Index

A B C D E F G H I J K L M N O P Q R S T U V W X Y _
All Classes and Interfaces|All Packages|Constant Field Values

A

a - Variable in class com.polytechnik.utils.QUANC8
a - Variable in class com.polytechnik.utils.RecurrenceAB
A - Variable in class com.polytechnik.utils.DiffSkewness
A - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
a1 - Variable in class com.polytechnik.utils.Sum2DerivativesCalculateable
A1 - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
a2 - Variable in class com.polytechnik.utils.Sum2DerivativesCalculateable
A2 - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
A3 - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
A7 - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
ABASISCHEBYSHEV - Static variable in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
ABASISHERMITEE - Static variable in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
ABASISLAGUERRE - Static variable in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
ABASISLEGENDRE - Static variable in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
ABASISLEGENDRESHIFTED - Static variable in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
ABASISMONOMIALS - Static variable in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
accessible_Volume_ratio - Variable in class com.polytechnik.freemoney.PFuture
add(T) - Method in class com.polytechnik.utils.CircularList
addConstantToBasis(int, int, double[], double[], double[]) - Method in class com.polytechnik.utils.DataReadObservationVectorXF: Add attribute x=const to basis.
addIHObservationSecondarySampling(double) - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: An experiment to calculate $ \frac{d}{dt}I^H $, $ \frac{d}{dt} P I^H $, and $ P\frac{d}{dt}I^H $ moments by using secondary sampling; the $ I^H $ is calculated from directly sampled moments and then used as it were a regular observable.
addObservationNoBasisShift(long, long, double, double) - Method in class com.polytechnik.freemoney.CommonlyUsedMoments
addPsiAdjustEVSigned(ArrayList<PsiConstrained>, double[], double[], double) - Method in class com.polytechnik.utils.FindPsiConstrainedSingleQuadratic0: Adjust eigenstates projections to satisfy the constraint.
addPsiQuadraticEquationConstraint(ArrayList<PsiConstrained>, double[], double[], double) - Static method in class com.polytechnik.utils.FindPsiConstrainedSingleQuadratic0: Quadratic equation to solve the constraint.
addSingleObservation(long, long, double[]) - Method in class com.polytechnik.freemoney.WIntegrator: Add a single observation at time t to all stored series.
addSingleObservationToSomeObservables(long, long, double[], int) - Method in class com.polytechnik.freemoney.WIntegrator: Add a single observation at time t to a range of stored series.
addSingleObservationToSomeObservables(long, long, double[], int) - Method in class com.polytechnik.freemoney.WIntegratorLaguerre
addSingleObservationToSomeObservables(long, long, double[], int) - Method in class com.polytechnik.freemoney.WIntegratorLegendreShifted
addSingleObservationToSomeObservables(long, long, double[], int) - Method in class com.polytechnik.freemoney.WIntegratorMonomials
AdjustedStateToUnitaryWithEigenproblem - Class in com.polytechnik.kgo: A class to store Eigenproblem-adjusted solution.
AdjustedStateToUnitaryWithEigenproblem(ApplyFunToGramMatrix) - Constructor for class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem
AdjustedStateToUnitaryWithSVD - Class in com.polytechnik.kgo: A class to store SVD-adjusted solution.
AdjustedStateToUnitaryWithSVD(EVSolver.SVDResult, double[], EVSolver.SVDResult, double[]) - Constructor for class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD
adjustment_type - Variable in class com.polytechnik.utils.PsiConstrained: Type of adjustment used.
admoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
admoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
admoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
aep - Variable in class com.polytechnik.kgo.KGOIterationalContractionMapping
aep - Variable in class com.polytechnik.kgo.KGOIterationalGEVAdj_Q_denominator
aep - Variable in class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersInDenominatorU
aep - Variable in class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersPartialSubspace
aep - Variable in class com.polytechnik.kgo.KGOIterationalLambda2
aep - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints
aep - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE
aep - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom
aep - Variable in class com.polytechnik.kgo.KGOIterationalMultipleTransforms
aep - Variable in class com.polytechnik.kgo.KGOIterationalSimpleOptimizationU
aep - Variable in class com.polytechnik.kgo.KGOIterationalSubspaceLinearConstraints
aep - Variable in class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal
allmultiindex - Variable in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner
amoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
amoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
amoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
apply(int, double) - Method in interface com.polytechnik.utils.AttributesProductsMultiIndexed.BasisFunction1D
applyFun(ToDoubleBiFunction<Integer, Double>) - Method in class com.polytechnik.kgo.ApplyFunToMatrix
ApplyFunToGramMatrix - Class in com.polytechnik.kgo: Calculate Gram matrix and possibly apply a function to it.
ApplyFunToGramMatrix(int, int, double[]) - Constructor for class com.polytechnik.kgo.ApplyFunToGramMatrix
ApplyFunToMatrix - Class in com.polytechnik.kgo: Apply a function to a Hermitian matrix.
ApplyFunToMatrix(int, double[]) - Constructor for class com.polytechnik.kgo.ApplyFunToMatrix
approximation - Variable in class com.polytechnik.kgo.KGOConfig
approximation - Variable in class com.polytechnik.kgo.KGOOptimizationResult: Approximation used, all possible values are listed in KGOOptimizationResult.Approximation.
approximation - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
approximation - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
Approximation() - Constructor for enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
ARE - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
atau - Variable in class com.polytechnik.freemoney.WIntegrator: Time scale of integration measure.
AttribsPreparation(int, double[], double[]) - Constructor for class com.polytechnik.utils.DataReadObservationVectorXF.AttribsPreparation
AttributesProductsMultiIndexed - Interface in com.polytechnik.utils: An interface with a single method to convert attributes to attributes products not higher than a given multiindex.
AttributesProductsMultiIndexed.BasisFunction1D - Interface in com.polytechnik.utils
AttributesProductsMultiIndexed.MIScanner - Class in com.polytechnik.utils: A helper class to scan recursivery.
AttributesProductsMultiIndexed.MIScanner.IndPower - Class in com.polytechnik.utils: A helper class.

B

b - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints.LambdaLin
b - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin
b - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.LambdaLin
b - Variable in class com.polytechnik.trading.QVMData.ScanHelper
b - Variable in class com.polytechnik.utils.QUANC8
b - Variable in class com.polytechnik.utils.RecurrenceAB
B - Static variable in class com.polytechnik.freemoney.WIntegratorLaguerre
B - Static variable in class com.polytechnik.freemoney.WIntegratorLegendreShifted
B - Static variable in class com.polytechnik.freemoney.WIntegratorMonomials
B - Variable in class com.polytechnik.utils.DiffSkewness
B - Variable in class com.polytechnik.utils.LogPolynomialsRatio
B - Variable in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Basis functions.
B - Variable in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
B - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
B - Variable in class com.polytechnik.utils.PolynomialsRatio
B - Variable in class com.polytechnik.utils.PolynomialsSQDRatio
B - Variable in class com.polytechnik.utils.PolynomialsSQRatio
B - Variable in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
B - Variable in class com.polytechnik.utils.TestBasisFunctionsCalculatable
B - Variable in class com.polytechnik.utils.TestBasisPolynomials: Mask B with a different type, a kludge to avoid generic.
B_ORTHOGONAL_UADJ - Enum constant in enum class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin.SelectionChi
backwardForEachEntry(Predicate<T>, int) - Method in class com.polytechnik.utils.CircularList: The method loops backward over the elements of the list, set the n_skip_from_the_end=0 to loop over all elements.
BASE - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
basis - Variable in class com.polytechnik.kgo.DemoRecoverMapping.GramSchmidtTest
BASIS - Static variable in class com.polytechnik.utils.Laguerre
BASIS - Static variable in class com.polytechnik.utils.Legendre
BASIS - Static variable in class com.polytechnik.utils.LegendreShifted
BASIS - Static variable in class com.polytechnik.utils.Monomials
BasisFunctionsCalculatable - Interface in com.polytechnik.utils: Polynomial basis functions calculatable at x.
BasisFunctionsMultipliable - Interface in com.polytechnik.utils: Multiplication--related basis functions.
BasisFunctionsMultiplicationCache - Class in com.polytechnik.utils: Cache basis functions multiplication.
BasisFunctionsMultiplicationCache(BasisFunctionsMultipliable) - Constructor for class com.polytechnik.utils.BasisFunctionsMultiplicationCache
basisInv - Variable in class com.polytechnik.kgo.DemoRecoverMapping.GramSchmidtTest
BasisPolynomials - Interface in com.polytechnik.utils: Basis of orthogonal polynomials.
BB - Enum constant in enum class com.polytechnik.kgo.KGOIterationalLambda2.LambdaCalculationMethod
bbQQ_selNegdIdt - Variable in class com.polytechnik.freemoney.SplitdIdt
bbQQ_selPosdIdt - Variable in class com.polytechnik.freemoney.SplitdIdt
be - Variable in class com.polytechnik.trading.QVMData.ScanHelper
bmulcache - Variable in class com.polytechnik.utils.RecurrenceABWithMultiplicationCached
BP - Variable in class com.polytechnik.trading.PnLInPsiHstate: More tests.
bpsi - Variable in class com.polytechnik.utils.PsiConstrained: Adjusted psi.
bpsi_M - Variable in class com.polytechnik.utils.IstatesConditional.GetMaxIState
bpsi_M - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage.GetMaxIState: The state of maximal <psi|I|psi>.
bpsi_M - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.GetMaxIStateAdj
bpsi_M - Variable in class com.polytechnik.utils.IstatesConditionalV2.GetMaxIState: The state of maximal <psi|I|psi>.
bpsiInit - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage.GetMaxIState
bpsiInit - Variable in class com.polytechnik.utils.IstatesConditionalV2.GetMaxIState
bQQ_selNegdIdt - Variable in class com.polytechnik.freemoney.SplitdIdt
bQQ_selPosdIdt - Variable in class com.polytechnik.freemoney.SplitdIdt
BROKENLIST - Static variable in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
BROKENLIST - Static variable in enum class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF.XSubspace
BROKENLIST - Static variable in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod
buffer - Variable in class com.polytechnik.utils.CircularList
BV_ALL - Enum constant in enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint: Set to zero all diagonal $0=\mathrm{Herm}\left(\sum\limits_{q=0}^{nX-1}b_{iq}v_{jq}\right)$, nC*(nC+1)/2 linear constraints.
BV_ORT - Enum constant in enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint: Set all projections to vector $ b_{sq}=\sum\limits_{j^{\prime}=0}^{nC-1}\sum\limits_{k^{\prime}=0}^{nX-1} S_{sq;j^{\prime}k^{\prime}}u_{j^{\prime}k^{\prime}} - \sum\limits_{j^{\prime}=0}^{nC-1} \lambda_{sj^{\prime}} u_{j^{\prime}q} $ to zero: $0=\sum\limits_{i=0}^{nC-1}\sum\limits_{q=0}^{nX-1}b_{iq}v_{iq}$, one linear constraint.

C

c - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints.LambdaLin
c - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin
c - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.LambdaLin
C - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
C(int, int) - Static method in class com.polytechnik.utils.Polynomials
cache - Variable in class com.polytechnik.utils.BasisFunctionsMultiplicationCache
calcsc(int) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: THIS ROUTINE CALCULATES SCALAR QUANTITIES USED TO COMPUTE THE NEXT K POLYNOMIAL AND NEW ESTIMATES OF THE QUADRATIC COEFFICIENTS.
calculate(int, double) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Calculation basis polynomial value.
calculate(int, double) - Method in class com.polytechnik.utils.Chebyshev: Calculation of the value of n-th Chebyshev polynomial at given x.
calculate(int, double) - Method in class com.polytechnik.utils.HermiteE: Calculation of the value of n-Hermite polynomial at given x.
calculate(int, double) - Method in class com.polytechnik.utils.Laguerre: Calculation of the value of n-th Laguerre polynomial at given x.
calculate(int, double) - Method in class com.polytechnik.utils.Legendre: Calculation of the value of n-th Legendre polynomial at given x.
calculate(int, double) - Method in class com.polytechnik.utils.LegendreShifted: Calculation of the value of n-th Legendre polynomial shifted to [0,1].
calculate(int, double) - Method in class com.polytechnik.utils.Monomials: Calculation of the value of n-th Monomials polynomial $ x^n $ at given x.
calculate(int, double) - Method in class com.polytechnik.utils.RecurrenceAB: Calculate $ Q_n(x) $ using three term recurrence at given x.
calculateQVMData(int, int, int, long, long, Trade[], int, QVMData) - Static method in class com.polytechnik.trading.QVMData
calculateQVMDataL(int, int, long, long, Trade[], int, QVMDataL) - Static method in class com.polytechnik.trading.QVMDataL
calculateQVMDataP(int, int, long, long, Trade[], int, QVMDataP) - Static method in class com.polytechnik.trading.QVMDataP
calculateRegularLambda(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace: Calculate regular lambda as $ \lambda_{ij}=\mathrm{Herm} \sum\limits_{k=k^{\prime}=0}^{nX-1}\sum\limits_{j^{\prime}=0}^{nC-1} u_{ik}S_{jk;j^{\prime}k^{\prime}} u_{j^{\prime}k^{\prime}} $.
CBF - Static variable in class com.polytechnik.kgo.DemoScalarInterpolation
CBX - Static variable in class com.polytechnik.kgo.DemoScalarInterpolation
cFactor - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
Chebyshev - Class in com.polytechnik.utils: Chebyshev polynomials basis, using $ T_k=\alpha_{k-1} x*T_{k-1}-T_{k-2} $, where $ \alpha_{k}=1 $ for k=0, and 2 otherwise.
Chebyshev() - Constructor for class com.polytechnik.utils.Chebyshev
checkCalculations(int, Random, int, int, int, double) - Static method in class com.polytechnik.trading.QVMDataL
checkCalculations(int, Random, int, int, int, double) - Static method in class com.polytechnik.trading.QVMDataP
checkCalculations(int, Random, int, int, int, int, double) - Static method in class com.polytechnik.trading.QVMData
checkDouble(double, String, double, String) - Static method in class com.polytechnik.utils.UnitTests
checkDouble(double, String, double, String, double) - Static method in class com.polytechnik.utils.UnitTests
checkDoubleArrayRel(double[], String, double[], String, double) - Static method in class com.polytechnik.utils.UnitTests
checkDoubleArrayRel1(double[], String, double[], String, double) - Static method in class com.polytechnik.utils.UnitTests
checkDoubleArrays(String, UnitTests.TwoValuesCheckMatching, double[], String, double[], String, double) - Static method in class com.polytechnik.utils.UnitTests
checkDoubleNoFail(double, double, double) - Static method in class com.polytechnik.utils.UnitTests
checkDoubleRel(double, String, double, String, double) - Static method in class com.polytechnik.utils.UnitTests
checkDoubleRel1(double, String, double, String, double) - Static method in class com.polytechnik.utils.UnitTests
checkDoubleRel1NoFail(double, double, double) - Static method in class com.polytechnik.utils.UnitTests: If absolute value of v1 is under 1 use UnitTests.checkDoubleNoFail(double, double, double) otherwise use UnitTests.checkDoubleRelNoFail(double, double, double).
checkDoubleRelNoFail(double, double, double) - Static method in class com.polytechnik.utils.UnitTests
checkInverted(int, Random, double) - Static method in class com.polytechnik.utils.Linsystems
checkLinSystem3() - Static method in class com.polytechnik.utils.Progonka3: Test.
checkLinSystem5() - Static method in class com.polytechnik.utils.Progonka5: Test.
checkMatching(double, double, double) - Method in interface com.polytechnik.utils.UnitTests.TwoValuesCheckMatching
checkMatching(QVMDataL, QVMDataL, double, double) - Static method in class com.polytechnik.trading.QVMDataL
checkMatching(QVMDataP, QVMDataP, double, double) - Static method in class com.polytechnik.trading.QVMDataP
checkMatching(QVMData, QVMData, double, double) - Static method in class com.polytechnik.trading.QVMData
checkMatchingQVMData(QVMDataL, QVMData, double) - Static method in class com.polytechnik.trading.QVMDataL
checkMatchingQVMData(QVMDataP, QVMData[], double) - Static method in class com.polytechnik.trading.QVMDataP
checkMatchingTradeIPVMData(QVMData, CalculateKendall.TradeIPVMData, double) - Static method in class com.polytechnik.trading.QVMData
checkMatrs(int, int, int, int, double[][], double[], int[], int[]) - Static method in class com.polytechnik.utils.Linsystems
checkMatrs2(int, double[], double[]) - Static method in class com.polytechnik.utils.Linsystems
checkMomQVMData(String, QVMDataL, double[], QVMData, int, double) - Static method in class com.polytechnik.trading.QVMDataL
checkMomQVMData(String, QVMDataP, double[], QVMData[], int, boolean, double) - Static method in class com.polytechnik.trading.QVMDataP
checkPOffset(QVMData, Random, double) - Static method in class com.polytechnik.trading.QVMData
checkRadauExactWeights(double[], double[], double) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre: Check Radau exact weights from Walter Gautschi, "Gauss-Radau formulae for Jacobi and Laguerre weight functions".
checkRadauExactWeights(double[], double[], double) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted: Check Radau exact weights from Walter Gautschi, "Gauss-Radau formulae for Jacobi and Laguerre weight functions".
checkSystem(double[][], double[], boolean) - Static method in class com.polytechnik.utils.Linsystems
checkValues(double[], int, double, double, double, String) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
checkVTProjections(QVMData, double) - Static method in class com.polytechnik.trading.QVMData
chi - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin
christoffel(RegularizedVectorX, double[]) - Static method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
CHRISTOFFEL - Enum constant in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod: The $ \left\langle F_j X_k F_{j^{\prime}} X_{k^{\prime}} K(\mathbf{F})K(\mathbf{X}) \right\rangle $ is obtained from original sample $ (\mathbf{x},\mathbf{f}) $ after regularization.
CHRISTOFFEL_DEGREESOFFREEDOMADJUSTED - Enum constant in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod: The $ \left\langle F_j X_k F_{j^{\prime}} X_{k^{\prime}} K(\mathbf{F})\widetilde{K}(\mathbf{X}) \right\rangle $ where $ \widetilde{K}(\mathbf{X}) $ is reduced size dimension adjusted Christoffel function.
CircularList<T> - Class in com.polytechnik.utils: A circular buffer to store data.
CircularList() - Constructor for class com.polytechnik.utils.CircularList
CircularList(int) - Constructor for class com.polytechnik.utils.CircularList
CircularList.TEST - Class in com.polytechnik.utils
CircularList.TimeAccess - Interface in com.polytechnik.utils
clear() - Method in class com.polytechnik.utils.LongHashMap: Removes all mappings from this map.
clear() - Method in class com.polytechnik.utils.LongTreeValueMapTest
clearBefore(long, Predicate<T>) - Method in class com.polytechnik.utils.CircularList
clearBefore(long, Predicate<T>, int) - Method in class com.polytechnik.utils.CircularList: Clear all elements with time <t0.
clusters_number - Variable in class com.polytechnik.utils.RNConfig
columns_number - Variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
columns_number - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
columns_number - Variable in class com.polytechnik.kgo.KGOConfig
columns_number - Variable in class com.polytechnik.utils.RNConfig
com.polytechnik.freemoney - package com.polytechnik.freemoney
com.polytechnik.kgo - package com.polytechnik.kgo
com.polytechnik.utils - package com.polytechnik.utils
CommonBasisOperations - Interface in com.polytechnik.freemoney: A simple container for common basis operations.
CommonlyUsedMoments - Class in com.polytechnik.freemoney: A class to calculate commonly used moments.
CommonlyUsedMoments(int, double) - Constructor for class com.polytechnik.freemoney.CommonlyUsedMoments: Initial state.
CommonlyUsedMomentsLaguerre - Class in com.polytechnik.freemoney: An integrator with interal state WIntegratorLaguerre to calculate commonly used moments in Laguerre basis.
CommonlyUsedMomentsLaguerre(int, double) - Constructor for class com.polytechnik.freemoney.CommonlyUsedMomentsLaguerre
CommonlyUsedMomentsLegendreShifted - Class in com.polytechnik.freemoney: An integrator with interal state WIntegratorLegendreShifted to calculate commonly used moments in shifted Legendre basis.
CommonlyUsedMomentsLegendreShifted(int, double) - Constructor for class com.polytechnik.freemoney.CommonlyUsedMomentsLegendreShifted
CommonlyUsedMomentsMonomials - Class in com.polytechnik.freemoney: An integrator with interal state WIntegratorMonomials to calculate commonly used moments in monomials basis.
CommonlyUsedMomentsMonomials(int, double) - Constructor for class com.polytechnik.freemoney.CommonlyUsedMomentsMonomials
compare(int, int) - Method in interface com.polytechnik.utils.IntPTRCompare
CompareToFortran() - Constructor for class com.polytechnik.utils.QUANC8.CompareToFortran
comparisontest_hashmap() - Static method in class com.polytechnik.utils.LongHashMap
conditionsLeft - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization.EliminateVector
condMaxToFail_LinearSystem - Static variable in class com.polytechnik.kgo.KGOIterationalSubspaceLinearConstraints: Minimal norm for Gaussian elimination.
condMaxToFail_LinearSystem - Static variable in class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal: Minimal norm for Gaussian elimination.
condMaxToFail_LinearSystem - Static variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints: Minimal norm for Gaussian elimination.
condNum - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization.EliminateVector
ConfederateMatrixCalculatable - Interface in com.polytechnik.utils: Get confederate matrix.
containsKey(long) - Method in class com.polytechnik.utils.LongHashMap: Returns true if this map contains a mapping for the specified key.
ContributingSubspaceMaxCoverage - Class in com.polytechnik.kgo: Find contributing subspace from Christoffel function moments.
ContributingSubspaceMaxCoverage(int, int, double[]) - Constructor for class com.polytechnik.kgo.ContributingSubspaceMaxCoverage
convertBasisToPBASIS(int, BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: A helper method to convert this basis to PBASIS.
convertBasisToPBASIS(int, BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.SimpleBasisPolynomials: A helper method to convert this basis to PBASIS.
convertFunctionalFromOriginalToSigmaBasis(EVSolver.SVDResult, double[]) - Static method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD: Partial sum over "coordinate" indexes, only singular index is not summed.
convertFunctionTo_Basis_from_Monomials(double[]) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Convert from polynomials to basis.
convertFunctionTo_Basis_from_PBASIS(double[], BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Convert from PBASIS to this basis.
convertFunctionTo_Monomials_from_Basis(double[]) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Convert from basis to polynomial basis.
convertFunctionTo_PBASIS_from_Basis(double[], BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Convert from basis to PBASIS basis.
convertFunctionTo_PBASIS_from_Basis(double[], BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.SimpleBasisPolynomials: Convert from basis to PBASIS basis.
convertMatrFromBtoQ_Basis(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.EVXData: Given b_i=\sum_k eVB_{ik} Q_k and <b_i b_j>=1, <Q_k Q_l>=G_{lk}, then Q_k = \sum_l <Q_k Q_l> eVB_lk and given a matrix matrB=<b_i|f|b_j> the matrix <Q_k|f|Q_s> = \sum_{l,i,j,m} G_{kl} eVB_il <b_i|f|b_j> eVB_jm G_{ms}.
convertMatrFromQtoB_Basis(int, double[], double[]) - Static method in class com.polytechnik.utils.EVXData: Calculate eV matrQ eV^T.
convertMatrFromQtoB_Basis(int, double[], double[], int, int) - Static method in class com.polytechnik.utils.EVXData: Transorm quadratic form matrix to new basis.
convertPsiFromBtoQ_Basis(int, double[], double[]) - Static method in class com.polytechnik.utils.EVXData
convertPsiFromBtoQ_Basis(int, double[], int, double[], int) - Static method in class com.polytechnik.utils.EVXData: Calculate l=0..nq-1: psiQ[l]=sum_{k=0..nb-1} psiB[k]*basis[l+k*nq+basis_offset]
convertPsiFromQtoB_Basis(double[], double[], int, int, double[], int) - Static method in class com.polytechnik.utils.EVXData: Calculates eVB (ndxldQQ) x QQT (ldQQxldQQ) x psiQ.
convertPsiFromQtoB_Basis(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.EVXData: Calculate eVB G psiQ.
convertSKtoNewBasis(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem: To remove along with KGOIterationalMultipleTransforms and KGOIterationalGEVAdj_Q_denominator.
convertToMonomials(double[]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
convertxFromOriginalToX - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel
copyData(T[]) - Method in class com.polytechnik.utils.CircularList
copyKeys(long[]) - Method in class com.polytechnik.utils.LongHashMap
copyKeysAndValues(long[], V[]) - Method in class com.polytechnik.utils.LongHashMap
copyValues(V[]) - Method in class com.polytechnik.utils.LongHashMap
copyValues(V[]) - Method in class com.polytechnik.utils.LongTreeValueMapTest
corr - Variable in class com.polytechnik.utils.ProbabilityCorrelation: W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.
corr - Variable in class com.polytechnik.utils.ValueCorrelation
COSR - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
counter_addIHObservationSecondarySampling - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments
counter_addObservationNoBasisShift - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments
covPTi_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
covPTi_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
createAttributeTextualRepresentation(double[], int[], double[], double[]) - Method in class com.polytechnik.utils.DataReadObservationVectorXF
createFromSample(DataReadObservationVectorXVectorF, KGOOptimizationResult.Approximation, KGOSubspaceSolutionVectorXVectorF.XSubspace) - Static method in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
createFromSample(DataReadObservationVectorXVectorF, KGOOptimizationResult.Approximation, SKFromSampleCalculationMethod) - Static method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
createLocalSK(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers: To remove along with KGOIterationalMultipleTransforms.
createSKBasisDiagK(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers: To remove along with KGOIterationalMultipleTransforms.
createSKDiagGramDiagK(int, int, double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers: To remove along with KGOIterationalMultipleTransforms.
createSKFromGram(int, int, double[]) - Static method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem: Create SK matrix such that SK[j,k,jp,kp]=Gram[j,jp] delta_{k kp}.
currenttime - Variable in class com.polytechnik.trading.QVMData
currenttime - Variable in class com.polytechnik.trading.QVMDataL
currenttime - Variable in class com.polytechnik.trading.QVMDataP
currenttime_previous - Variable in class com.polytechnik.freemoney.WIntegrator: The time the moments are calculated on.
CX - Variable in class com.polytechnik.kgo.ContributingSubspaceMaxCoverage
CX - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: Contributing subspace.
CX - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: Selected contributing subspace.
CX - Variable in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon: Contributing subspace.
CX_projective - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: Contributing subspace (projective).

