamma.strata.math.impl.TrigonometricFunctionUtils
-
- size() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix
-
- slopesCalculator(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider
-
- slopeSensitivityCalculator(double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider
-
Derivative values of slopes_i with respect to yValues_j, s_{ij}.
- SmithWilsonCurveFunction - Class in com.opengamma.strata.math.impl.interpolation
-
Smith-Wilson curve function.
- solve(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver
-
- solve(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver
-
- solve(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver
-
- solve(double[], double[], double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider
-
- solve(double[], double[], double[], double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider
-
- solve(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver
-
- solve(List<Double>, List<Double>, List<Double>, double, double, int, int, double, int) - Method in class com.opengamma.strata.math.impl.interpolation.PSplineFitter
-
Fits a curve to x-y data.
- solve(List<double[]>, List<Double>, List<Double>, double[], double[], int[], int[], double[], int[]) - Method in class com.opengamma.strata.math.impl.interpolation.PSplineFitter
-
Given a set of data {x_i ,y_i} where each x_i is a vector and the y_i are scalars, we wish to find a function (represented
by B-splines) that fits the data while maintaining smoothness in each direction.
- solve(DoubleArray) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult
-
Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.
- solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult
-
- solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult
-
- solve(DoubleArray) - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult
-
Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.
- solve(DoubleArray) - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult
-
Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.
- solve(DoubleArray) - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.
- solve(T[], double[], double[], List<Function<T, Double>>) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare
-
- solve(T[], double[], double[], List<Function<T, Double>>, double, int) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare
-
Generalised least square with penalty on (higher-order) finite differences of weights.
- solve(List<T>, List<Double>, List<Double>, List<Function<T, Double>>) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare
-
- solve(List<T>, List<Double>, List<Double>, List<Function<T, Double>>, double, int) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare
-
Generalised least square with penalty on (higher-order) finite differences of weights.
- solve(List<T>, List<Double>, List<Double>, List<Function<T, Double>>, int[], double[], int[]) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare
-
Specialist method used mainly for solving multidimensional P-spline problems where the basis functions
(B-splines) span a N-dimension space, and the weights sit on an N-dimension
grid and are treated as a N-order tensor rather than a vector, so k-order differencing is
done for each tensor index while varying the other indices.
- solve(DoubleArray, DoubleArray, ParameterizedFunction<Double, DoubleArray, Double>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available.
- solve(DoubleArray, DoubleArray, double, ParameterizedFunction<Double, DoubleArray, Double>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available
but a measurement error is.
- solve(DoubleArray, DoubleArray, DoubleArray, ParameterizedFunction<Double, DoubleArray, Double>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available
but an array of measurements errors is.
- solve(DoubleArray, DoubleArray, ParameterizedFunction<Double, DoubleArray, Double>, ParameterizedFunction<Double, DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity.
- solve(DoubleArray, DoubleArray, double, ParameterizedFunction<Double, DoubleArray, Double>, ParameterizedFunction<Double, DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and a single
measurement error are available.
- solve(DoubleArray, DoubleArray, DoubleArray, ParameterizedFunction<Double, DoubleArray, Double>, ParameterizedFunction<Double, DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and measurement
errors are available.
- solve(DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray, Function<DoubleArray, Boolean>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray, DoubleMatrix, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleMatrix, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty
-
Use this when the model is given as a function of its parameters only (i.e.
- solve(DoubleArray) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(double[]) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(DoubleMatrix) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
-
Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.
- solveMultiDim(double[], DoubleMatrix) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver
-
- solveMultiDim(double[], DoubleMatrix) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver
-
- solveMultiDim(double[], DoubleMatrix) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver
-
- solveMultiDim(double[], DoubleMatrix) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver
-
- solveWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver
-
- solveWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver
-
- solveWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver
-
- solveWithSensitivity(double[], double[], double[], double[][], DoubleArray[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider
-
- solveWithSensitivity(double[], double[], double[], double[][], DoubleArray[], DoubleArray[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider
-
- solveWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver
-
- solvTriDag(TridiagonalMatrix, double[]) - Static method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalSolver
-
Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.
- solvTriDag(TridiagonalMatrix, DoubleArray) - Static method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalSolver
-
Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.
