Package com.polytechnik.utils
Class MaximizeStandardDeviation.EVSelection
java.lang.Object
com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
- Enclosing class:
MaximizeStandardDeviation
As the state corresponding to maximal \( P\&L \)
is not necessary the maximal eigenvalue state due to average price offset --
check all the eigenstates. A helper class.
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Field Summary
FieldsModifier and TypeFieldDescription(package private) final double[]
(package private) final double
(package private) final int
(package private) final double
(package private) final double
(package private) final double
(package private) final double[]
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Constructor Summary
ConstructorsConstructorDescriptionEVSelection
(int n, double[] bQQPnLmatrix, double[] bQQi, double[] bQQpi, double[] bQQp2i, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, double eps) -
Method Summary
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Field Details
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ev_bQQPnLmatrix
final double[] ev_bQQPnLmatrix -
pnlMax
final double pnlMax -
lambda_pnlMax
final double lambda_pnlMax -
pa
final double pa -
I_pnlMax
final double I_pnlMax -
ind_lambda_pnlMax
final int ind_lambda_pnlMax -
psi_pnlMax
final double[] psi_pnlMax
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Constructor Details
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EVSelection
EVSelection(int n, double[] bQQPnLmatrix, double[] bQQi, double[] bQQpi, double[] bQQp2i, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, double eps)
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