D

d - Variable in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner
D - Variable in class com.polytechnik.utils.DiffSkewness
D - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
d0 - Variable in class com.polytechnik.utils.RayleighQuotient.RQVariationInMatrixForm
d1 - Variable in class com.polytechnik.utils.RayleighQuotient.RQVariationInMatrixForm
d2 - Variable in class com.polytechnik.utils.RayleighQuotient.RQVariationInMatrixForm
Da_tmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
Da_tmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
Da_tmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
Da_vmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
Da_vmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
Da_vmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
dadt - Variable in class com.polytechnik.trading.PnLInPsiHstate
dadv - Variable in class com.polytechnik.trading.PnLInPsiHstate
data - Variable in class com.polytechnik.utils.DataReadObservationVectorXF
data - Variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF
data - Variable in class com.polytechnik.utils.LongTreeValueMapTest
data_file_evaluation - Variable in class com.polytechnik.kgo.KGOConfig: In/Out file related info.
data_file_evaluation - Variable in class com.polytechnik.utils.RNConfig
data_file_to_build_model_from - Variable in class com.polytechnik.kgo.KGOConfig: In/Out file related info.
data_file_to_build_model_from - Variable in class com.polytechnik.utils.RNConfig
data_file_to_build_unitarymodel_from - Variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig: In/Out file related info.
data_file_to_read_from - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig: In/Out file related info.
DataInterfaceDirect<DTYPE> - Interface in com.polytechnik.trading: One more interface to a basis.
DataInterfaceDirectTradesHistorical - Interface in com.polytechnik.trading: A list of common timeserie IDs.
DataReadObservationVectorXF - Class in com.polytechnik.utils: A class to store read sample data.
DataReadObservationVectorXF(List<ObservationVectorXF>, List<String>) - Constructor for class com.polytechnik.utils.DataReadObservationVectorXF
DataReadObservationVectorXF.AttribsPreparation - Class in com.polytechnik.utils
DataReadObservationVectorXF.DataStat - Class in com.polytechnik.utils
DataReadObservationVectorXVectorF - Class in com.polytechnik.utils: A class to store read sample data.
DataReadObservationVectorXVectorF(List<ObservationVectorXVectorF>, List<String>, List<String>) - Constructor for class com.polytechnik.utils.DataReadObservationVectorXVectorF
DataReadObservationVectorXVectorF.DataStat - Class in com.polytechnik.utils
datastat - Variable in class com.polytechnik.utils.DataReadObservationVectorXF
datastat - Variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF
DataStat(DataReadObservationVectorXF) - Constructor for class com.polytechnik.utils.DataReadObservationVectorXF.DataStat
DataStat(DataReadObservationVectorXVectorF) - Constructor for class com.polytechnik.utils.DataReadObservationVectorXVectorF.DataStat
daxpy(int, double, double[], int, int, double[], int, int) - Static method in class com.polytechnik.utils.Linsystems: constant times a vector plus a vector.
DBL_EPSILON - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
DBL_MAX - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
DBL_MIN - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
ddot(int, double[], int, int, double[], int, int) - Static method in class com.polytechnik.utils.Linsystems: forms the dot product of two vectors.
DEBUG_TEST - Static variable in class com.polytechnik.utils.LongHashMap
DEFAULT - Static variable in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
DEFAULT - Static variable in enum class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF.XSubspace
DEFAULT - Static variable in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod
deg - Variable in class com.polytechnik.utils.DegAndNDeg
DegAndNDeg<T> - Class in com.polytechnik.utils: A class to store non-degenerated and degenerated samples data for unit tests.
DegAndNDeg(T, T) - Constructor for class com.polytechnik.utils.DegAndNDeg
DemoRecoverMapping - Class in com.polytechnik.kgo: A demo to recover a mapping from $ \mathbf{x} \to \mahtbf{f} $.
DemoRecoverMapping() - Constructor for class com.polytechnik.kgo.DemoRecoverMapping
DemoRecoverMapping.GramSchmidtTest - Class in com.polytechnik.kgo: For unit tests.
DemoRecoverMapping.Res - Class in com.polytechnik.kgo
DemoRecoverUnitaryMatrixFromSeq - Class in com.polytechnik.kgo: A demo to recover unitary matrix $\mathcal{U}$ from a sequence: $$ X^{(l+1)}=\mathcal{U}X^{(l)} $$ This is a demo.
DemoRecoverUnitaryMatrixFromSeq() - Constructor for class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq
DemoRecoverUnitaryMatrixFromSeq.RUConfig - Class in com.polytechnik.kgo: Command line options for DemoRecoverUnitaryMatrixFromSeq.
DemoScalarInterpolation - Class in com.polytechnik.kgo: A demo of scalar f(x) interpolation.
DemoScalarInterpolation() - Constructor for class com.polytechnik.kgo.DemoScalarInterpolation
DemoScalarInterpolation.FPRes - Class in com.polytechnik.kgo
DemoScalarInterpolation.ObservationVectorXVectorF_WithExtra - Class in com.polytechnik.kgo
DemoScalarInterpolation.RConfig - Class in com.polytechnik.kgo: Command line options for DemoScalarInterpolation.
DemoScalarInterpolation.Res - Class in com.polytechnik.kgo
DENOM - Variable in class com.polytechnik.utils.PolynomialsSQDRatio
DerivativesCalculateable - Interface in com.polytechnik.utils
Dfx(double[], double) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate f'(x)=\sum_{k=0}^{k=n} m[k] Q'_k(x).
dgefa(double[][], int, int[]) - Static method in class com.polytechnik.utils.Linsystems
dgefa_m1(double[], int, int, int[]) - Static method in class com.polytechnik.utils.Linsystems: The same as dgefa, but store matrix in 1D array.
dgesl(double[][], int, int[], double[], int) - Static method in class com.polytechnik.utils.Linsystems: dgesl solves the double precision system a * x = b or trans(a) * x = b using the factors computed by dgeco or dgefa.
dgesl_m1(double[], int, int, int[], double[], int) - Static method in class com.polytechnik.utils.Linsystems
di - Variable in class com.polytechnik.utils.DiffSkewness
dIdt_negdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dIdt_posdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dIdt_spurM - Variable in class com.polytechnik.freemoney.PFuture: The value of $\mathrm{Spur}\left\|\frac{dI}{dt}\middle|\rho_{IH}\right\|$= 0.
DiffSkewness - Class in com.polytechnik.utils: Build two--node Gauss quadrature and calculate its characteristics as parameter--dependent values.
DiffSkewness(double[], double[], double[], double, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double[], double[], double[], double[], double[]) - Constructor for class com.polytechnik.utils.DiffSkewness
dIHdt_negdIH_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
dIHdt_posdIH_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
dIHdt_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
dIHdtSplitF - Variable in class com.polytechnik.trading.IntervalSincePsiM
dIHdtSplitI0 - Variable in class com.polytechnik.trading.IntervalSincePsiM
dIHdtSplitIeq0 - Variable in class com.polytechnik.trading.IntervalSincePsiM
dim1 - Variable in class com.polytechnik.utils.XXMatrs
dim2 - Variable in class com.polytechnik.utils.XXMatrs
dimXnew - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: New problem dimension dimXnew=dimXorig-nEliminated.
dimXorig - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: Original problem dimension.
dimXorig - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization.EliminateVector
DIRECT_PROJECTION - Enum constant in enum class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF.XSubspace
DirectProjectionSolutionVectorXVectorF - Class in com.polytechnik.kgo: A simple test-solution to a vector X to vector F problem.
DirectProjectionSolutionVectorXVectorF(int, int, double[], double[], double[]) - Constructor for class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
directProjectionTestSolutionVectorXVectorF - Variable in class com.polytechnik.kgo.TestDirectProjection
dp_diff_last - Variable in class com.polytechnik.trading.QVMData
dp_diff_last - Variable in class com.polytechnik.trading.QVMDataL
dp_diff_last - Variable in class com.polytechnik.trading.QVMDataP
dp_M - Variable in class com.polytechnik.freemoney.PFuture: The value of $\left\langle\psi\middle|\frac{dp}{dt}\middle|\psi\right\rangle$.
dp_spurM - Variable in class com.polytechnik.freemoney.PFuture: The value of $\mathrm{Spur}\left\|\frac{dp}{dt}\middle|\rho_{IH}\right\|$= $P^{last}-\left\langle\psi\middle|p\middle|\psi\right\rangle$.
Dp_tmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
Dp_tmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
Dp_tmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
Dp_vmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
Dp_vmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
Dp_vmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
dpdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdt_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdt_negdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdt_negdIH_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
dpdt_posdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdt_posdIH_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
dpdt_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdt_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
dpdtDivI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdtDivIPI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdtM - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
dpdtPI_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdtPI_negdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdtPI_posdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dpdtPI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dPIdt_M - Variable in class com.polytechnik.freemoney.PFuture: The value of $ \left\langle\psi\middle|\frac{dpI}{dt}\middle|\psi\right\rangle $.
dPIdt_spurM - Variable in class com.polytechnik.freemoney.PFuture: The value of $\mathrm{Spur}\left\|\frac{dpI}{dt}\middle|\rho_{IH}\right\|$ = PFuture.I_M*(PFuture.P_last-PFuture.pv_M).
dPIdtF_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
dPol - Variable in class com.polytechnik.utils.RecurrenceABWithMultiplicationCached
DpsiM - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
DpsiM - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneIState
DpsiM - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
dscal(int, double, double[], int, int) - Static method in class com.polytechnik.utils.Linsystems: scales a vector by a constant.
DTII_H - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
DTII_L - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
DtpDivI_spurM - Variable in class com.polytechnik.freemoney.PFuture
DtVdP_M - Variable in class com.polytechnik.freemoney.PFuture: The value of $\left\langle\psi\middle|\frac{d}{dt}V\frac{dp}{dt}\middle|\psi\right\rangle$.
DtVdP_spurM - Variable in class com.polytechnik.freemoney.PFuture: The value of $\mathrm{Spur}\left\|\frac{d}{dt}V\frac{dp}{dt}\middle|\rho_{IH}\right\|$= -PFuture.VdP_M.
dumpc(String) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
dumpWavefunctionOnce(PnLInPsiHstate<?>, double[], double[], double[], List<double[]>, long) - Static method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest: At given tick dump several variables RN-interpolated at X as <psiX|f|psiX> along with |psi_M> at X.
dyadicMatrix(double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates a[i]*b[j] matrix.

