Package com.polytechnik.utils
Class MaximizeStandardDeviation.StandardDeviationForPsi
java.lang.Object
com.polytechnik.utils.MaximizeStandardDeviation.StandardDeviationForPsi
- Enclosing class:
MaximizeStandardDeviation
A helper class: calculate standard deviation for a
set of \( \left|\psi\right> \) states.
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Field Summary
Fields -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescription(package private) static List
<MaximizeStandardDeviation.StandardDeviationForPsi> getStatesSelectedByPnL
(int n, List<double[]> psiSeq, double[] bQQi, double[] bQQpi, double[] bQQp2i) Compared to the problem solved inIstatesConditionalV2
the problem in question is much more likely to stick into local maximum, take top 10 init function.(package private) static List
<MaximizeStandardDeviation.StandardDeviationForPsi> getStatesSortedByPnL
(int n, List<double[]> psiSeq, double[] bQQi, double[] bQQpi, double[] bQQp2i) Calculate \( P\&L \) for all \( \left|\psi\right> \) , sort the result by \( P\&L \) (highest in the beginning).
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Field Details
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psi
final double[] psi -
PnL
final double PnL -
origIndex
final int origIndex
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Constructor Details
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StandardDeviationForPsi
StandardDeviationForPsi(double[] psi, double PnL, int origIndex)
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Method Details
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getStatesSortedByPnL
static List<MaximizeStandardDeviation.StandardDeviationForPsi> getStatesSortedByPnL(int n, List<double[]> psiSeq, double[] bQQi, double[] bQQpi, double[] bQQp2i) Calculate \( P\&L \) for all \( \left|\psi\right> \) , sort the result by \( P\&L \) (highest in the beginning). -
getStatesSelectedByPnL
static List<MaximizeStandardDeviation.StandardDeviationForPsi> getStatesSelectedByPnL(int n, List<double[]> psiSeq, double[] bQQi, double[] bQQpi, double[] bQQp2i) Compared to the problem solved inIstatesConditionalV2
the problem in question is much more likely to stick into local maximum, take top 10 init function.
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