- sqrt(ComplexNumber) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- SQRT_INV - Variable in class com.opengamma.strata.math.impl.cern.Normal
-
- square(ComplexNumber) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- square(double) - Static method in class com.opengamma.strata.math.impl.FunctionUtils
-
- standardDeviation - Variable in class com.opengamma.strata.math.impl.cern.Normal
-
- staticNextDouble(double) - Static method in class com.opengamma.strata.math.impl.cern.ChiSquare
-
Returns a random number from the distribution.
- staticNextDouble(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Gamma
-
Returns a random number from the distribution.
- staticNextDouble(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Normal
-
Returns a random number from the distribution with the given mean and standard deviation.
- staticNextDouble(double) - Static method in class com.opengamma.strata.math.impl.cern.StudentT
-
Returns a random number from the distribution.
- studentT(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the integral from minus infinity to t of the Student-t
distribution with k > 0 degrees of freedom.
- StudentT - Class in com.opengamma.strata.math.impl.cern
-
- StudentT(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.StudentT
-
Constructs a StudentT distribution.
- StudentTDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution
-
Student's T-distribution is a continuous probability distribution with probability density function
$$
\begin{align*}
f(x) = \frac{\Gamma\left(\frac{\nu + 1}{2}\right)}{\sqrt{\nu\pi}\Gamma(\left(\frac{\nu}{2}\right)}\
left(1 + \frac{x^2}{\nu}\right)^{-\frac{1}{2}(\nu + 1)}
\end{align*}
$$
where $\nu$ is the number of degrees of freedom and $\Gamma$ is the Gamma function (
GammaFunction).
- StudentTDistribution(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution
-
- StudentTDistribution(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution
-
- studentTInverse(double, int) - Static method in class com.opengamma.strata.math.impl.cern.Probability
-
Returns the value, t, for which the area under the
Student-t probability density function (integrated from
minus infinity to t) is equal to 1-alpha/2.
- StudentTOneTailedCriticalValueCalculator - Class in com.opengamma.strata.math.impl.statistics.distribution
-
StudentT calculator.
- StudentTOneTailedCriticalValueCalculator(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTOneTailedCriticalValueCalculator
-
- StudentTOneTailedCriticalValueCalculator(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTOneTailedCriticalValueCalculator
-
- StudentTTwoTailedCriticalValueCalculator - Class in com.opengamma.strata.math.impl.statistics.distribution
-
StudentT calculator.
- StudentTTwoTailedCriticalValueCalculator(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTTwoTailedCriticalValueCalculator
-
- StudentTTwoTailedCriticalValueCalculator(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTTwoTailedCriticalValueCalculator
-
- subtract(ComplexNumber, ComplexNumber) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- subtract(ComplexNumber, double) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- subtract(double, ComplexNumber) - Static method in class com.opengamma.strata.math.impl.ComplexMathUtils
-
- subtract(DoubleFunction1D) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D
-
For a DoubleFunction1D $g(x)$, subtracting a function $f(x)$ returns the
function $h(x) = f(x) - g(x)$.
- subtract(double) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D
-
For a DoubleFunction1D $g(x)$, subtracting a constant $a$ returns the
function $h(x) = g(x) - a$.
- subtract(DoubleFunction1D) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D
-
Subtracts a function from the polynomial.
- subtract(double) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D
-
Subtracts a constant from the polynomial (equivalent to subtracting the value from the
constant term of the polynomial).
- subtract(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
-
Subtracts two matrices.
- SumToOne - Class in com.opengamma.strata.math.impl.minimization
-
For a set of N-1 "fit" parameters, produces N "model" parameters that sum to one.
- SumToOne(int) - Constructor for class com.opengamma.strata.math.impl.minimization.SumToOne
-
For a set of N-1 "fit" parameters, produces N "model" parameters that sum to one.
- SV_COMMONS - Static variable in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory
-
- SV_COMMONS_NAME - Static variable in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory
-
Commons SV decomposition
- SVDecompositionCommons - Class in com.opengamma.strata.math.impl.linearalgebra
-
- SVDecompositionCommons() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommons
-
- SVDecompositionCommonsResult - Class in com.opengamma.strata.math.impl.linearalgebra
-
- SVDecompositionCommonsResult(SingularValueDecomposition) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult
-
Creates an instance.
- SVDecompositionResult - Interface in com.opengamma.strata.math.impl.linearalgebra
-
Contains the results of SV matrix decomposition.