E

E - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
Eigenvalues - Class in com.polytechnik.lapack: Eigenvectors problem.
Eigenvalues - Class in com.polytechnik.lapack310: Eigenvectors problem.
Eigenvalues() - Constructor for class com.polytechnik.lapack.Eigenvalues
Eigenvalues() - Constructor for class com.polytechnik.lapack310.Eigenvalues
Eigenvalues_JNI_lapacke - Class in com.polytechnik.lapack: Eigenvectors problem.
Eigenvalues_JNI_lapacke() - Constructor for class com.polytechnik.lapack.Eigenvalues_JNI_lapacke
eLambda - Variable in class com.polytechnik.kgo.KGOEVSelection: The eigenvalue of this state.
eLambda - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.EVSelection: The eigenvalue of this state.
elementIndex(int[], int) - Static method in class com.polytechnik.utils.ReadWriteUtils: Checkes for a given element in an array.
elementIndex(long[], long) - Static method in class com.polytechnik.utils.ReadWriteUtils: Checkes for a given element in an array.
elementIndex(String[], String) - Static method in class com.polytechnik.utils.ReadWriteUtils: Checkes for a given element in an array.
elim - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: Eliminated variables.
eliminate(int, double[], double[], double[], double[], double[], double[], double[], double[], double[], int[], int[], int[]) - Static method in class com.polytechnik.utils.Progonka5: 5 non-zero points in a row.
eliminate(int, double[], double[], double[], double[], double[], double[], int[], int[]) - Static method in class com.polytechnik.utils.Progonka3: 3 non-zero points in a row.
EliminateLinearConstraints_HomegrownLUFactorization - Class in com.polytechnik.utils: Perform simplified version of LU Factorization by checking max pivot at rows and columns.
EliminateLinearConstraints_HomegrownLUFactorization(int, double[][], double) - Constructor for class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: Constructor.
EliminateLinearConstraints_HomegrownLUFactorization.EliminateVector - Class in com.polytechnik.utils
EliminateVector(int, int, double[], double[][], double) - Constructor for class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization.EliminateVector
ensureCapacity(int) - Method in class com.polytechnik.utils.CircularList
Entry(int, long, V, LongHashMap.Entry<V>) - Constructor for class com.polytechnik.utils.LongHashMap.Entry
eps - Variable in class com.polytechnik.freemoney.SplitdIdt
eps - Static variable in class com.polytechnik.kgo.DemoRecoverMapping: To turn on a selftest.
eps - Static variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq: To turn on a selftest.
eps - Static variable in class com.polytechnik.kgo.DemoScalarInterpolation: To turn on a selftest.
eps - Variable in class com.polytechnik.kgo.TestKGO
eps - Variable in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
eps - Variable in class com.polytechnik.utils.RegularizedVectorX
eps - Variable in class com.polytechnik.utils.RegularizedVectorXF
eps - Variable in class com.polytechnik.utils.TestBasisFunctionsCalculatable
eps - Variable in class com.polytechnik.utils.TestOptimizationPsi
eps - Variable in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
eps - Variable in class com.polytechnik.utils.TestPolynomialRoots
eps - Variable in class com.polytechnik.utils.TestRN
EPS - Static variable in class com.polytechnik.utils.PolynomialRootsElementary
eps_abs - Static variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF: Regularization parameter.
EPS_IMROOT - Static variable in class com.polytechnik.utils.IstatesConditionalLocalized
EPS_KLUDGY_WAY_TO_TURN_ON_THE_DEBUGGING - Static variable in class com.polytechnik.trading.PnLInPsiHstate: Not worth a function or constructor argument.
EPS_ORT - Static variable in class com.polytechnik.utils.TestEigenvalues
eps_rel - Static variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF: Regularization parameter.
EPS_selftest - Static variable in class com.polytechnik.kgo.TestKGO: No "final", a kludgy way to make a test from other classes.
EPS_selftest - Static variable in class com.polytechnik.utils.RadonNikodymSpectralModel: No "final", a kludgy way to make a test from TestRN.
errest - Variable in class com.polytechnik.utils.QUANC8
ETA - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
ev - Variable in class com.polytechnik.utils.EVXData
ev - Variable in class com.polytechnik.utils.LebesgueQuadratureWithEVData
ev - Variable in class com.polytechnik.utils.Quadrature.GaussQuadratureWithEVData
ev - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel
EV - Enum constant in enum class com.polytechnik.utils.RegularizationMethod
EV - Static variable in class com.polytechnik.kgo.KGOEVSelection
EV - Static variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: Standard EV solver.
EV - Variable in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable
ev_bQQconditional - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage.EVSelection
ev_bQQconditional - Variable in class com.polytechnik.utils.IstatesConditionalV2.EVSelection
ev_bQQdIdt - Variable in class com.polytechnik.freemoney.SplitdIdt
ev_bQQPnLmatrix - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
ev_index - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
ev_index - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneIState
ev_index - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
ev_m - Variable in class com.polytechnik.kgo.ApplyFunToMatrix
ev_X_Kf_X - Variable in class com.polytechnik.kgo.ContributingSubspaceMaxCoverage: For unit tests.
evaluateAt(double[]) - Method in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
evaluateAt(double[]) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
evaluateAt(double[]) - Method in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
evaluateAt(double[]) - Method in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
evaluateAt(double[]) - Method in interface com.polytechnik.utils.VectorXVectorFPointEvaluatable: An evaluation of Vector X to Vector F model.
evaluateAtSequence(List<? extends ObservationVectorXVectorF>) - Method in interface com.polytechnik.utils.VectorXVectorFPointEvaluatable
evaluatef_LeastSquares(double) - Method in class com.polytechnik.kgo.DemoScalarInterpolation.Res
evaluatef_RN(double) - Method in class com.polytechnik.kgo.DemoScalarInterpolation.Res
evaluateQuadraticForm(double[], double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers: Evaluate quadratic form in vec state with some scale in first index of vec.
evaluateQuadraticForm(double[], double[], double[], double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers: To remove along with KGOIterationalMultipleTransforms.
evaluateRNatSequence(List<? extends ObservationVectorXF>) - Method in interface com.polytechnik.utils.RNPointEvaluatable
evaluateStringArray(String, double[]) - Method in class com.polytechnik.utils.TestRN
evaluator - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
eVector - Variable in class com.polytechnik.kgo.KGOEVSelection: Original eigenvector, an operator is extracted from it row by row.
eVector - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.EVSelection: Original eigenvector, an operator is extracted from it row by row.
eVector_original - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints.KGOEVSelectionSeparatelyLast
eVector_original - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.KGOEVSelectionSeparatelyLast
eVector_original - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.KGOEVSelectionSeparatelyExtraElements
eVectorExtraElements - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.KGOEVSelectionSeparatelyExtraElements
eVectorLastElement - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints.KGOEVSelectionSeparatelyLast
eVectorLastElement - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints.LambdaLin
eVectorLastElement - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.KGOEVSelectionSeparatelyLast
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalContractionMapping
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalGEVAdj_Q_denominator
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersInDenominatorU
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersPartialSubspace
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalLambda2
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalMultipleTransforms
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalSimpleOptimizationU
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalSubspaceLinearConstraints
evSelected - Variable in class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal
evSelected - Variable in class com.polytechnik.kgo.KGOOptimizationResult: Initial state before solution adjustement.
EVSelection(int, double[], double) - Constructor for class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.EVSelection
EVSelection(int, double[], double[], double[], double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.IstatesConditionalSameAverage.EVSelection
EVSelection(int, double[], double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.IstatesConditionalV2.EVSelection
EVSelection(int, double[], double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
EVSolver - Interface in com.polytechnik.utils: Eigenvectors problem.
EVSolver_JNI_lapacke - Class in com.polytechnik.utils: Eigenvectors problem.
EVSolver_JNI_lapacke() - Constructor for class com.polytechnik.utils.EVSolver_JNI_lapacke
EVSolver_Lapack310 - Class in com.polytechnik.utils: Eigenvectors problem.
EVSolver_Lapack310() - Constructor for class com.polytechnik.utils.EVSolver_Lapack310
EVSolver_LapackOLD - Class in com.polytechnik.utils: Eigenvectors problem.
EVSolver_LapackOLD() - Constructor for class com.polytechnik.utils.EVSolver_LapackOLD
EVSolver.SVDResult - Class in com.polytechnik.utils: A result for SVD problem.
EVXData - Class in com.polytechnik.utils: A container to store eigenvalue problem solution.
EVXData(int, double, double, double[], double, double, double[], double[], double[], double[], double, double, double) - Constructor for class com.polytechnik.utils.EVXData
execute(long, V) - Method in interface com.polytechnik.utils.LongHashMap.TLongObjectProcedure: Executes this procedure.
expandOverLowerDiagBasis(double[], double[][]) - Static method in class com.polytechnik.utils.TMatr
expandSingleElimination(double[][], double) - Static method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization.EliminateVector: Single condition elimination.
extractnames(String, String) - Static method in class com.polytechnik.utils.ReadWriteUtils: Extract names.
extractNumbers(String[]) - Static method in class com.polytechnik.utils.ReadWriteUtils: This method extracts integer numbers from a string array.

F

f - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.FPRes
f - Variable in class com.polytechnik.utils.LebesgueQuadratureWithEVData
f - Variable in class com.polytechnik.utils.ObservationVectorXF
f - Variable in class com.polytechnik.utils.ObservationVectorXVectorF
f - Variable in class com.polytechnik.utils.PolynomialsRatio
f - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel: Lebesgue quadrature.
f(double) - Method in class com.polytechnik.utils.QUANC8.CompareToFortran
f(double) - Method in interface com.polytechnik.utils.QUANC8.DoubleFunction
f(double) - Method in class com.polytechnik.utils.QUANC8.FSIN
F - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
F - Variable in class com.polytechnik.utils.RegularizedVectorXVectorF
F_EQ0 - Enum constant in enum class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin.SelectionChi
F_Kf_F - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: K(f) Christoffel function moments.
f_negdI_spurM - Variable in class com.polytechnik.freemoney.SplitdIdt.SplitData
f_posdI_spurM - Variable in class com.polytechnik.freemoney.SplitdIdt.SplitData
f_spurM - Variable in class com.polytechnik.freemoney.SplitdIdt.SplitData
f0 - Variable in class com.polytechnik.utils.RayleighQuotient.RQFact
f1 - Variable in class com.polytechnik.utils.RayleighQuotient.RQFact
f1 - Variable in class com.polytechnik.utils.Sum2DerivativesCalculateable
f2 - Variable in class com.polytechnik.utils.RayleighQuotient.RQFact
f2 - Variable in class com.polytechnik.utils.Sum2DerivativesCalculateable
fact(int) - Static method in class com.polytechnik.utils.Polynomials
fact2(int) - Static method in class com.polytechnik.utils.Polynomials
faverage - Variable in class com.polytechnik.utils.DataReadObservationVectorXF.DataStat
FCCXLS - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: Direct projection via KGOSubspaceSolutionVectorXVectorF.CX subspace.
FCOVU - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: A coverage corresponding to found mapping.
FCOVU - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: A coverage corresponding to found mapping.
ff - Variable in class com.polytechnik.utils.LebesgueQuadratureJointDistribution
fF - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
fF - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
FF - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
fGx - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res: For diag.
fHeader - Variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF
FindPsiConstrainedSameAverage - Class in com.polytechnik.utils: Given an input |psi> state adjust it to be a subject to the constraint: <psi|pI|psi>/<psi|I|psi> - <psi|pJ|psi>/<psi|J|psi> =0, where I an J are two positive measures.
FindPsiConstrainedSameAverage(double[], double[], double[], double[], double[], List<double[]>, double) - Constructor for class com.polytechnik.utils.FindPsiConstrainedSameAverage
FindPsiConstrainedSingleQuadratic0 - Class in com.polytechnik.utils: Given an input |psi> state adjust it to be a subject to the constraint: <psi|C|psi>=0.
FindPsiConstrainedSingleQuadratic0(double[], double[], double[], double) - Constructor for class com.polytechnik.utils.FindPsiConstrainedSingleQuadratic0
findRoots(double[]) - Method in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
findRoots(double[]) - Method in interface com.polytechnik.utils.PolynomialRootsFinder
findRoots(double[]) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
findTradeScanBackDifferentPrice(int, Trade[], Trade, Trade) - Static method in class com.polytechnik.trading.QVMData.ScanHelper: Scan back to find the trade of different price.
firstValue() - Method in class com.polytechnik.utils.LongTreeValueMapTest
flag - Variable in class com.polytechnik.utils.QUANC8
flag_assume_f_is_diagonal_in_christoffel_function_basis - Variable in class com.polytechnik.utils.RNConfig
flag_edge_reached - Variable in class com.polytechnik.trading.QVMData.ScanHelper
flag_print_verbosity - Variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
flag_print_verbosity - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
flag_print_verbosity - Variable in class com.polytechnik.kgo.KGOConfig
flag_print_verbosity - Variable in class com.polytechnik.utils.RNConfig
flag_probabiliy_correlation - Variable in class com.polytechnik.utils.ProbabilityCorrelation: If true, probability correlation is calculated, otherwise value correlation.
flag_replace_f_by_christoffel_function - Variable in class com.polytechnik.utils.RNConfig
flag_solution_exists - Variable in class com.polytechnik.utils.FindPsiConstrainedSingleQuadratic0
flag_solution_exists - Variable in class com.polytechnik.utils.IstatesConditional: Whether a solution exists.
flag_solution_exists - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints: Whether a solution exists.
flag_solution_exists - Variable in class com.polytechnik.utils.IstatesConditionalV2: Whether a solution exists.
flag_solution_found - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage
flagFailure - Variable in class com.polytechnik.utils.EVSolver.SVDResult
FLS - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: A coverage corresponding to "Direct Projection" type of expansion: least squares value is calculated first, then a f-localized function is built at this value.
FLS - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: A coverage corresponding to "Direct Projection" type of expansion: least squares value is calculated first, then a f-localized function is built at this value.
fmatrnorm - Variable in class com.polytechnik.utils.DataReadObservationVectorXF.AttribsPreparation
Fmax - Variable in class com.polytechnik.freemoney.ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots
Fmin - Variable in class com.polytechnik.freemoney.ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalGEVAdj_Q_denominator
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersInDenominatorU
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersPartialSubspace
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalLambda2
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalSimpleOptimizationU
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalSubspaceLinearConstraints
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal
FORCE_DIAG_DUMP - Static variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
FORCE_DIAG_RESULT - Static variable in class com.polytechnik.kgo.KGOOptimizationResult
FORCE_SELFTEST_BY_DEFALT - Static variable in class com.polytechnik.freemoney.FreeMoneyForAll
forEachEntry(LongHashMap.TLongObjectProcedure<V>) - Method in class com.polytechnik.utils.LongHashMap: Executes procedure for each key/value entry in the map.
forEachEntry(Predicate<V>) - Method in class com.polytechnik.utils.LongHashMap
forig_average - Variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF.DataStat
forigFromF - Variable in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
forigFromF(double[]) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
forigFromF(double[]) - Method in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
forwardForEachEntry(Predicate<T>, int) - Method in class com.polytechnik.utils.CircularList: The method loops forward over the elements of the list, set the n_elements_to_scan=getSize(), to loop over all elements.
FPRes(double, double) - Constructor for class com.polytechnik.kgo.DemoScalarInterpolation.FPRes
fr - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin
FreeMoneyForAll - Class in com.polytechnik.freemoney: Directional indicator in the state: between a spike in I=dV/dt and "now".
FreeMoneyForAll(int, CommonlyUsedMoments, boolean) - Constructor for class com.polytechnik.freemoney.FreeMoneyForAll
FreeMoneyForAll(int, CommonlyUsedMoments, boolean, double) - Constructor for class com.polytechnik.freemoney.FreeMoneyForAll: Constructor.
fromAdjustedState(double[], double[], double, double, double) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraints.LambdaLin
fromAdjustedState(int, int, double[], double[], double) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin
fromAdjustedState(int, int, double[], double[], double) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.LambdaLin
fromEVProblemOneShotSVDAdj(int, int, double[], KGOOptimizationResult.Approximation, double) - Static method in class com.polytechnik.kgo.KGOOptimizationResult: Common one shot approximations for SVD and eigenvalue adjustments.
fromIterationsLagrangeMultipliers(int, int, double[], KGOOptimizationResult.Approximation, double) - Static method in class com.polytechnik.kgo.KGOOptimizationResult: Iteration methods.
fromLeastSquaresOneShot(int, int, double[], double[], KGOOptimizationResult.Approximation, double) - Static method in class com.polytechnik.kgo.KGOOptimizationResult: Least sqaures with an adjustements and without.
fromListEV(int, int, double[], ToDoubleFunction<double[]>, KGOOptimizationResult.Approximation, double) - Static method in class com.polytechnik.kgo.KGOOptimizationResult: Select from eigenvalues list.
fromXnewToXorig(double[]) - Method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: From new to old, recover previously eliminated components based on linear constraints.
fromXnewToXorigAsMatrix() - Method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: From new to old, recover components based on linear constraints, the result is presented as a matrix of dimXorig * dimXnew size.
fromXorigToXnew(double[]) - Method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: Discard some components.
FSIN() - Constructor for class com.polytechnik.utils.QUANC8.FSIN
FtoChristoffelFunctionTransformable - Interface in com.polytechnik.utils: An interface to data to calculate Christoffel function and its moments out of sampled data.
FTOT - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: Maximal possible coverage among all projective-type transforms.
FTOT - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: Maximal possible coverage among all projective-type transforms.
fx - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res: For diag.
fx(double[], double) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate f(x)=\sum_{k=0}^{k=n} m[k] Q_k(x).
FX - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: Old "projective" version.
FX - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: Old "projective" version.
FX - Variable in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
FXFX - Enum constant in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod: Just plain $ \left\langle F_j X_k F_{j^{\prime}} X_{k^{\prime}} \right\rangle $ in regularized $ (\mathbf{X},\mathbf{F}) $, that are obtained from $ (\mathbf{x},\mathbf{f}) $ original sample.
FXFX_F_CHRISTOFFEL - Enum constant in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod: The $ \left\langle F_j X_k F_{j^{\prime}} X_{k^{\prime}} K(\mathbf{F}) \right\rangle $ is obtained from original sample $ (\mathbf{x},\mathbf{f}) $ after regularization.
fxmxorig_average - Variable in class com.polytechnik.utils.DataReadObservationVectorXF.DataStat
fxshfr(int, int, int) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: COMPUTES UP TO L2 FIXED SHIFT K-POLYNOMIALS, TESTING FOR CONVERGENCE IN THE LINEAR OR QUADRATIC CASE.

G

G - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
GaussQuadratureWithEVData(double[], double[], double[], double[], double[]) - Constructor for class com.polytechnik.utils.Quadrature.GaussQuadratureWithEVData
GaussQuadratureWithNodesPolynomialData(double[], double[], double[]) - Constructor for class com.polytechnik.utils.Quadrature.GaussQuadratureWithNodesPolynomialData
get(int, int) - Method in interface com.polytechnik.freemoney.MatricesFromPI.GetPsiDpsiFactor
get(long) - Method in class com.polytechnik.utils.LongHashMap: Returns the value to which this map maps the specified key.
get_M_M_Correlation(double[], double[]) - Method in class com.polytechnik.utils.LebesgueQuadratureJointDistribution: Most general case matrix [i*n+j]=<ff.psi^{[i]}|M1|gg.psi^{[j]}>*<ff.psi^{[i]}|M2|gg.psi^{[j]}>.
get1mxP(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Multiply p by (1-x).
get1mxP(double[]) - Static method in class com.polytechnik.utils.Polynomials: Multiply p by (1-x).
get1mXPnMomentsFromPnMoments(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Calculate <F|(1-x)Pk> moments for k=0..n-1 from <F|Pk>, k=0..n
get2LaguerreAveraged(double[], double[]) - Static method in class com.polytechnik.utils.Laguerre
get2LegendreAveraged(double[], double[]) - Static method in class com.polytechnik.utils.LegendreShifted
get3ArrayFromArrayForTesting(double[], int, int, int) - Static method in class com.polytechnik.trading.QVMData: Used for unit tests of QVMDataL and QVMDataP.
get4ArrayFromArrayForTesting(double[], int, int, int, int) - Static method in class com.polytechnik.trading.QVMData: Used for unit tests of QVM.QVMDataMU.
getAB(double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate a and b recurrence coefficients from orthogonal polynomials.
getAB(double[][]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getABasis() - Method in interface com.polytechnik.freemoney.CommonBasisOperations: The basis.
getABasis() - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLaguerre
getABasis() - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLegendreShifted
getABasis() - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsMonomials
getABasis() - Method in class com.polytechnik.trading.PnLInPsiHstate: Time-basis of the moments from PnLInPsiHstate.getSMoments(int).
getABFromQuadrature(double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate a and b recurrence coefficients from a Gauss quadrature.
getABRadauModified(int, RecurrenceAB) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Modify b[n-2] to have Jacobi matrix generate (n-1)-th Radau polynomial exactly.
getAdPMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <A*dP/dt *Qk>.
getAk(int) - Method in class com.polytechnik.utils.RecurrenceAB: a_k
getAk(int) - Method in interface com.polytechnik.utils.ThreeTermRecurrenceCalculatable
getAllAk() - Method in class com.polytechnik.utils.RecurrenceAB: Convenience method.
getAllBk() - Method in class com.polytechnik.utils.RecurrenceAB: Convenience method.
getAllRegularizations(DataReadObservationVectorXVectorF) - Static method in class com.polytechnik.kgo.TestKGO
getAllXorigProjectedToPsik(DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel: Expansion coefficients of the original attributes in psik.
getAMatrA(double[], double[], int) - Static method in class com.polytechnik.utils.TMatr: Calculates A_i matr_ij A_j
getAMatrA(int, double[], double[], int) - Static method in class com.polytechnik.utils.TMatr
getAMatrA(int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr
getAMatrB(double[], double[], double[], int) - Static method in class com.polytechnik.utils.TMatr
getAMatrB(int, double[], double[], double[], int) - Static method in class com.polytechnik.utils.TMatr
getAMatrB(int, double[], int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr
getAMatrB(int, double[], int, int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr
getAMatrB(int, double[], int, int, double[], int, double[], int, int) - Static method in class com.polytechnik.utils.TMatr: Calculates A_i matr_ij B_j
getArrayAsBits(int[], int[]) - Static method in class com.polytechnik.utils.ReadWriteUtils: Encodes an array of integers as bits.
getArrayFrom3ArrayForTesting(double[][][], int, int, int) - Static method in class com.polytechnik.trading.QVMData: Used for unit tests of QVM.QVMCoefs.
getAttribsProductsMultiIndexed(int, int, DataReadObservationVectorXVectorF) - Method in class com.polytechnik.utils.RegularizedVectorXVectorF: Create attributes products of a multi--index not greater than xD for RegularizedVectorXVectorF.X and fD for RegularizedVectorXVectorF.X.
getAttribsProductsMultiIndexed(int, DataReadObservationVectorXF) - Method in interface com.polytechnik.utils.AttributesProductsMultiIndexed: Create attributes products of a multi--index not greater than d.
getAttribsProductsMultiIndexed(int, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel: Create attributes products of a multi--index not greater than d.
getAttribsProductsMultiIndexed(int, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RegularizedVectorXF: Create attributes products of a multi--index not greater than d.
getAttribsProductsMultiIndexed(int, DataReadObservationVectorXF, Function<double[], double[]>) - Static method in interface com.polytechnik.utils.AttributesProductsMultiIndexed: A helper method.
getAttribsProductsMultiIndexed(int, DataReadObservationVectorXF, Function<double[], double[]>, AttributesProductsMultiIndexed.BasisFunction1D) - Static method in interface com.polytechnik.utils.AttributesProductsMultiIndexed: A helper method.
getAttribsProductsMultiIndexed_WithoutRegularization(int) - Method in class com.polytechnik.utils.DataReadObservationVectorXF: For unit tests.
getAveraged(ToDoubleFunction<ObservationVectorXVectorF>) - Method in class com.polytechnik.kgo.TestDirectProjection
getAveragesVariation_bQQc(double[], double[], double[], double[], double[], double) - Static method in class com.polytechnik.utils.FindPsiConstrainedSameAverage: A variation of <psi|pI|psi>/<psi|I|psi> - <psi|pJ|psi>/<psi|J|psi> =0.
getaxbP(double[], double, double) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Multiply p*(ma*x+mb) in the basis.
getaxbP(double[], double, double) - Method in class com.polytechnik.utils.Chebyshev: Multiply p by ma*x+mb.
getaxbP(double[], double, double) - Method in class com.polytechnik.utils.HermiteE: Multiply p by ma*x+mb.
getaxbP(double[], double, double) - Method in class com.polytechnik.utils.Laguerre: Multiply p by ma*x+mb.
getaxbP(double[], double, double) - Method in class com.polytechnik.utils.Legendre: Multiply p by ma*x+mb.
getaxbP(double[], double, double) - Method in class com.polytechnik.utils.LegendreShifted: Multiply p by ma*x+mb.
getaxbP(double[], double, double) - Method in class com.polytechnik.utils.Monomials: Multiply p by ma*x+mb.
getaxbP(double[], double, double) - Method in class com.polytechnik.utils.RecurrenceAB: Do not mistake ma and mb multipliers with a and b recurrence coefficients.
getBasisABProjections(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.EVXData: Calculate basisA QQ basisB^T.
getBasisFunctionEqual1() - Method in class com.polytechnik.utils.RegularizedVectorX
getBasisFunctionEqual1() - Method in class com.polytechnik.utils.RegularizedVectorXF
getBasisFunctionsDifferentiated(int) - Method in class com.polytechnik.utils.RecurrenceAB: Calculate the derivative of basis functions.
getBasisFunctionsDifferentiated(int) - Method in class com.polytechnik.utils.RecurrenceABWithMultiplicationCached
getBasisFunctionsMultipliedByPolynomial(int, double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Multiply Q_l, l=0..numQl-1, by a polynomial.
getBasisFunctionsMultipliedByPolynomial(int, double[]) - Method in class com.polytechnik.utils.RecurrenceAB: Used as multiplication foundation when an analytic formula for RecurrenceAB.setQlQmExpansionCoefs(int, int, double[]) is not available, calls getBasisFunctionsMultipliedByPolynomial(numQ,pol,this)
getBasisFunctionsMultipliedByPolynomial(int, double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.RecurrenceAB: Re-implement base interface method not to use PBASIS.mult2Pol becasuse for RecurrenceAB this method is the foundation of multiplication operation; instead, we now repeatedly apply the recurrence formula to array.
getBasisFunctionsMultipliedByPolynomial(int, double[], BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.SimpleBasisPolynomials: A helper method to calculate a product of this basis functions by a polynomial in given basis.
getBasisFunctionsOnPolynomialArgument(int, double[]) - Method in interface com.polytechnik.utils.SimpleBasisPolynomials: The same as getBasisFunctionsOnPolynomialArgument with both pol and result in this basis.
getBasisFunctionsOnPolynomialArgument(int, double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.Chebyshev
getBasisFunctionsOnPolynomialArgument(int, double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.HermiteE
getBasisFunctionsOnPolynomialArgument(int, double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.Laguerre
getBasisFunctionsOnPolynomialArgument(int, double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.Legendre
getBasisFunctionsOnPolynomialArgument(int, double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.LegendreShifted
getBasisFunctionsOnPolynomialArgument(int, double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.Monomials
getBasisFunctionsOnPolynomialArgument(int, double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.RecurrenceAB
getBasisFunctionsOnPolynomialArgument(int, double[], BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.SimpleBasisPolynomials: This method calculates $ Q_l(pol(x))$, where pol(x) is a given polynomial and $ Q_l $ is basis finction of this (not PBASIS!) basis.
getBasisMomentsConvertedFromMonomials(double[]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getBasisRandomMoments(int, double, double, int, Random) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getBitsAsArray(int, int[]) - Static method in class com.polytechnik.utils.ReadWriteUtils: Decodes an integer to array.
getBk(int) - Method in class com.polytechnik.utils.RecurrenceAB: b_k
getBk(int) - Method in interface com.polytechnik.utils.ThreeTermRecurrenceCalculatable
getbQQcFromQQc(double[]) - Method in class com.polytechnik.utils.IstatesConditional
getbQQcFromQQc(double[]) - Method in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
getbQQcFromQQc(double[]) - Method in class com.polytechnik.utils.IstatesConditionalV2
getbQQdpdtDivI2FromQQpi(double[], EVXData, Function<double[], double[]>) - Static method in class com.polytechnik.freemoney.MatricesFromPI: An attempt to obtain $\left<\psi^{[j]}\Big|\frac{1}{I^2}\frac{dp}{dt}\Big|\psi^{[k]}\right> $ from $ \left<Q_j|pI|Q_k\right>$.
getbQQdpdtDivIFromQQpi(double[], EVXData, Function<double[], double[]>) - Static method in class com.polytechnik.freemoney.MatricesFromPI: An attempt to obtain $\left<\psi^{[j]}\Big|\frac{1}{I}\frac{dp}{dt} \Big|\psi^{[k]}\right> $ from $ \left<Q_j|pI|Q_k\right>$.
getbQQdpdtFromQQp_withLastP(double[], EVXData, Function<double[], double[]>, double[], double) - Static method in class com.polytechnik.freemoney.MatricesFromPI: Obtain regular $\left<\psi^{[j]}\Big|\frac{dp}{dt}\Big|\psi^{[k]}\right> $ from $ \left<Q_j|p|Q_k\right>$ using integration by parts.
getbQQdpdtFromQQpi(double[], EVXData, Function<double[], double[]>) - Static method in class com.polytechnik.freemoney.MatricesFromPI: Obtain $\left<\psi^{[j]}\Big|\frac{dp}{dt}\Big|\psi^{[k]}\right> $ from $ \left<Q_j|pI|Q_k\right>$, similar to VolMatrix.getDiffMatrix(int, double[]) but the original moments are calculated with $ I$ weigth.
getbQQdpdtIpowFromQQpi(double[], EVXData, Function<double[], double[]>, MatricesFromPI.GetPsiDpsiFactor, boolean) - Static method in class com.polytechnik.freemoney.MatricesFromPI
getbQQDtpDivIFromQQpi_withLastP(double[], EVXData, Function<double[], double[]>, double, double) - Static method in class com.polytechnik.freemoney.MatricesFromPI: An attempt to obtain $\left<\psi^{[j]}\Big|\frac{d}{dt}\frac{p}{I}\Big|\psi^{[k]}\right> $ from $ \left<Q_j|pI|Q_k\right>$ using integration by parts.
getbQQI2dpdtFromQQpi(double[], EVXData, Function<double[], double[]>) - Static method in class com.polytechnik.freemoney.MatricesFromPI: An attempt to obtain $\left<\psi^{[j]}\Big|I^2\frac{dp}{dt}\Big|\psi^{[k]}\right> $ from $ \left<Q_j|pI|Q_k\right>$.
getbQQIdpdtFromQQpi(double[], EVXData, Function<double[], double[]>) - Static method in class com.polytechnik.freemoney.MatricesFromPI: Obtain $\left<\psi^{[j]}\Big|I\frac{dp}{dt}\Big|\psi^{[k]}\right> $ from $ \left<Q_j|pI|Q_k\right>$.
getbQQIpowdpdtFromQQpi_withLastP(double, double[], EVXData, Function<double[], double[]>, double[], double) - Static method in class com.polytechnik.freemoney.MatricesFromPI: A helper method to obtain actual $ \left<\psi^{[j]}\Big|I^{\mathrm{Ipow}}\frac{dp}{dt}\Big|\psi^{[j]}\right> $, including out of integral term, using integration by parts.
getbQQpdIdtFromQQp(double[], EVXData, Function<double[], double[]>, double) - Static method in class com.polytechnik.freemoney.MatricesFromPI: A helper method to obtain something like $ \left<\psi^{[j]}\Big|p\frac{dI}{dt}\Big|\psi^{[k]}\right> $, exact meaning is not clear: when $p=const$ we get an exact $ dI/dt $, and when $ I=const $ we get all zero.
getbQQpdIdtFromQQp(double[], EVXData, Function<double[], double[]>, double, boolean) - Static method in class com.polytechnik.freemoney.MatricesFromPI
getbQQpdIdtFromQQpi(double[], EVXData, Function<double[], double[]>, double) - Static method in class com.polytechnik.freemoney.MatricesFromPI: A helper method to obtain something like $ \left<\psi^{[j]}\Big|p\frac{dI}{dt}\Big|\psi^{[k]}\right> $, exact meaning is not clear: when $p=const$ we get an exact $ dI/dt $, and when $ I=const $ we get all zero.
getbQQpFrombQQpi(double[], EVXData) - Static method in class com.polytechnik.freemoney.MatricesFromPI: A helper function to obtain $|p|$ operator from $|pI|$ as $|I^{-1/2}|pI|I^{-1/2}|$, crude and simple approach.
getbQQpiFrombQQp(double[], EVXData) - Static method in class com.polytechnik.freemoney.MatricesFromPI: A helper function to obtain $|pI|$ operator from $|p|$ as $|I^{1/2}|p|I^{1/2}|$.
getbQQpIpowFrombQQp(double[], EVXData, boolean) - Static method in class com.polytechnik.freemoney.MatricesFromPI: Transform bQQp matrix either to $|I^{-1/2}|p|I^{-1/2}|$ if flagDivide=true or to $|I^{1/2}|p|I^{1/2}|$ if flagDivide=false.
getByIndX(int) - Method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: Not a large size, does not worth a HashMap.
getChristoffelFunctionDensityMatrixInEvBasis(DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel: Calculate Christoffel function from original sample.
getChristoffelFunctionDensityMatrixInXBasis(DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RegularizedVectorXF: Calculate Christoffel function (.XX) from original sample.
getChristoffelFunctionsProductMomentsInFXBasis(DataReadObservationVectorXVectorF) - Method in class com.polytechnik.utils.RegularizedVectorXVectorF: Calculate {X,F}-Christoffel functions product moments from original sample.
getChristoffelFunctionsProductMomentsInFXBasis_nCdegreesOfFreedom(DataReadObservationVectorXVectorF, double[]) - Method in class com.polytechnik.utils.RegularizedVectorXVectorF: Calculate {X,F}-Christoffel functions product moments from original sample, the Christoffel(x) is calculated in a subspace of X.
getChristoffelKernel(int) - Static method in class com.polytechnik.utils.Laguerre: Christoffel function.
getChristoffelKernel(int) - Static method in class com.polytechnik.utils.LegendreShifted: Christoffel function.
getChristoffelOatF(double[]) - Method in interface com.polytechnik.utils.VectorXVectorFPointAccess: A regular 1/K(F).
getChristoffelOatX() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation: Inverse to Christoffel function 1/K(x), a polynomial on x.
getChristoffelOatX() - Method in interface com.polytechnik.utils.RNPointAccess: 1/K(x)= 1/ Christoffel function(x).
getChristoffelOatX() - Method in interface com.polytechnik.utils.VectorXVectorFPointAccess: Like a 1/K(x).
getChristoffelOatXDimensionAdjusted() - Method in interface com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon.VectorXVectorFPointAccessWithDimensionAdjusted
getChristoffelOFunctionFromMatrix(int, double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable
getChristoffelOFunctionFromMoments(int, double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculates Christoffel function 1/K(x) as K(x)=Q(x)(<QQ>)^{-1}Q(x) polynomial from <Qk> moments.
getChristoffelOFunctionFromPolynomials(int, double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable
getChristoffelWeights(DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel
getConfederateMatrix(double[]) - Method in class com.polytechnik.utils.Chebyshev: Calculates confederate matrix to solve polynomial equations in Chebyshev basis directly.
getConfederateMatrix(double[]) - Method in interface com.polytechnik.utils.ConfederateMatrixCalculatable: Calculates confederate matrix to solve polynomial equations in basis directly.
getConfederateMatrix(double[]) - Method in class com.polytechnik.utils.HermiteE: Calculates confederate matrix to solve polynomial equations in Hermite basis directly.
getConfederateMatrix(double[]) - Method in class com.polytechnik.utils.Laguerre: Calculates confederate matrix to solve polynomial equations in Laguerre basis directly.
getConfederateMatrix(double[]) - Method in class com.polytechnik.utils.Legendre: Calculates confederate matrix to solve polynomial equations in Legendre basis directly.
getConfederateMatrix(double[]) - Method in class com.polytechnik.utils.LegendreShifted: Calculates confederate matrix to solve polynomial equations in Legendre basis directly.
getConfederateMatrix(double[]) - Method in class com.polytechnik.utils.Monomials: Calculates confederate matrix to solve polynomial equations in Monomials basis (companion matrix).
getConfederateMatrix(double[]) - Static method in class com.polytechnik.utils.Polynomials: Calculates confederate matrix(=companion matrix for monomials basis) to solve polynomial equations P(x)=0.
getConfederateMatrix(double[]) - Method in class com.polytechnik.utils.RecurrenceAB: Confederate matrix used in PolynomialRootsConfederateMatrix.
getConstArray(int, double) - Static method in class com.polytechnik.utils.TMatr
getConstraint(double[], double[], double[], double[], double[]) - Static method in class com.polytechnik.utils.FindPsiConstrainedSameAverage
getContributingSubspaceEV(double[], int, int, double) - Static method in class com.polytechnik.kgo.TestKGO
getCovarianceMatrix() - Method in class com.polytechnik.utils.DataReadObservationVectorXF: Covariance matrix (without normalizing to total weight).
getD0(double[], double) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Calculates $ \sum_k Q_k(x) Qcoefs[k] $.
getD0(double[], double) - Method in class com.polytechnik.utils.Chebyshev: Calculates $ \sum_k T_k(x) Tcoefs[k] $.
getD0(double[], double) - Method in class com.polytechnik.utils.HermiteE: Calculates $ sum_k H_k(x) Hcoefs[k] $.
getD0(double[], double) - Method in class com.polytechnik.utils.Laguerre: Calculates $ \sum_k L_k(x) Lcoefs[k] $ using Clenshaw recurrence formula.
getD0(double[], double) - Method in class com.polytechnik.utils.Legendre: Calculates $ \sum_k P_k(x) Pcoefs[k] $ using Clenshaw recurrence formula.
getD0(double[], double) - Method in class com.polytechnik.utils.LegendreShifted: Calculates $ \sum_k P_k(x) Pcoefs[k] $ using Clenshaw recurrence formula.
getD0(double[], double) - Method in class com.polytechnik.utils.Monomials: Calculates $ \sum_k x^k Tcoefs[k] $.
getD0(double[], double) - Static method in class com.polytechnik.utils.Polynomials
getD0(double[], double) - Method in class com.polytechnik.utils.RecurrenceAB: Calculate psi_jQ_j(x) using three term recurrence and Clenshaw recurrence formula.
getD1(double[], double) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Calculates $ d/dx \sum_k Q_k(x) Qcoefs[k] $.
getD1(double[], double) - Method in class com.polytechnik.utils.Chebyshev: Calculates $ d/dx \sum_k T_k(x) Tcoefs[k] $.
getD1(double[], double) - Method in class com.polytechnik.utils.HermiteE: Calculates $ d/dx \sum_k H_k(x) Hcoefs[k] $.
getD1(double[], double) - Method in class com.polytechnik.utils.Laguerre: Calculates $ d/dx \sum_k L_k(x) Lcoefs[k] $ using Clenshaw recurrence formula.
getD1(double[], double) - Method in class com.polytechnik.utils.Legendre: Calculates $ d/dx \sum_k P_k(x) Pcoefs[k] $ using Clenshaw recurrence formula.
getD1(double[], double) - Method in class com.polytechnik.utils.LegendreShifted: Calculates $ d/dx \sum_k P_k(x) Pcoefs[k] $ using Clenshaw recurrence formula.
getD1(double[], double) - Method in class com.polytechnik.utils.Monomials: Calculates $ d/dx \sum_k x^k Tcoefs[k] $.
getD1(double[], double) - Static method in class com.polytechnik.utils.Polynomials
getD1(double[], double) - Method in class com.polytechnik.utils.RecurrenceAB: First derivative at x.
getD2(double[], double) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Calculates $ d^2/dx^2 \sum_k Q_k(x) Qcoefs[k] $.
getD2(double[], double) - Method in class com.polytechnik.utils.Chebyshev: Calculates $ d^2/dx^2 \sum_k T_k(x) Tcoefs[k] $.
getD2(double[], double) - Method in class com.polytechnik.utils.HermiteE: Calculates $ d^2/dx^2 \sum_k H_k(x) Hcoefs[k] $.
getD2(double[], double) - Method in class com.polytechnik.utils.Laguerre: Calculates $ d^2/dx^2 \sum_k L_k(x) Lcoefs[k] $ using Clenshaw recurrence formula.
getD2(double[], double) - Method in class com.polytechnik.utils.Legendre: Calculates $ d^2/dx^2 \sum_k P_k(x) Pcoefs[k] $ using Clenshaw recurrence formula.
getD2(double[], double) - Method in class com.polytechnik.utils.LegendreShifted: Calculates $ d^2/dx^2 \sum_k P_k(x) Pcoefs[k] $ using Clenshaw recurrence formula.
getD2(double[], double) - Method in class com.polytechnik.utils.Monomials: Calculates $ d^2/dx^2 \sum_k x^k Tcoefs[k] $.
getD2(double[], double) - Static method in class com.polytechnik.utils.Polynomials
getD2(double[], double) - Method in class com.polytechnik.utils.RecurrenceAB: Second derivative at x.
getD2F(double) - Method in interface com.polytechnik.utils.DerivativesCalculateable: Calculates d2F/dx^2.
getD2F(double) - Method in class com.polytechnik.utils.LogPolynomialsRatio
getD2F(double) - Method in class com.polytechnik.utils.PolynomialsRatio
getD2F(double) - Method in class com.polytechnik.utils.PolynomialsSQDRatio
getD2F(double) - Method in class com.polytechnik.utils.PolynomialsSQRatio
getD2F(double) - Method in class com.polytechnik.utils.Sum2DerivativesCalculateable
getD2QuadratureFromMoments_EV(int, double[], double[]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: x nodes on left argument, xnodes on right argument.
getdAMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: A poor man volume, <abs(dp)/dt*Qk>.
getDataRegularized_EV() - Method in class com.polytechnik.utils.DataReadObservationVectorXF: Remove duplicated data from x attributes.
getDataRegularized_LIN() - Method in class com.polytechnik.utils.DataReadObservationVectorXF: Remove duplicated data from x attributes, similar to getDataRegularized_EV but a regular Gaussian elimination with pivoting is used instead of the eigenproblem.
getDataRegularized_OLDSCALARCODE(RegularizationMethod, RegularizationMethod) - Method in class com.polytechnik.utils.DataReadObservationVectorXVectorF
getDataRegularizedAccordingToConfig(DataReadObservationVectorXF, RegularizationMethod) - Static method in class com.polytechnik.utils.RN
getDataWithoutF() - Method in class com.polytechnik.utils.RegularizedVectorXF: A compaitibility layer to use to new vector-to vector code; skip f from the basis.
getDefaultEVSolver() - Static method in interface com.polytechnik.utils.EVSolver: A method with default implementation; Edit and recomplie if different eigenvalue solver is required.
getDegenerated_VectorX(int, Random, int) - Static method in class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF
getDegeneratedSample(int, int, Random, double[][]) - Static method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization
getDegeneratedXandF_VectorXVectorF(int, int, Random, int) - Static method in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
getDensityMatrixCorrelation(double[]) - Method in class com.polytechnik.utils.LebesgueQuadratureJointDistribution
getDensityMatrixProducingGivenPolynomial(int, double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: For a given polynomial P_toproduce generate an operator (density matrix), such that P_toproduce(x)=sum_i lambda^{[i]} (psi^{[i]}(x))^2 Such an approach allows to use Spur(f|rho) instead of <f|P_toproduce>, matrix spur allows further generalization, @see https://arxiv.org/abs/1807.06007.
getDescription() - Method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
getDescription() - Method in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
getDescription() - Method in class com.polytechnik.kgo.KGOConfig
getDescription() - Method in class com.polytechnik.utils.RNConfig
getDF(double) - Method in interface com.polytechnik.utils.DerivativesCalculateable: Calculates dF/dx.
getDF(double) - Method in class com.polytechnik.utils.LogPolynomialsRatio
getDF(double) - Method in class com.polytechnik.utils.PolynomialsRatio
getDF(double) - Method in class com.polytechnik.utils.PolynomialsSQDRatio
getDF(double) - Method in class com.polytechnik.utils.PolynomialsSQRatio
getDF(double) - Method in class com.polytechnik.utils.Sum2DerivativesCalculateable
getDFMomentsFromF(double[]) - Method in interface com.polytechnik.freemoney.CommonBasisOperations: Obtain $\left<\frac{dF}{dt}Q_k\right>$ moments from $\left<FQ_k\right>$ moments.
getDFMomentsFromF(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLaguerre
getDFMomentsFromF(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLegendreShifted
getDFMomentsFromF(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsMonomials
getDiagMatrix(double[]) - Static method in class com.polytechnik.utils.TMatr
getDiagMatrix(int, double[]) - Static method in class com.polytechnik.utils.TMatr
getDiff2Matrix(int, double[]) - Method in interface com.polytechnik.utils.VolMatrix: D2 Differentiated matrix.
getDiff2PartMatrix(int, double[]) - Method in interface com.polytechnik.utils.VolMatrix: A part of D2: QQ DD + DD^T QQ^T.
getDifferentiated(double[]) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Differentiate a function in basis,
getDifferentiated(double[]) - Method in class com.polytechnik.utils.Chebyshev: Differentiate a function in Chebyshev basis, F(x) - a polynomial of n-th order.
getDifferentiated(double[]) - Method in class com.polytechnik.utils.HermiteE: Differentiate a function in Hermite basis, F(x) - a polynomial of n-th order.
getDifferentiated(double[]) - Method in class com.polytechnik.utils.Laguerre: Differentiate a function in Laguerre basis, formulae 8.971.2, page 1051, and 8.974.3, page 1052, Gradshtein & Ryzhik 1963.
getDifferentiated(double[]) - Method in class com.polytechnik.utils.Legendre: Differentiate in Legendre basis.
getDifferentiated(double[]) - Method in class com.polytechnik.utils.LegendreShifted
getDifferentiated(double[]) - Method in class com.polytechnik.utils.Monomials
getDifferentiated(double[]) - Method in class com.polytechnik.utils.RecurrenceAB
getDiffMatrix(int, double[]) - Method in interface com.polytechnik.utils.VolMatrix: Differentiated matrix.
getDiffSkewness_FromMonomials(double, double, double, double, double) - Static method in class com.polytechnik.utils.DiffSkewness
getdIHdtMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: An experimental method to obtain $ \frac{d}{dt}I^H $ moments using secondary sampling.
getDirectProjection_FXbasis() - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: Returns DirectProjection (old least squares version) for unit test.
getDirectProjectionProbability(VectorXVectorFPointAccess, double[]) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
getDMatrix(int) - Method in interface com.polytechnik.utils.VolMatrix: D- matrix.
getDouble(String, double) - Static method in class com.polytechnik.utils.ReadWriteUtils: Extracts double from a string.
getdPIHdtMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: An experimental method to obtain $ \frac{d}{dt}PI^H $ moments using secondary sampling.
getdpMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: Price change moments <dp/dt*Qk>.
getDPsi(double[]) - Method in interface com.polytechnik.utils.VolMatrix: Calculates D(psi).
getDRadau2Matrix(int, double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Method in interface com.polytechnik.utils.VolMatrix: Calculates <D(r^2*Q_i Q_j)>.
getDRadauMatrix(int, double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Method in interface com.polytechnik.utils.VolMatrix: Calculates <D(r*Q_i Q_j)>.
getdtMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: The moments of a constant <Qk>, analytically obtained exact value.
getdtMoments(int) - Method in interface com.polytechnik.freemoney.CommonBasisOperations: Return the moments <Qk>, k=0..n-1, for the measure and basis used.
getdtMoments(int) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLaguerre: An adapter to WIntegratorLaguerre.getDtMoments(int).
getdtMoments(int) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLegendreShifted: An adapter to WIntegratorLegendreShifted.getDtMoments(int).
getdtMoments(int) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsMonomials: An adapter to WIntegratorMonomials.getDtMoments(int).
getDtMoments(int) - Static method in class com.polytechnik.freemoney.WIntegratorLaguerre: The moments of the measure \int Q(x)w(x)dt.
getDtMoments(int) - Static method in class com.polytechnik.freemoney.WIntegratorLegendreShifted: The moments of the measure \int Q(x)w(x)dt.
getDtMoments(int) - Static method in class com.polytechnik.freemoney.WIntegratorMonomials: The moments of the measure \int Q(x)w(x)dt.
getdVMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: Volume moments <I*Qk>.
getDyadicProductMomentsInFXBasis(DataReadObservationVectorXVectorF, ToDoubleFunction<ObservationVectorXVectorF>) - Method in class com.polytechnik.utils.RegularizedVectorXVectorF
getEDPsi(double[]) - Method in interface com.polytechnik.freemoney.CommonBasisOperations: Return time--variation |psi>.
getEDPsi(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLaguerre: Calculate $\psi/2-d\psi/dx$, an adapter to WIntegratorLaguerre.getEDPsi(double[]).
getEDPsi(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLegendreShifted: Calculate $ \psi/2+x*d\psi/dx $, an adapter to WIntegratorLegendreShifted.getEDPsi(double[]).
getEDPsi(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsMonomials: Calculate $\psi/2+d\psi/dx$, an adapter to WIntegratorMonomials.getEDPsi(double[]).
getEDPsi(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorLaguerre: Infinitesimal time--shift.
getEDPsi(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorLegendreShifted: Infinitesimal time--shift.
getEDPsi(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorMonomials: Infinitesimal time--shift.
getEDPsi(double[]) - Method in class com.polytechnik.trading.PnLInPsiHstate: Time--variate |psi>, used for comparison with old results.
getEmptyWIntegrator(int, double, int) - Method in interface com.polytechnik.freemoney.CommonBasisOperations
getEmptyWIntegrator(int, double, int) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLaguerre
getEmptyWIntegrator(int, double, int) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLegendreShifted
getEmptyWIntegrator(int, double, int) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsMonomials
getEntry(long) - Method in class com.polytechnik.utils.LongHashMap: Returns the entry associated with the specified key in the HashMap.
getEV(int, double[], boolean) - Method in class com.polytechnik.utils.EVSolver_JNI_lapacke
getEV(int, double[], boolean) - Method in class com.polytechnik.utils.EVSolver_Lapack310
getEV(int, double[], boolean) - Method in class com.polytechnik.utils.EVSolver_LapackOLD
getEV(int, double[], boolean) - Method in interface com.polytechnik.utils.EVSolver: Solve eigenvalues problem.
getEV(int, double[], int, boolean) - Method in interface com.polytechnik.utils.TestEigenvalues.EVSolverOneMatr
getEV(int, double[], int, double[], int, boolean) - Method in interface com.polytechnik.utils.TestEigenvalues.EVSolverTwoMatr
getEV_dsyevd(int, double[], int, boolean) - Static method in class com.polytechnik.lapack310.Eigenvalues: First n element -eigenvalues, if eigenvectors are required, then n eigenvectors follow.
getEV_dsyevr(int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues: First n element -eigenvalues, if eigenvectors are required, then n eigenvectors follow.
getEV_dsyevr(int, double[], int, boolean) - Static method in class com.polytechnik.lapack310.Eigenvalues: First n element -eigenvalues, if eigenvectors are required, then n eigenvectors follow.
getEV_dsyevx(int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues_JNI_lapacke
getEV_dsyevx(int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues: First n element -eigenvalues, if eigenvectors are required, then n eigenvectors follow.
getEV_dsyevx(int, double[], int, boolean) - Static method in class com.polytechnik.lapack310.Eigenvalues: First n element -eigenvalues, if eigenvectors are required, then n eigenvectors follow.
getEV_Thridiagonal(int, double[], int, double[], int, boolean) - Method in class com.polytechnik.utils.EVSolver_JNI_lapacke
getEV_Thridiagonal(int, double[], int, double[], int, boolean) - Method in class com.polytechnik.utils.EVSolver_Lapack310
getEV_Thridiagonal(int, double[], int, double[], int, boolean) - Method in class com.polytechnik.utils.EVSolver_LapackOLD
getEV_Thridiagonal(int, double[], int, double[], int, boolean) - Method in interface com.polytechnik.utils.EVSolver: Solve thridiagonal eigenvalues problem.
getEV3_dstebz(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues
getEV3_dstebz(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack310.Eigenvalues
getEV3_dstemr(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues_JNI_lapacke
getEV3_dstemr(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues
getEV3_dstemr(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack310.Eigenvalues
getEVAdjustedTo1() - Method in class com.polytechnik.kgo.KGOEVSelection: Adjust the KGOEVSelection.eVector to be partially unitary.
getEvaluationAt(double[]) - Method in class com.polytechnik.utils.LebesgueQuadratureWithEVData: Calculate Radon--Nikodym, Least Squares and 1/Christoffel function all at once.
getEvaluationAtX0(double) - Method in class com.polytechnik.utils.LebesgueQuadratureWithEVData: Calculate Radon--Nikodym, Least Squares and 1/Christoffel function at x0.
getEValues() - Method in class com.polytechnik.utils.EVXData: Return all eigenvalues.
getEVSolver() - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Override it for a different EVSolver implementation (e.g.
getEVSolver() - Method in class com.polytechnik.utils.PolynomialRootsConfederateMatrix: Override it for a different EVSolver implementation (e.g.
getEVXDataFromLebesgueQuadrature(LebesgueQuadratureWithEVData) - Static method in class com.polytechnik.utils.EVXData: A warapper to convert LebesgueQuadratureWithEVData to EVXData object.
getEVXDataFromQQ(int, double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in class com.polytechnik.utils.EVXData: Calculate EVXData from two matrices.
getEVXDataFromQQfDiagQQa(int, double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in class com.polytechnik.utils.EVXData: Calculate EVXData from two matrices, assuming the QQa is diagonal.
getExact() - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
getExact() - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
getExact() - Method in class com.polytechnik.utils.TestBasisPolynomials
getExact(double, double) - Method in class com.polytechnik.utils.QUANC8.FSIN
getF(double) - Method in interface com.polytechnik.utils.DerivativesCalculateable: Calculates F(x).
getF(double) - Method in class com.polytechnik.utils.LogPolynomialsRatio
getF(double) - Method in class com.polytechnik.utils.PolynomialsRatio
getF(double) - Method in class com.polytechnik.utils.PolynomialsSQDRatio
getF(double) - Method in class com.polytechnik.utils.PolynomialsSQRatio
getF(double) - Method in class com.polytechnik.utils.Sum2DerivativesCalculateable
getFBasisSample_OLDSCALARCODE() - Method in class com.polytechnik.utils.DataReadObservationVectorXVectorF: For unit test.
getFChristoffelFunctionFMoments(DataReadObservationVectorXVectorF) - Method in class com.polytechnik.utils.RegularizedVectorXVectorF
getFChristoffelFunctionXMoments(DataReadObservationVectorXVectorF) - Method in class com.polytechnik.utils.RegularizedVectorXVectorF
getFF() - Method in class com.polytechnik.kgo.TestDirectProjection
getFF(ToDoubleFunction<ObservationVectorXVectorF>) - Method in class com.polytechnik.kgo.TestDirectProjection
getFFandFFproj() - Method in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
getFFandFKF() - Method in class com.polytechnik.kgo.TestDirectProjection
getFGWeightedWithCorrelation(double[]) - Method in class com.polytechnik.utils.LebesgueQuadratureJointDistribution: Calculate corr of f,g eigenvalues (correlation multiplied by eigenvalues).
getFileBytes(String) - Static method in class com.polytechnik.utils.ReadWriteUtils
getFileContent(File) - Static method in class com.polytechnik.utils.ReadWriteUtils: This method reads all the data from a file.
getFileContent(String) - Static method in class com.polytechnik.utils.ReadWriteUtils: This method reads all the data from a file.
getFIndexesSequence() - Method in class com.polytechnik.kgo.KGOConfig
getFLeastSquaresX() - Method in interface com.polytechnik.utils.VectorXVectorFPointAccess: Least squares approximation of forig (for unit tests).
getfMoments(DataReadObservationVectorXF) - Static method in class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF: Calculate f^0,f^1,f^2.
getFMomentsFromDF(double[]) - Method in interface com.polytechnik.freemoney.CommonBasisOperations: Obtain $\left<FQ_k\right>$ moments from $\left<\frac{dF}{dt}Q_k\right>$ moments using integration by parts and CommonBasisOperations.getPolynomialWIntegratedDt(double[]).
getFnameToDump(String, int, long, long) - Static method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
getFofMaximalProbability() - Method in interface com.polytechnik.utils.VectorXVectorFPointAccess: The value of forig corresponding to the maximal probability.
getFofMaximalProbability_CalculateInSVDBasis(double[]) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: For unit test to match VectorXVectorFPointAccess.getFProbabilityAtX(double[]).
getFPmax(double) - Method in class com.polytechnik.kgo.DemoScalarInterpolation.Res
getFPmaxLin(double) - Method in class com.polytechnik.kgo.DemoScalarInterpolation.Res
getFProbabilityAtX(double[]) - Method in interface com.polytechnik.utils.VectorXVectorFPointAccess: An evaluation of conditional probability.
getFProbabilityAtX_CalculateInSVDBasis(double[]) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: For unit test to match VectorXVectorFPointAccess.getFProbabilityAtX(double[]).
getFPsi(double[]) - Method in class com.polytechnik.utils.EVXData: Calculates <psik|FQQ|psik> for all eigenvectors.
getFPsi(int, double[]) - Method in class com.polytechnik.utils.EVXData: Return a single diagonal matrix element <psi_{ind_lev}|FQQ|psi_{ind_lev}>.
getFPsiPsi(int, double[], double[]) - Method in class com.polytechnik.utils.EVXData: Calculates <psi_{ind_lev}|FQQ|psi> for a given eigenvector ind_lev and wavefunction |psi>.
getFPsiPsi(int, int, double[]) - Method in class com.polytechnik.utils.EVXData: Calculates <psi_i|FQQ|psi_j>.
getFromdIHdt(int, double[], double[], double[], CommonlyUsedMoments, double) - Static method in class com.polytechnik.trading.SplitdIHdt: Obtain the result from moments (possibly of secondary sampling).
getFtotalForTransform(DataReadObservationVectorXVectorF, double[]) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
getFtotalForTransform(DataReadObservationVectorXVectorF, double[]) - Method in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
getFtoXProjectedWeight() - Method in class com.polytechnik.kgo.TestDirectProjection: Local weight; if the Error=0 then it is=1, corresponds to Eq.
getFun1Fun2Averaged(Function<ObservationVectorXF, double[]>, Function<ObservationVectorXF, double[]>) - Method in class com.polytechnik.utils.DataReadObservationVectorXF: Calculate <observationToFun1(o)[j]|observationToFun2(o)[k]> and <observationToFun1(o)[j]|f|observationToFun2(o)[k]> averages.
getFun1Fun2Averaged(Function<ObservationVectorXVectorF, double[]>, Function<ObservationVectorXVectorF, double[]>, ToDoubleFunction<ObservationVectorXVectorF>) - Method in class com.polytechnik.utils.DataReadObservationVectorXVectorF: Calculate <observationToFun1(o)[j]|observationToFun2(o)[k]> averages.
getFXFX_F_Christoffel_SPEED_Optimization(DataReadObservationVectorXVectorF) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: Optimized version for speed, without re-calculation and extra function calls.
getFXmoments(DataReadObservationVectorXVectorF) - Method in class com.polytechnik.utils.RegularizedVectorXVectorF: For unit test.
getG0Skewness(double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in class com.polytechnik.utils.Skewness: Generalized skewness, but uses <psi0|x|psi0> instead of average x.
getG0Skewness(double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Static method in class com.polytechnik.utils.Skewness: Generalized skewness, but uses <psi0|x|psi0> instead of average x.
getG0SkewnessFromMonomialMoments(double, double, double, double, double, double, double) - Static method in class com.polytechnik.utils.Skewness: Generalized skewness, but uses <psi0|x|psi0> instead of average x.
getGamma() - Method in class com.polytechnik.utils.DiffSkewness: Calculate Skewness & Sekewness derivatives.
getGamma1(double) - Method in class com.polytechnik.utils.DiffSkewness: Calculate Skewness asympthotics.
getGaussQuadratureFromAB(int, RecurrenceAB) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Corresponding to quadratures built on n-th polynomial.
getGaussQuadratureFromMoments(int, double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate Gauss quadrature from moments in Qk(x) basis.
getGaussQuadratureFromMoments_Direct(int, double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Similar to getGaussQuadratureFromMoments but calculates quadratures directly: find n-th orthogonal polynomial, then find roots, and finally weights.
getGaussQuadratureFromPolynomials(int, double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Corresponding to quadratures built on p[n] polynomial.
getGEV_dsygvx(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues_JNI_lapacke
getGEV_dsygvx(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues: Generalized eigenvalues.
getGEV_dsygvx(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack310.Eigenvalues: Generalized eigenvalues.
getGEV_dsygvx_dsyevr(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack.Eigenvalues: Generalized eigenvalues.
getGEV_dsygvx_dsyevr(int, double[], int, double[], int, boolean) - Static method in class com.polytechnik.lapack310.Eigenvalues: Generalized eigenvalues.
getGEV_Generalized(int, double[], double[], boolean) - Method in class com.polytechnik.utils.EVSolver_JNI_lapacke
getGEV_Generalized(int, double[], double[], boolean) - Method in class com.polytechnik.utils.EVSolver_Lapack310
getGEV_Generalized(int, double[], double[], boolean) - Method in class com.polytechnik.utils.EVSolver_LapackOLD
getGEV_Generalized(int, double[], double[], boolean) - Method in interface com.polytechnik.utils.EVSolver: Solve generalized eigenvalues problem.
getGKCombined() - Method in class com.polytechnik.utils.Quadrature.KronrodQuadrature: Combine two kinds of nodes and weights to a single quadrature.
getGramSchmidtOrthogonalized(int, double[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Given <Q_i|Q_j> matrix calculate first n orthonormal vectors using Gram Schmidt orthogonalization.
getGSkewness(double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in class com.polytechnik.utils.Skewness: Generalized skewness.
getGSkewness(double, double, double, double, double, double, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in class com.polytechnik.utils.Skewness: Generalized skewness from moments in arbitraty basis.
getGSkewnessFromMonomialMoments(double, double, double, double, double, double) - Static method in class com.polytechnik.utils.Skewness: Generalized skewness from monomial moments.
getGxm1Xf() - Method in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
getGxm1XfGfm1() - Method in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
getGxm1XfGfm1XfGxm1() - Method in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
getHAB(int, double[], double[]) - Static method in interface com.polytechnik.utils.VolMatrix: Hermitian QQ D + D^T QQ^T.
getInitialLagrangeMultiplier(int, double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double[], double[]) - Method in class com.polytechnik.utils.IstatesConditional
getInitialTriesCommonVersion(int) - Static method in class com.polytechnik.utils.IstatesConditionalV2
getInteger(String, int) - Static method in class com.polytechnik.utils.ReadWriteUtils: Extracts integer from a string.
getIntegrated(double[]) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Integrate a function in basis.
getIntegrated(double[]) - Method in class com.polytechnik.utils.Chebyshev: Integrate a function in Chebyshev basis, То calculate use the formulae Prudnikov, Brychkov, Marichev, volume 2, 2003, formulae 1.14.2.1 page 46.
getIntegrated(double[]) - Method in class com.polytechnik.utils.HermiteE: Integrate in Hermite basis, See Gradstein Ryzik, 1963, formulae 8.952, page 1047.
getIntegrated(double[]) - Method in class com.polytechnik.utils.Laguerre: Integrate a function in Laguerre basis, formulae Prudnikov, Brychkov, Marichev, volume 2, 2003, formulae 1.14.3.1 page 47.
getIntegrated(double[]) - Method in class com.polytechnik.utils.Legendre: Integrate Legendre polynomial.
getIntegrated(double[]) - Method in class com.polytechnik.utils.LegendreShifted: Integrate shifted Legendre polynomial.
getIntegrated(double[]) - Method in class com.polytechnik.utils.Monomials
getIntegrated(double[]) - Method in class com.polytechnik.utils.RecurrenceAB: Calculate the integral as inverse to differentiation operation.
getInternalValuesTable() - Method in class com.polytechnik.utils.LongTreeValueMapTest
getInvertedMatrix(double[][]) - Static method in class com.polytechnik.utils.Linsystems: A crude way to invert a matrix.
getInvertedMatrix(int, double[][]) - Static method in class com.polytechnik.utils.Linsystems: A crude way to invert a matrix.
getInvertedMatrix(int, int, double[]) - Static method in class com.polytechnik.utils.Linsystems: A crude way to invert a matrix.
getK2Distance() - Method in class com.polytechnik.trading.PnLInPsiHstate: A distance between two wavefunctions.
getKK(int, double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Calculate Q(x) MM Q(x) polynomial of 2*(n-1) degree.
getKK(int, double[]) - Static method in class com.polytechnik.utils.Polynomials
getKronrodQuadrature(int, double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculates Gauss-Kronrod quadratures.
getL1FromL0(double[]) - Static method in class com.polytechnik.utils.Laguerre: Calculate <F|L^1_n> moments.
getL2Volatility() - Method in class com.polytechnik.utils.DiffSkewness: Returns L^2 volatility.
getL4Volatility() - Method in class com.polytechnik.utils.DiffSkewness: Returns L^4 volatility (within a constant, assume a_4=0).
getLagrangeMultiplier(double[], double[], double[]) - Static method in class com.polytechnik.utils.IstatesConditional.GetMaxIState
getLagrangeMultiplier(double[], double[], double[]) - Static method in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.GetMaxIStateAdj
getLagrangeMultiplier(PsiConstrained, double[], double[]) - Static method in class com.polytechnik.utils.IstatesConditionalSameAverage: Calculate Lagrange multiplier.
getLagrangeMultiplier(PsiConstrained, double[], double[]) - Static method in class com.polytechnik.utils.IstatesConditionalV2: Calculate Lagrange multiplier.
getLaguerreExpFIntegrated(double[]) - Static method in class com.polytechnik.utils.Laguerre: $ \int_x^{\infty} f(x) \exp(-x) dx = i(x) \exp(-x) $.
getLambdaAsMatrix(int, double[]) - Static method in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace: Unvectorize lambda.
getLambdaForSubspace(int, int, double[], double[], double[][]) - Static method in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace: Similar to LagrangeMultipliersPartialSubspace.calculateRegularLambda(int, int, double[], double[]) but calculates Lagrange multipliers using only weights for projections to a given subspace.
getLambdaForSubspaceAverageSeveralU(int, int, double[], double[][], double[][]) - Static method in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace: A try to build Lagrange multipliers not for specific u, but averaged for several states from uToAverage, obtain averaged Lagrange multiplers over several solution candidates.
getLambdaFPsi(double[]) - Method in class com.polytechnik.utils.EVXData: Return lambda[k]*<psik|FQQ|psik> for all eigenvectors.
getLambdaMatrixDiagonalsInPsiStates(double[]) - Method in class com.polytechnik.utils.LebesgueQuadratureWithEVData: Calculate lambda*MM matrix in all eigenstates.
getLambdaSolvingLinearSystem(int, double[], double[]) - Static method in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace: Solve linear system and convert obtained lambda-vector to Hermitian matrix.
getLastAddedElement() - Method in class com.polytechnik.utils.CircularList
getLastClearedBefore() - Method in class com.polytechnik.utils.CircularList
getLebesgueQuadratureFromMatrices(int, double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate Lebesgue quadrature.
getLebesgueQuadratureFromMoments(int, double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate Lebesgue quadrature from moments.
getLong(String, long) - Static method in class com.polytechnik.utils.ReadWriteUtils: Extracts long from a string.
getLS() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation
getLS() - Method in interface com.polytechnik.utils.RNPointAccess: Least Squares.
getMatr_x_A(int, double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates matr_ij A_j
getMatrixConstructedWithAdjustedSingularValues(EVSolver.SVDResult, double[]) - Static method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD: Reconstruct the matrix using adjusted singular values.
getMatrixDiagElements(int, double[]) - Static method in class com.polytechnik.utils.TMatr
getMatrixDiagElementsInBasis(int, double[], double[]) - Static method in class com.polytechnik.utils.TMatr
getMatrixDiagElementsInBasis(int, double[], int, double[]) - Static method in class com.polytechnik.utils.TMatr
getMatrixDiagonalsInPsiStates(double[]) - Method in class com.polytechnik.utils.LebesgueQuadratureWithEVData: Calculate MM matrix in all eigenstates.
getMatrNoTrans(int, double[], int) - Static method in class com.polytechnik.utils.TMatr: Get matrix copy, according to leading dimension.
getMatrNoTrans(int, double[], int, int) - Static method in class com.polytechnik.utils.TMatr: Get matrix copy, according to leading dimension and offset.
getMatrSplitted(int, double[], double[], int) - Static method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
getMatrTrans(int, double[]) - Static method in class com.polytechnik.utils.TMatr: Get matrix copy, according to leading dimension, then transponse it.
getMatrTrans(int, int, double[]) - Static method in class com.polytechnik.utils.TMatr: Get matrix copy, according to leading dimension and offset, then transponse it.
getMaximalProbability() - Method in interface com.polytechnik.utils.VectorXVectorFPointAccess: The maximal value of probability, corresponds to the only non--zero eigenvalue.
GetMaxIState(int, double[], double[], double[], double[], double) - Constructor for class com.polytechnik.utils.IstatesConditional.GetMaxIState
GetMaxIState(int, FindPsiConstrainedSameAverage, double[], double) - Constructor for class com.polytechnik.utils.IstatesConditionalSameAverage.GetMaxIState
GetMaxIState(int, FindPsiConstrainedSingleQuadratic0, double[], double[], double) - Constructor for class com.polytechnik.utils.IstatesConditionalV2.GetMaxIState
GetMaxIStateAdj(int, double[], double[], double[], double[], double) - Constructor for class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.GetMaxIStateAdj
getMaxNeqCut(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getMomentsFromAB(RecurrenceAB) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Recover 0 ..
getMomentsFromPolynomials(double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Recover 0 ..
getMomentsFromPolynomials(double[][]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: Out of 0 ..
getMomentsFromSample(int, double[]) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: All weights are taken=1.
getMomentsFromSample(int, double[], double[]) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable
getMomentsFromSample(int, double[], double[], int) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Given observations x and weights w calculate the 0..nmoms-1 moments in the basis.
getMomentsFromSample(int, double[], double[], int) - Method in class com.polytechnik.utils.Chebyshev
getMomentsFromSample(int, double[], double[], int) - Method in class com.polytechnik.utils.HermiteE
getMomentsFromSample(int, double[], double[], int) - Method in class com.polytechnik.utils.Laguerre
getMomentsFromSample(int, double[], double[], int) - Method in class com.polytechnik.utils.Legendre
getMomentsFromSample(int, double[], double[], int) - Method in class com.polytechnik.utils.LegendreShifted
getMomentsFromSample(int, double[], double[], int) - Method in class com.polytechnik.utils.Monomials
getMomentsFromSample(int, double[], double[], int) - Method in class com.polytechnik.utils.RecurrenceAB
getMomentsOfMeasureProducingPolynomialInKK(int, double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Generate a measure, that, when getKK(n,QQmu) is applied, produce given polynomial P_toproduce.
getMomentsOfMeasureProducingPolynomialInKK_MQQM(int, double[], double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Generate a measure, that, when getKK(n,M*QQmu*M) is applied, produce given polynomial P_toproduce.
getMomentsToMatch() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
getMonomialsMoments(int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
getMonomialsMoments(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
getMonomialsMoments(int) - Method in class com.polytechnik.utils.TestBasisPolynomials
getMSign(double[]) - Static method in class com.polytechnik.utils.EVXData: Make the highest order coefficient of sign=1.
getMSign(double[], double) - Static method in class com.polytechnik.utils.EVXData: Make the highest order coefficient of specific sign.
getMultipleOrthogonalPolynomial_TypeII(int[], double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculates single Type II multiple orthogonal polynomial.
getNevaiOperator_FromMoments(int, double[], double[], BasisFunctionsCalculatable) - Static method in class com.polytechnik.utils.NevaiOperator
getNext(int, double[], double[], boolean, BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.BasisPolynomials: Calculates n-th basis polynomial of this basis in PBASIS basis.
getNext(int, double[], double[], boolean, BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.Chebyshev: Calculates n-th Chebyshev polynomial in PBASIS using $ T_n=\alpha_{n-1} x*T_{n-1}-T_{n-2} $, where $ \alpha_{n}=1 $ for n=0, and 2 otherwise.
getNext(int, double[], double[], boolean, BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.HermiteE: Calculates n-th HermiteE polynomial using $ H_n=x*H_{n-1}-(n-1)H_{n-2} $.
getNext(int, double[], double[], boolean, BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.Laguerre: Calculates n-th Laguerre polynomial using $ L_n=(x*(-1/n)-(1-2*n)/n)*L_{n-1}-((n-1)/n)*L_{n-2} $.
getNext(int, double[], double[], boolean, BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.Legendre: Calculates n-th Legendre polynomial.
getNext(int, double[], double[], boolean, BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.LegendreShifted: Calculates n-th Legendre polynomial shifted to [0,1].
getNext(int, double[], double[], boolean, BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.Monomials: Calculates n-th Monomials polynomial using $ T_k = x*T_{k-1} $
getNext(int, double[], double[], boolean, BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.RecurrenceAB: A mockup non-implemented method from BasisPolynomials, it is put there with other non-optimized default methods from BasisPolynomials.
getNext(int, double[], double[], BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.BasisPolynomials
getNext(int, double[], double[], BasisFunctionsCalculatable) - Method in class com.polytechnik.utils.RecurrenceAB: Obtain next polynomial in PBASIS according to three term recurrence coefficients.
getNext(int, double[], double[], BasisFunctionsCalculatable) - Method in interface com.polytechnik.utils.SimpleBasisPolynomials: Calculates n-th basis polynomial of this basis in PBASIS basis.
getNextType2(int, double[], double[]) - Method in class com.polytechnik.utils.TestBasisPolynomials: Calculates n-th type 2 basis polynomial (the result is in monomials basis).
getNodesPolynomial(int) - Static method in class com.polytechnik.utils.Laguerre
getNodesPolynomial(int) - Static method in class com.polytechnik.utils.LegendreShifted
getNOM_SDENOM_FromMonomials(double, double, double, double, double) - Static method in class com.polytechnik.utils.DiffSkewness: Internal method! I made it public for unit test purposes only! Calculates arrays for skewness calculation: Skewness=NOM(p)/sqrt(SQDENOM(p)).
getNoNDegenerated(int, Random, int) - Static method in class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF
getNoNDegenerated(Random, int) - Static method in class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF
getNoNDegeneratedVectorXVectorF(int, int, Random, int) - Static method in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
getNoNDegeneratedVectorXVectorF_CombinedXandF(int, int, Random, int) - Static method in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
getNonSymEV(int, double[], double[], double[]) - Method in class com.polytechnik.utils.EVSolver_JNI_lapacke
getNonSymEV(int, double[], double[], double[]) - Method in class com.polytechnik.utils.EVSolver_Lapack310
getNonSymEV(int, double[], double[], double[]) - Method in class com.polytechnik.utils.EVSolver_LapackOLD
getNonSymEV(int, double[], double[], double[]) - Method in interface com.polytechnik.utils.EVSolver
getNonSymEV_dgees(int, double[], int, double[], double[]) - Static method in class com.polytechnik.lapack.Eigenvalues_JNI_lapacke
getNonSymEV_dgees(int, double[], int, double[], double[]) - Static method in class com.polytechnik.lapack.Eigenvalues: Calls Dgees.dgees to calculate eigenvalues of non-symmetric matrix.
getNonSymEV_dgees(int, double[], int, double[], double[]) - Static method in class com.polytechnik.lapack310.Eigenvalues: Calls Dgees.dgees to calculate eigenvalues of non-symmetric matrix.
getObservations(String, int, int[], int[], int, int) - Static method in class com.polytechnik.utils.DataReadObservationVectorXVectorF: Read observations sequence from a file.
getObservations(String, int, int[], int, int, int) - Static method in class com.polytechnik.utils.DataReadObservationVectorXF: Read observations sequence from a file.
getONE() - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Calculate 1 in basis.
getOrthogonalAllProj0(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.LinearConstraints: All $0=\mathrm{Herm}\left(\sum\limits_{k=0}^{nX-1}u_{jk}v_{ik}\right) $, nC*(nC+1)/2 conditions.
getOrthogonalized(int, double[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: The same as getGramSchmidtOrthogonalized, slower, but hopefully? more stable.
getOrthogonalOffdiag0DiagEq(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.LinearConstraints: Zero offdiagonal and all equal diagonal elements of the matrix $ \mathrm{Herm}\left(\sum\limits_{k=0}^{nX-1}u_{jk}v_{ik}\right) $, there are (nC-1)*(nC+2)/2 conditions.
getOrthogonalPolynomial2Coefs() - Method in class com.polytechnik.utils.DiffSkewness: Returns second order monic orthogonal polynomial coefficients.
getOrthogonalPolynomialsFirstKind(int, double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate first n orhogonal polynomials (0..n-1) from first 2n-1 moments.
getOrthogonalPolynomialsFirstKind(int, double[]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getOrthogonalPolynomialsFirstKindFromAB(RecurrenceAB) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable
getOrthogonalPolynomialsFirstKindFromAB(RecurrenceAB) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getOrthogonalPolynomialsFromAB(int, RecurrenceAB) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Build orthogonal polynomials from a and b recurrence coefficients.
getOrthogonalPolynomialsFromAB(int, RecurrenceAB) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getOrthogonalPolynomialsSecondKindFromAB(RecurrenceAB) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable
getOrthogonalPolynomialsSecondKindFromAB(RecurrenceAB) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getOrtPol() - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
getOrtPol() - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
getOrtPol() - Method in class com.polytechnik.utils.TestBasisPolynomials
getP(double, double) - Method in class com.polytechnik.kgo.DemoScalarInterpolation.Res
getP2dVMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <p^2*I*Qk>, corresponds to DataInterfaceDirectTradesHistorical.M_I and price power=2.
getP3dVMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <p^3*I*Qk>, corresponds to DataInterfaceDirectTradesHistorical.M_I and price power=3.
getparameter(String, ResourceBundle, boolean) - Static method in class com.polytechnik.utils.ReadWriteUtils: Reads a parameter from a configurartion file.
getPdAMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: The moments <p*abs(dp)/dt*Qk>.
getPdIHdtMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: An experimental method to obtain $ P\frac{d}{dt}I^H $ moments using secondary sampling.
getPdVMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <p*I*Qk>, corresponds to DataInterfaceDirectTradesHistorical.M_I and price power=1.
getPLast(DTYPE) - Method in interface com.polytechnik.trading.DataInterfaceDirect: Last price (with offset), actual price is DataInterfaceDirect.getPLast(DTYPE)+DataInterfaceDirect.getPOffset(DTYPE).
getPLast_withoutPOffset() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: Last price as per CommonlyUsedMoments.addObservationNoBasisShift(long, long, double, double) call.
getPnLInPsiHstate() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
getPOffset() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: Price Offset.
getPOffset(DTYPE) - Method in interface com.polytechnik.trading.DataInterfaceDirect: Price offset.
getPolinomTXT(double[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
getPolynomial(int, double[]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getPolynomialArgumentScaled(double[], double) - Static method in class com.polytechnik.utils.Polynomials: Converts sum a_k x^k to sum a_k (x*scale)^k.
getPolynomialDifferentiated(double[]) - Static method in class com.polytechnik.utils.Polynomials
getPolynomialExpFIntegrated(double[]) - Static method in class com.polytechnik.utils.Polynomials: \int_x^{infinity} f(x) exp(-x) dx = i(x) exp(-x).
getPolynomialIntegrated(double[]) - Static method in class com.polytechnik.utils.Polynomials
getPolynomialRandomMoments(int, double, double, int, Random) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getPolynomialRootsFinderInBasis() - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Polynomial root finder in original basis.
getPolynomialShifted(double[], double) - Static method in class com.polytechnik.utils.Polynomials: Converts sum a_k x^k to sum a_k (x+shift)^k.
getPolynomialWIntegratedDt(double[]) - Method in interface com.polytechnik.freemoney.CommonBasisOperations: Integrate a polynomial as $R(x)\omega(t)=\int_{-\infty}^{t} P(x(t))\omega(t)dt$.
getPolynomialWIntegratedDt(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLaguerre: Integrate $ \int_x^{\infty} P(x) \exp(-x) dx = R(x) \exp(-x) $, then return $ R(x) $, an adapter to WIntegratorLaguerre.getPolynomialWIntegratedDt(double[]).
getPolynomialWIntegratedDt(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsLegendreShifted: Calculate $ \frac{1}{x}\int_0^x P(x)dx $, an adapter to WIntegratorLegendreShifted.getPolynomialWIntegratedDt(double[]).
getPolynomialWIntegratedDt(double[]) - Method in class com.polytechnik.freemoney.CommonlyUsedMomentsMonomials: Integrate $ \int_{-\infty}^x P(x) \exp(x) dx = R(x) \exp(x) $, then return $ R(x) $, an adapter to WIntegratorMonomials.getPolynomialWIntegratedDt(double[]).
getPolynomialWIntegratedDt(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorLaguerre: Integrate by parts (with the weight) a polynomial.
getPolynomialWIntegratedDt(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorLegendreShifted: Integrate by parts (with the weight) a polynomial.
getPolynomialWIntegratedDt(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorMonomials: Integrate by parts (with the weight) a polynomial.
getPolynomialWIntegratedDt(double[]) - Method in class com.polytechnik.trading.PnLInPsiHstate
getPositionMoments(int, double, double[]) - Method in class com.polytechnik.trading.PnLInPsiHstate: Convert postion change dS=(p-p_M)*I*psi^2(t)omega(t)dt to position S and obtain it's moments.
getPosteriorDistributionWeights() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation
getPQkMomentsFromQkMoments(double[], double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Calculate <P(x) Q_k(x)> moments from <Q_k(x)> moments.
getPQkMomentsFromQkMoments(double[], double[]) - Method in class com.polytechnik.utils.RecurrenceAB
getPQkMomentsFromQkMoments(double[], double[]) - Method in class com.polytechnik.utils.RecurrenceABWithMultiplicationCached
getPriorDistributionWeights() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation
getProbabilityCorrelation() - Method in class com.polytechnik.utils.LebesgueQuadratureJointDistribution: Equal to getDensityMatrixCorrelation with DM=QQ.
getProjectedTotalCoverageWithoutSpectrum() - Method in class com.polytechnik.kgo.TestDirectProjection: Total covered weight, corresponds to the sum in Error expression, Eq.
getProjectedTotalCoverageWithoutSpectrum2() - Method in class com.polytechnik.kgo.TestDirectProjection: The same as getProjectedTotalCoverageWithoutSpectrum.
getProjectedTotalCoverageWithoutSpectrum3(double[]) - Method in class com.polytechnik.kgo.TestDirectProjection: \sum \varpi(x^{(l)}) * \omega^{(l)}, the \varpi is calculated in an orthogonal basis using Eq.
getProjectedTotalRankWithoutSpectrum() - Method in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF: Covered rank, corresponds to the sum in Eq.
getProjections() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation
getProperties(String) - Static method in class com.polytechnik.utils.ReadWriteUtils: Reads properties.
getPsi(int) - Method in class com.polytechnik.utils.EVXData: Return given eigenvector.
getPsi2WIntegratedDt(double[]) - Method in interface com.polytechnik.freemoney.CommonBasisOperations
getPsi2WIntegratedDt(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorLaguerre: Square, then integrate by parts (with the weight) a wavefunction.
getPsi2WIntegratedDt(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorLegendreShifted: Square, then integrate by parts (with the weight) a wavefunction.
getPsi2WIntegratedDt(double[]) - Static method in class com.polytechnik.freemoney.WIntegratorMonomials: Square, then integrate by parts (with the weight) a wavefunction.
getPsiAt(double[]) - Method in class com.polytechnik.utils.EVXData: Calculate all eigenvectors at given distribution of basis functions.
getPsiAt(double[]) - Method in class com.polytechnik.utils.LebesgueQuadratureWithEVData: Calculates psik at Qbasis_moments_to_check_PSI.
getPsiAtX0(double) - Method in class com.polytechnik.utils.LebesgueQuadratureWithEVData: For all eigenvectors calculate psik(x0).
getPsiAveraged(double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Method in class com.polytechnik.utils.EVXData: Calculates <psik|QQ|1>.
getPsiAverageFromSample(Function<double[], double[]>, double[], DataReadObservationVectorXF) - Static method in class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF
getPsiFNonNormalized() - Method in interface com.polytechnik.utils.VectorXVectorFPointAccess: The state psi(F) giving maximal probability.
getPsiFromBasis(int, double[], int) - Static method in class com.polytechnik.utils.EVXData: Extract psi from basis.
getPsiFromBasis(int, double[], int, int) - Static method in class com.polytechnik.utils.EVXData: Extract psi from basis.
getPsikAtX() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation
getPsikAtXorig(double[]) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel: Used internally.
getPsikSquaredAtX() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation
getQQaa(double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates a[i]*a[j] matrix.
getQQab(int, double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates 0.5*(a[i]*b[j]+b[i]*a[j]) matrix.
getQQMatr(int, double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Calculate <Qj|Qk> matrix from <Qm> moments using setQlQmExpansionCoefs basis functions multiplication operator.
getQQMatr(int, double[]) - Static method in class com.polytechnik.utils.Polynomials
getQuadraturesForMultipleOrthogonalPolynomial(int[], double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculates Gaussian quadratures for multiple orthogonal polynimials.
getRadau2Matrix(int, double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in interface com.polytechnik.utils.VolMatrix: Calculates <r^2*Q_i Q_j>.
getRadauMatrix(int, double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in interface com.polytechnik.utils.VolMatrix: Calculates <r*Q_i Q_j>.
getRadauMomentsFromMoments(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Generate Radau <(x-x0)Q_k> moments from <Q_k> moments.
getRadauMomentsFromMoments(double[]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getRadauMultiplied(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Multiply nodes0 polynomial, P(x)=\sum_{k=0}^{k=n} nodes0[k] Q_k(x), by (x-x0) or (x0-x) , whatever is positive to obtain Radau nodes polynomial.
getRadauMultiplied(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsChebyshevBasis: Multiply by (1-x).
getRadauMultiplied(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsHermiteEBasis: Multiply by (1-x).
getRadauMultiplied(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsLaguerreBasis
getRadauMultiplied(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsLegendreBasis: Multiply by (1-x).
getRadauMultiplied(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsLegendreShiftedBasis
getRadauMultiplied(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsMonomialsBasis: Multiply by (1-x).
getRadauMultiplied(double[]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: Multiply (in monomials basis) nodes by (x-x0) or (x0-x).
getRadauNodesPolynomial(int) - Static method in class com.polytechnik.utils.Laguerre
getRadauNodesPolynomial(int) - Static method in class com.polytechnik.utils.LegendreShifted
getRadauPolynomials(double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable
getRadauQuadratureFromMoments(int, double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Corresponding to quadratures built on n+1 -th Radau polynomial.
getRadauQuadratureFromPolynomials(int, double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Corresponding to quadratures built on Radau polynomial, constructed from p (measue: (x-x0)dmu).
getRadauQuadratureFromPolynomials(int, double[][]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getRadauRoot() - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculate the root of getRadauMultiplied([1]).
getRadauRoots(int) - Static method in class com.polytechnik.utils.Laguerre
getRadauRoots(int) - Static method in class com.polytechnik.utils.LegendreShifted
getRadauWeights(double[]) - Static method in class com.polytechnik.utils.Laguerre: Radau exact weights from Walter Gautschi, "Gauss-Radau formulae for Jacobi and Laguerre weight functions".
getRadauWeights(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Radau exact weights from Walter Gautschi, "Gauss-Radau formulae for Jacobi and Laguerre weight functions".
getRadonNikodymSpectralModel() - Method in class com.polytechnik.utils.RegularizedVectorXF: Create Radon--Nikodym model from the data.
getRadonNikodymSpectralModel_WithoutRegularization() - Method in class com.polytechnik.utils.DataReadObservationVectorXF: For unit tests.
getRadonNikodymSpectralModelWithChristoffelFunctionAsF(DataReadObservationVectorXF) - Method in interface com.polytechnik.utils.FtoChristoffelFunctionTransformable: Create a model with sampled f is replaced by the Christoffel function value, the x are left intact.
getRadonNikodymSpectralModelWithChristoffelFunctionAsF(DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel: Replace XfX by Christoffel function operator.
getRadonNikodymSpectralModelWithChristoffelFunctionAsF(DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RegularizedVectorXF
getRadonNikodymSpectralModelWithFassumedDiagonalInChristoffelFunctionBasis(DataReadObservationVectorXF) - Method in interface com.polytechnik.utils.FtoChristoffelFunctionTransformable: Create a model with f-matrix assumed diagonal in the Christoffel function basis.
getRadonNikodymSpectralModelWithFassumedDiagonalInChristoffelFunctionBasis(DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel: Convert XfX to Christoffel function operator bases, take only diagonal elements, then convert back.
getRadonNikodymSpectralModelWithFassumedDiagonalInChristoffelFunctionBasis(DataReadObservationVectorXF) - Method in class com.polytechnik.utils.RegularizedVectorXF
getRandomVector(int, Random) - Static method in class com.polytechnik.utils.TMatr
getRandomVector(int, Random, double, double) - Static method in class com.polytechnik.utils.TMatr
getRecurrenceABFromBasisRandomMoments(int, int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: This method: creates random sample, calculates it's moments (in basis), finds orthogonal polynomials, and finally calculates the RecurrenceAB from them.
getRegulaizedBasisXDescription(int) - Method in class com.polytechnik.utils.RegularizedVectorX: Regularized basis function description.
getRegulaizedBasisXDescription(int) - Method in class com.polytechnik.utils.RegularizedVectorXF: Regularized basis function description.
getRegularizedBasisXFromOriginalX(double[]) - Method in class com.polytechnik.utils.RegularizedVectorX: A transform from original x to regularized X basis.
getRegularizedBasisXFromOriginalX(double[]) - Method in class com.polytechnik.utils.RegularizedVectorXF: A transform from original x to regularized X basis.
getReplacedData(Function<ObservationVectorXF, ObservationVectorXF>, Function<List<String>, List<String>>) - Method in class com.polytechnik.utils.DataReadObservationVectorXF: Create a dataset with observations replaced.
getResFromConfig(DemoScalarInterpolation.RConfig) - Static method in class com.polytechnik.kgo.DemoScalarInterpolation
getRN() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation: An evaluation of Radon-Nikodym derivative.
getRN() - Method in interface com.polytechnik.utils.RNPointAccess: An evaluation of Radon-Nikodym derivative.
getRNat(double[]) - Method in class com.polytechnik.utils.EVXData: Calculate RN interpolation at given distribution of basis functions.
getRNatXoriginal(double[]) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel
getRNatXoriginal(double[]) - Method in class com.polytechnik.utils.RegularizedVectorXF: Calculates a RN point at given xorig, for a localized point we do not need a spectral model RadonNikodymSpectralModel.
getRNatXoriginal(double[]) - Method in interface com.polytechnik.utils.RNPointEvaluatable: An evaluation of Radon-Nikodym derivative.
getRNW() - Method in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation: With different weights.
getRoots(int) - Static method in class com.polytechnik.utils.Laguerre
getRoots(int) - Static method in class com.polytechnik.utils.LegendreShifted
getRoots(int, double, boolean) - Static method in class com.polytechnik.utils.Laguerre: A different way to calculate roots.
getRoots(int, double, boolean) - Static method in class com.polytechnik.utils.LegendreShifted: A different way to calculate roots.
getRootsTXT(int, double[], double[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
getRQVariationValues(double[], double[], double[], double[], double[], double[], double[], double[], int) - Static method in class com.polytechnik.utils.RayleighQuotient: Calculate d^m/ds^m <psi(x+s)|f|phi(x+s)>/<psi(x+s)|phi(x+s)> at s=0 for m=0,1,2.
getRQVariationValues(double[], double[], double[], double[], double[], int) - Static method in class com.polytechnik.utils.RayleighQuotient: Calculate d^m/ds^m <psi(x+s)|f|psi(x+s)>/<psi(x+s)|psi(x+s)> at s=0 for m=0,1,2.
getSameSkewnessXShifted(double) - Method in class com.polytechnik.utils.Skewness
getSecondKindOrthogonalPolynomialFromFirstKind(double[], double[]) - Static method in class com.polytechnik.utils.Polynomials: Converts first kind orthogonal polynomial to second kind orthogonal polynomial.
getSecondKindOrthogonalPolynomialFromFirstKindAndMoments(double[], double[]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: Like Polynomials.getSecondKindOrthogonalPolynomialFromFirstKind, but scaled to orthonormal basis.
getSecondKindOrthogonalPolynomialsFromFirstKind(double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable
getSecondKindOrthogonalPolynomialsFromFirstKind(double[][]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getSecondKindOrthogonalPolynomialsFromFirstKindAndMoments(double[][], double[]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getSeqOfInitFunctions(int, List<double[]>, double[], double[], double[], double) - Static method in class com.polytechnik.utils.IstatesConditionalV2: Given a sequence of input bpsiInit modify each of them to satisfy the constraint then apply IstatesConditionalV2.GetMaxIState to find the state with maximal <psi|bQQi|psi>.
getSeqOfInitFunctions(int, List<double[]>, double[], double[], double[], double[], double[], List<double[]>, double) - Static method in class com.polytechnik.utils.IstatesConditionalSameAverage: Given a sequence of input bpsiInit modify each of them to satisfy the constraint then apply IstatesConditionalSameAverage.GetMaxIState to find the state with maximal <psi|bQQi|psi>.
getSignToMatch(int) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Orthogonal polynomials are defined within a factor of +-1 multiplied by.
getSignToMatch(int) - Method in class com.polytechnik.utils.OrthogonalPolynomialsLaguerreBasis: To match sign to monomials basis.
getSingleOrthogonalPolynomial(int, double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Calculates a single orthogonal polynomial by solving a linear system.
getSize() - Method in class com.polytechnik.utils.CircularList
getSKasMatrixInUState(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem: For unit test.
getSkewness(double, double, double, double, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in class com.polytechnik.utils.Skewness: Same as Skewness.getSkewness2(double, double, double, double, com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable<? extends com.polytechnik.utils.BasisFunctionsCalculatable>), but different algorithm.
getSkewness2(double, double, double, double, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in class com.polytechnik.utils.Skewness: Calculate modified skewness given 0..3 moments in arbitrary basis.
getSkewnessAt(double) - Method in class com.polytechnik.utils.DiffSkewness: Calculate skewness for the moments: origmoments[k]+di*Qm(p).
getSkewnessFromMonomialMoments(double, double, double, double) - Static method in class com.polytechnik.utils.Skewness: Calculate modified skewness given 0..3 moments in monomials basis.
getSkewnessFromMonomialMoments2(double, double, double, double) - Static method in class com.polytechnik.utils.Skewness
getSMoments(int) - Method in class com.polytechnik.trading.PnLInPsiHstate: Obtain regular moments.
getSplitted(double[], double[]) - Method in class com.polytechnik.freemoney.SplitdIdt
getSpurM(int, double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates spur of matrix.
getSpurMM(int, double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates the spur of A*B.
getSpurMMM(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates the spur of A*B*C.
getStatesSelectedByPnL(int, List<double[]>, double[], double[], double[]) - Static method in class com.polytechnik.utils.MaximizeStandardDeviation.StandardDeviationForPsi: Compared to the problem solved in IstatesConditionalV2 the problem in question is much more likely to stick into local maximum, take top 10 init function.
getStatesSortedByPnL(int, List<double[]>, double[], double[], double[]) - Static method in class com.polytechnik.utils.MaximizeStandardDeviation.StandardDeviationForPsi: Calculate $ P\&L $ for all $ \left|\psi\right> $ , sort the result by $ P\&L $ (highest in the beginning).
getStdevExpansion(RadonNikodymSpectralModel, DataReadObservationVectorXF) - Static method in class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF: Calculate <(f-sum_k lambda_k <psik> psik(x))^s> s=0,1,2.
getStreamBytes(InputStream) - Static method in class com.polytechnik.utils.ReadWriteUtils
getStreamContent(InputStream[]) - Static method in class com.polytechnik.utils.ReadWriteUtils
getSVD(int, int, double[]) - Method in class com.polytechnik.utils.EVSolver_JNI_lapacke
getSVD(int, int, double[]) - Method in class com.polytechnik.utils.EVSolver_Lapack310
getSVD(int, int, double[]) - Method in class com.polytechnik.utils.EVSolver_LapackOLD
getSVD(int, int, double[]) - Method in interface com.polytechnik.utils.EVSolver: SVD decomposition.
getSVD(int, int, double[]) - Method in interface com.polytechnik.utils.TestEigenvalues.EVSolverSVD
getSVD_gesvd(int, int, double[]) - Static method in class com.polytechnik.lapack310.Eigenvalues
getSVDAdjustedPartially(double) - Method in class com.polytechnik.kgo.KGOEVSelection: Adjust singular values partially.
getSVDAdjustedTo1() - Method in class com.polytechnik.kgo.KGOEVSelection: Adjust all singular values to 1.
getSVDAdjustedToPlusMinus1(double[]) - Method in class com.polytechnik.kgo.KGOEVSelection: Adjust all singular values to +-1, find the best combination of signs.
getSVDForTesting() - Method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem: For unit test.
getSVDForTesting() - Method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD
getSVDForTesting() - Method in interface com.polytechnik.kgo.UAdjustment: For unit tests.
getSVDNonAdjusted() - Method in class com.polytechnik.kgo.KGOEVSelection: Do not adjust singular values.
getSymEVDiagT(int, double[], double[], EVSolver) - Static method in class com.polytechnik.utils.EVXData: Solve generalised eigenvalues problem, assuming QQt is diagonal.
getTau(DTYPE) - Method in interface com.polytechnik.trading.DataInterfaceDirect: Exponent time scale.
getTdAMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <T*abs(dp)/dt*Qk>.
getTdpMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <T*dp/dt*Qk>, corresponds to DataInterfaceDirectTradesHistorical.M_TDP and price power=1.
getTdtMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: Obtained using integration by parts from CommonlyUsedMoments.getdtMoments().
getTdVMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <T*I*Qk>, corresponds to DataInterfaceDirectTradesHistorical.M_TI and price power=0.
getTestOrthogonalPolynomialsBasisFunctionsCalculatable() - Static method in class com.polytechnik.utils.OrthogonalPolynomialsRecurrenceABBasis
getTheSame(boolean, DataReadObservationVectorXVectorF) - Static method in class com.polytechnik.utils.RegularizedVectorXVectorF: An adapter to "skip" attributes production.
getTime() - Method in class com.polytechnik.utils.CircularList.TEST
getTime() - Method in interface com.polytechnik.utils.CircularList.TimeAccess
getTLast(DTYPE) - Method in interface com.polytechnik.trading.DataInterfaceDirect: Last time.
getTokenizer(String, Reader) - Static method in class com.polytechnik.utils.ReadWriteUtils: Create stream tokenizer with the settings we need.
getTotalA() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments
getTotalVolume() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments
getTotalVolume(DTYPE) - Method in interface com.polytechnik.trading.DataInterfaceDirect: Total Volume.
getTotalWeight() - Method in class com.polytechnik.kgo.TestDirectProjection
getTP2dVMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <p^2*T*I*Qk>, corresponds to DataInterfaceDirectTradesHistorical.M_TI and price power=2.
getTP3dVMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <p^3*T*I*Qk>, corresponds to DataInterfaceDirectTradesHistorical.M_TI and price power=3.
getTPdVMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <p*T*I*Qk>, corresponds to DataInterfaceDirectTradesHistorical.M_TI and price power=1.
getTransformFMomentsFromDF(Function<double[], double[]>, double[]) - Static method in interface com.polytechnik.freemoney.CommonBasisOperations: A helper method to obtain $\left<FQ_k\right>$ moments from $\left<\frac{dF}{dt}Q_k\right>$ moments.
getTwoQuadraticFormsProductAsQuadraticForm(int, double[], int, double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: A conversion of two quadratic forms product.
getU_addExtraDegreesOfFreedom1(double[], int) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom: For unit test.
getUaddOneDegree(double[], double) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE
getUaddOneDegree(double[], double, double) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraints
getUAdj() - Method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem
getUAdj() - Method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD
getUAdj() - Method in interface com.polytechnik.kgo.UAdjustment
getUFromArgsGramMatrixChannel(String[]) - Static method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq
getUFromArgsUnitMatrixChannel(String[]) - Static method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq
getUFromConfig(KGOConfig) - Static method in class com.polytechnik.kgo.DemoRecoverMapping
getUFromConfigGramMatrixChannel(DemoRecoverUnitaryMatrixFromSeq.RUConfig) - Static method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq
getUFromConfigUnitMatrixChannel(DemoRecoverUnitaryMatrixFromSeq.RUConfig) - Static method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq
getUnitMatrix(int) - Static method in class com.polytechnik.utils.TMatr
getUOrig() - Method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem
getUOrig() - Method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD
getUOrig() - Method in interface com.polytechnik.kgo.UAdjustment
getVAB(double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates c[i]=a[i]*b[i].
getVAB(int, double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates c[i]=a[i]*b[i].
getVal(String, String) - Static method in class com.polytechnik.utils.RNConfig
getValueCorrelation() - Method in class com.polytechnik.utils.LebesgueQuadratureJointDistribution: Equal to getDensityMatrixCorrelation with DM=|1><1|.
getVdPMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: <V*dP/dt *Qk>.
getVdtMoments() - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: Obtained using integration by parts from CommonlyUsedMoments.getdVMoments().
getVectorizedCoefsByLambda(int, double[]) - Static method in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace: Given UV matrix of nC*nC obtain corresponding coefficients (as vector) by Hermitian lambda.
getVectorNorm2WithScale(double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers: To remove along with KGOIterationalMultipleTransforms.
getVectorOrthogonal(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.LinearConstraints: Zero scalar product $ 0=\sum\limits_{j=0}^{nC-1}\sum\limits_{k=0}^{nX-1} u_{jk}v_{jk} $, a single conditions.
getVectorScaled(double[], double) - Static method in class com.polytechnik.utils.TMatr: Scale a copy of a vector.
getVectorScalProductWithScale(double[], double[], double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers
getVectorXVectorFromScalars(Function<DataReadObservationVectorXVectorF, DataReadObservationVectorXF>, Function<DataReadObservationVectorXVectorF, DataReadObservationVectorXF>, DataReadObservationVectorXVectorF) - Static method in class com.polytechnik.utils.DataReadObservationVectorXVectorF: An adapter to use old scalar-f code.
getVolMatrix(int, double[]) - Method in interface com.polytechnik.utils.VolMatrix: Volatility matrix.
getWeightFromJointProbabilityLSQpredictor() - Method in class com.polytechnik.kgo.TestDirectProjection: Total covered weight, corresponds to the sum in Error expression, Eq.
getWeights(double[]) - Static method in class com.polytechnik.utils.Laguerre: Uses Abramowitz and Stegun 1972, p.
getWeights(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Uses Hildebrand, F.
getWeights(double[], double[], double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Weights by integration.
getWeightsByIntegration(double[], double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Weights by integration.
getWeightsByIntegration(double[], double[], double[]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getWeightsChristoffel(double[], double[][]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Weights using Christoffel function.
getWeightsChristoffel(double[], double[][]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getWeigthsSDiv(double[], double[], double[][]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getX0() - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getX0Moments(int, double) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Calcuate $ Q_k(x0) $ moments (single value calculation (at x0) of all basis functions).
getX1X2() - Method in class com.polytechnik.utils.DiffSkewness: Returns x1 & x2 quadrature nodes.
getX1X2midpoint() - Method in class com.polytechnik.utils.DiffSkewness: Returns the midpoint (x_1+x_2)/2.
getX2minusX1() - Method in class com.polytechnik.utils.DiffSkewness: Returns quadrature nodes difference x_2-x_1.
getXaverage() - Method in class com.polytechnik.utils.DiffSkewness: Parameter--dependent average (the root of first order orthogonal polynomial).
getXBasisSample_OLDSCALARCODE() - Method in class com.polytechnik.utils.DataReadObservationVectorXVectorF: For unit test.
getXChristoffelFunctionsMoments(DataReadObservationVectorXVectorF) - Method in class com.polytechnik.utils.RegularizedVectorXVectorF
getXDiffF(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Calculate xPcoefs'(x) in Legendre shifted basis.
getXDiffFplusF(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Calculates xF'+F.
getXF() - Method in class com.polytechnik.kgo.TestDirectProjection
getXF(ToDoubleFunction<ObservationVectorXVectorF>) - Method in class com.polytechnik.kgo.TestDirectProjection
getXF_KFF_FX(double[]) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
getXF_KFF_FX(double[]) - Method in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
getXfGfm1() - Method in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
getXFromTime(long, long) - Method in class com.polytechnik.freemoney.WIntegrator: Used internally to calculate basis function argument.
getXFromTime(long, long) - Method in class com.polytechnik.freemoney.WIntegratorLaguerre: Basis function argument x=(currenttime-t)/atau.
getXFromTime(long, long) - Method in class com.polytechnik.freemoney.WIntegratorLegendreShifted: Basis function argument x=exp(-(currenttime-t)/atau).
getXFromTime(long, long) - Method in class com.polytechnik.freemoney.WIntegratorMonomials: Basis function argument x=(t-currenttime)/atau.
getXfX(int, int) - Method in class com.polytechnik.utils.XXMatrs
getXfXAsArrayOfArrays() - Method in class com.polytechnik.utils.XXMatrs
getXIndexesSequence() - Method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
getXIndexesSequence() - Method in class com.polytechnik.kgo.KGOConfig
getXIndexesSequence() - Method in class com.polytechnik.utils.RNConfig
getXNodes(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Find the roots by solving polynomial equation nodespolynomial(X)=0.
getXNodes(double[]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getXNodesFromAB(int, RecurrenceAB) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Find roots by finding the eigenvalues of Jacobi matrix, n<ab.numAk().
getxP(double[]) - Static method in class com.polytechnik.utils.Laguerre: Multiply p by x.
getxP(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Multiply p by x.
getxP(double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Multiply P(x)=\sum_{k=0}^{k=n} p[k] Q_k(x) by x in Q_k(x) basis.
getxP(double[]) - Static method in class com.polytechnik.utils.Polynomials: Multiply p by x.
getXPnprimeplusPnCoefs(int) - Static method in class com.polytechnik.utils.LegendreShifted: Generating expansion coefficients xP'n+Pn=(n+1)Pn+sum_{k=0}^{k=n-1}(2k+1)P_k
getXPnprimeplusPnMoments(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Calculate <F|Pn+xP'n> moments.
getXPnprimeplusPnMomentsFromPnMoments(double[]) - Static method in class com.polytechnik.utils.LegendreShifted: Calculate <F|Pn+xP'n> moments.
getXQkMomentsFromQkMoments(double[]) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Calculate <F|xQk> moments from <F|Qk> The method should be overloaded if optimal implementation is required.
getXQkMomentsFromQkMoments(double[]) - Method in class com.polytechnik.utils.Chebyshev: Calculate <F|xTk> moments from <F|Tk>.
getXQkMomentsFromQkMoments(double[]) - Method in class com.polytechnik.utils.HermiteE: Calculate <F|xHk> moments for k=0..n-1 from <F|Hk>, k=0..n
getXQkMomentsFromQkMoments(double[]) - Method in class com.polytechnik.utils.Laguerre: Calculate <F|xLk> moments for k=0..n-1 from <F|Lk>, k=0..n
getXQkMomentsFromQkMoments(double[]) - Method in class com.polytechnik.utils.Legendre: Calculate <F|xPk> moments for k=0..n-1 from <F|Pk>, k=0..n
getXQkMomentsFromQkMoments(double[]) - Method in class com.polytechnik.utils.LegendreShifted: Calculate <F|xPk> moments for k=0..n-1 from <F|Pk>, k=0..n.
getXQkMomentsFromQkMoments(double[]) - Method in class com.polytechnik.utils.Monomials: Calculate <F|xTk> moments from <F|Tk>.
getXWDiscrete(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
getXX() - Method in class com.polytechnik.kgo.TestDirectProjection
getXX(int, int) - Method in class com.polytechnik.utils.XXMatrs
getXX(ToDoubleFunction<ObservationVectorXVectorF>) - Method in class com.polytechnik.kgo.TestDirectProjection
getXXandXfX(Function<double[], double[]>) - Method in class com.polytechnik.utils.DataReadObservationVectorXF
getXXandXfX(Function<double[], double[]>, ToDoubleFunction<double[]>) - Method in class com.polytechnik.utils.DataReadObservationVectorXF: For unit test.
getXXandXKftoxX() - Method in class com.polytechnik.kgo.TestDirectProjection
getXXandXKfX() - Method in class com.polytechnik.kgo.TestDirectProjection
getXXandXKX() - Method in class com.polytechnik.kgo.TestDirectProjection
getXXAsArrayOfArrays() - Method in class com.polytechnik.utils.XXMatrs
Gf - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res
GfInv - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res
Gfm1 - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
gg - Variable in class com.polytechnik.utils.LebesgueQuadratureJointDistribution
gram - Variable in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem
GramSchmidtTest(int, double[], double) - Constructor for class com.polytechnik.kgo.DemoRecoverMapping.GramSchmidtTest
GramSqM05 - Variable in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem: A matrix such that u_adj = T u_orig.
GxInv - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res
Gxm1 - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
Gxm1Xf - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF: Some temporary matrices.
Gxm1XfGfm1 - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF: Some temporary matrices.
Gxm1XfGfm1XfGxm1 - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF: Some temporary matrices.

H

H - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
hasElement(int[], int) - Static method in class com.polytechnik.utils.ReadWriteUtils: Checkes for a given element in an array.
hash - Variable in class com.polytechnik.utils.LongHashMap.Entry
HermiteE - Class in com.polytechnik.utils: Hermite(E) polynomials basis, using $ H_k=x*H_{k-1}-(k-1)H_{k-2} $.
HermiteE() - Constructor for class com.polytechnik.utils.HermiteE
HI - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG

I

i - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
i - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneIState
i - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
i - Variable in class com.polytechnik.utils.IstatesConditional.GetMaxIState
i - Variable in class com.polytechnik.utils.IstatesConditionalLocalized.PriceMatchStorage
i - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage.GetMaxIState
i - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.GetMaxIStateAdj
i - Variable in class com.polytechnik.utils.IstatesConditionalV2.GetMaxIState
I - Variable in class com.polytechnik.freemoney.IandDM: Eigenproblem $ \left|I|\psi^{[i]}\right>=\lambda^{[i]}\left|\psi^{[i]}\right> $ solution in original basis $Q_k$.
I - Variable in class com.polytechnik.trading.IntervalSincePsiM
I - Variable in class com.polytechnik.trading.PnLInPsiHstate
I - Variable in class com.polytechnik.utils.IstatesConditional: The |I|psi>=lambda |psi> solution.
I - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: The $ \left|I|\psi\right>=\lambda \left|\psi\right> $ solution.
I - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints: The |I|psi>=lambda |psi> solution.
I - Variable in class com.polytechnik.utils.IstatesConditionalV2: The |I|psi>=lambda |psi> solution.
I - Variable in class com.polytechnik.utils.MaximizeStandardDeviation: The $ \left|I|\psi\right>=\lambda \left|\psi\right> $ solution.
i_M - Variable in class com.polytechnik.utils.IstatesConditional
i_M - Variable in class com.polytechnik.utils.IstatesConditionalLocalized
i_M - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: The <psi_M|I|psi_M>.
i_M - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
i_M - Variable in class com.polytechnik.utils.IstatesConditionalV2: The <psi_M|I|psi_M>.
I_M - Variable in class com.polytechnik.freemoney.PFuture
I_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
I_M - Variable in class com.polytechnik.trading.SplitdIHdt
I_pnlMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
I_PnLMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation
I_spurM - Variable in class com.polytechnik.freemoney.PFuture: The value of $ \mathrm{Spur}\left\|I\middle|\rho_{IH}\right\| = 0-\left\langle\psi\middle|V\middle|\psi\right\rangle $ = PFuture.Volume_M.
i_TiVH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
I2dpdtPI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
I2DtpDivI_spurM - Variable in class com.polytechnik.freemoney.PFuture
ianddm - Variable in class com.polytechnik.freemoney.PFuture: Eigenproblem $ \left|I|\psi^{[i]}\right>=\lambda^{[i]}\left|\psi^{[i]}\right> $ solution in original basis $Q_k$ along with corresponding density matrix obtained from $\psi=\left|\psi^{[IH]}\right\rangle$ as "since $\psi^2$ till now".
IandDM - Class in com.polytechnik.freemoney: Obtain a density matrix for the state psi of max I: "since psi till now".
IandDM(int, double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, Function<double[], double[]>, double) - Constructor for class com.polytechnik.freemoney.IandDM
idamax(int, double[], int, int) - Static method in class com.polytechnik.utils.Linsystems: finds the index of element having max.
Idpdt_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
Idpdt_spurM_from_dp_I - Variable in class com.polytechnik.freemoney.PFuture: An approximation for $\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|$.
Idpdt_spurM_from_DP_I - Variable in class com.polytechnik.freemoney.PFuture: An approximation for $\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|$.
Idpdt_spurM_from_sqI_DP_sqI - Variable in class com.polytechnik.freemoney.PFuture: An approximation for $\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|$.
IdpdtPI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
IdpmpdI_spurM - Variable in class com.polytechnik.freemoney.PFuture
If - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
iH - Variable in class com.polytechnik.utils.ProbabilityCorrelation: Min/Max eigenvalue.
IH - Variable in class com.polytechnik.trading.SplitdIHdt
IH_lastsaved - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments: For d lambda^{IH}/dt calculation using secondary sampling.
iL - Variable in class com.polytechnik.utils.ProbabilityCorrelation: Min/Max eigenvalue.
ILocalizedStates - Class in com.polytechnik.freemoney: The state of $ \max I= \frac{\left<\psi|QQi|\psi\right>}{\left<\psi|QQt|\psi\right>} $ among localized states $ \left|\psi\right> = \frac{1}{\mathrm{norm}}G^{-1}Q(x) $ .
ILocalizedStates(int, double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.freemoney.ILocalizedStates
ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots - Class in com.polytechnik.freemoney
im_root - Variable in class com.polytechnik.utils.PolynomialRootsFinder.PRoots
ImVTLocalizedStates - Class in com.polytechnik.freemoney: The state of $ \max I -V/T= \frac{\left<\psi|QQi|\psi\right>}{\left<\psi|QQt|\psi\right>} - \frac{\left<\psi|QQV|\psi\right>}{\left<\psi|QQT|\psi\right>} $ among localized states $ \left|\psi\right> = \frac{1}{\mathrm{norm}}G^{-1}Q(x) $ .
ImVTLocalizedStates(int, double[], double[], double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.freemoney.ImVTLocalizedStates
imx - Variable in class com.polytechnik.utils.Quadrature.MultipleOrthogonalityQuadrature
imxg - Variable in class com.polytechnik.utils.Quadrature.KronrodQuadrature
imxk - Variable in class com.polytechnik.utils.Quadrature.KronrodQuadrature
ind - Variable in class com.polytechnik.kgo.KGOEVSelection: Index of original eigenvector, $ind \in [0\dots nC*nX-1] $.
ind - Variable in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner.IndPower
ind - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.EVSelection: Index of original eigenvector, $ind \in [0\dots n-1] $.
ind_b - Variable in class com.polytechnik.trading.QVMData.ScanHelper
ind_be - Variable in class com.polytechnik.trading.QVMData.ScanHelper
ind_lambda_i - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage.EVSelection: Index of lambda.
ind_lambda_i - Variable in class com.polytechnik.utils.IstatesConditionalV2.EVSelection: Index of lambda.
ind_lambda_pnlMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
indcol_f - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
indcol_f - Variable in class com.polytechnik.utils.RNConfig
indcol_f_end - Variable in class com.polytechnik.kgo.KGOConfig
indcol_f_start - Variable in class com.polytechnik.kgo.KGOConfig
indcol_label - Variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
indcol_label - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
indcol_label - Variable in class com.polytechnik.kgo.KGOConfig
indcol_label - Variable in class com.polytechnik.utils.RNConfig
indcol_w - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
indcol_weight - Variable in class com.polytechnik.kgo.KGOConfig
indcol_weight - Variable in class com.polytechnik.utils.RNConfig
indcol_x - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
indcol_x_end - Variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
indcol_x_end - Variable in class com.polytechnik.kgo.KGOConfig
indcol_x_end - Variable in class com.polytechnik.utils.RNConfig
indcol_x_start - Variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
indcol_x_start - Variable in class com.polytechnik.kgo.KGOConfig
indcol_x_start - Variable in class com.polytechnik.utils.RNConfig
indexConst - Variable in class com.polytechnik.utils.RegularizedVectorX: The index of const in basis.
indexConst - Variable in class com.polytechnik.utils.RegularizedVectorXF: The index of const in basis.
IndPower(int, int) - Constructor for class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner.IndPower
inds - Variable in class com.polytechnik.utils.DataReadObservationVectorXF.AttribsPreparation
inds_xorig - Variable in class com.polytechnik.utils.RegularizedVectorX
inds_xorig - Variable in class com.polytechnik.utils.RegularizedVectorXF
indX - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization.EliminateVector
INFIN - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
integral - Variable in class com.polytechnik.utils.QUANC8
integrate(QUANC8.DoubleFunction, double, double, double, double, int) - Static method in class com.polytechnik.utils.QUANC8
integration_moments - Variable in class com.polytechnik.freemoney.WIntegrator: Integration moments.
IntervalSincePsiM - Class in com.polytechnik.trading: Since spike approach is back.
IntervalSincePsiM(int, double, double, double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, Function<double[], double[]>, Function<double[], double[]>, double[], double[], double) - Constructor for class com.polytechnik.trading.IntervalSincePsiM
IntPTRCompare - Interface in com.polytechnik.utils: An interface to compare array element indexes.
inverseOddCoefs(int, double[], double[]) - Static method in class com.polytechnik.freemoney.WIntegratorMonomials: Inverts the sign of the odd coefs ([1]:x,[3]:x^3,[5]:x^5, etc.) of a polynomial.
ip - Variable in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner
IQQt - Variable in class com.polytechnik.freemoney.IandDM: Gram matrix inverse.
isEmpty() - Method in class com.polytechnik.utils.LongHashMap: Returns true if this map contains no key-value mappings.
isPriceNotTheSame(double, double) - Static method in class com.polytechnik.trading.QVMData.ScanHelper
IstatesConditional - Class in com.polytechnik.utils: Find the <psi|I|psi> -> max state subject to the constraint: <psi|C|psi>=0.
IstatesConditional(int, double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.IstatesConditional
IstatesConditional.GetMaxIState - Class in com.polytechnik.utils: Try all eigenvectors available.
IstatesConditionalLocalized - Class in com.polytechnik.utils: Find the <psi|I|psi> -> max state among LOCALIZED psi(x)=Q(x)G^{-1}Q(yloc) subject to the constraint: <psi|C|psi>=0.
IstatesConditionalLocalized(int, double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.IstatesConditionalLocalized
IstatesConditionalLocalized.PriceMatchStorage - Class in com.polytechnik.utils: A class to store one <psi|C|psi>=0 localized at y match.
IstatesConditionalSameAverage - Class in com.polytechnik.utils: Find $ \left|\psi\right> $ state such that execution rate \[ \frac{\left<\psi|I| \psi\right>}{\left<\psi|\psi\right> } \xrightarrow[\psi]{\quad }\max \] is maximal, subject to constraints: \begin{align} 0&=\frac{\left<\psi|pI|\psi\right>}{\left<\psi|I|\psi\right>} -\, \frac{\left<\psi|pJ|\psi\right>}{\left<\psi|J|\psi\right>} \\ 1&=\left<\psi|\psi\right> \end{align} .
IstatesConditionalSameAverage(int, double[], double[], double[], double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.IstatesConditionalSameAverage
IstatesConditionalSameAverage.EVSelection - Class in com.polytechnik.utils: Given an input bQQconditional=bQQi+mu*bQQc matrix find it's eigenvectors and modify then to satisfy the constraint to obtain new |psi> candidates in several variants as per FindPsiConstrainedSameAverage.
IstatesConditionalSameAverage.GetMaxIState - Class in com.polytechnik.utils: Given an input FindPsiConstrainedSameAverage class it takes all it's adjusted FindPsiConstrainedSameAverage.psiConstrained states and select the one with maximal <psi|I|psi> among all the provided |psi> with the constraint satisfied.
IstatesConditionalSubspaceLinearConstraints - Class in com.polytechnik.utils: Find the <psi|I|psi> -> max state subject to the constraint: <psi|C|psi>=0.
IstatesConditionalSubspaceLinearConstraints(int, double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
IstatesConditionalSubspaceLinearConstraints.EVSelection - Class in com.polytechnik.utils
IstatesConditionalSubspaceLinearConstraints.GetMaxIStateAdj - Class in com.polytechnik.utils: For a given u try a number of adjustment methods, select the one, providing the maximal I after the constraint <psi|bQQc|psi>=0 is satisfied.
IstatesConditionalV2 - Class in com.polytechnik.utils: Find $ \left|\psi\right> $ state such that \[ \frac{\left<\psi|I| \psi\right>}{\left<\psi|\psi\right> } \xrightarrow[\psi]{\quad }\max \] subject to: \[ \left<\psi|C|\psi\right>=0 \] .
IstatesConditionalV2(int, double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.IstatesConditionalV2
IstatesConditionalV2.EVSelection - Class in com.polytechnik.utils: Given an input bQQconditional=bQQi+mu*bQQc matrix find it's eigenvectors and modify then to satisfy the constraint <psi|bQQc|psi>=0 to obtain new |psi> candidates in several variants as per FindPsiConstrainedSingleQuadratic0.
IstatesConditionalV2.GetMaxIState - Class in com.polytechnik.utils: Given an input FindPsiConstrainedSingleQuadratic0 class it takes all it's adjusted FindPsiConstrainedSingleQuadratic0.psiConstrained states and select the one with maximal <psi|I|psi> among all the provided |psi> with the constraint <psi|bQQc|psi>=0 satisfied.
ITERATIONS_KGOIterationalContractionMapping - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Currently broken.
ITERATIONS_KGOIterationalGEVAdj_Q_denominator - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Lagrange multipliers with custom denominator.
ITERATIONS_KGOIterationalLagrangeMultipliersInDenominatorU - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Lagrange multipliers in denominator.
ITERATIONS_KGOIterationalLagrangeMultipliersPartialSubspace - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Calculate Lagrange multipliers on subspace.
ITERATIONS_KGOIterationalLambda2 - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
ITERATIONS_KGOIterationalLinearConstraints - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
ITERATIONS_KGOIterationalLinearConstraintsE - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
ITERATIONS_KGOIterationalLinearConstraintsExtraDegreesOfFreedom - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
ITERATIONS_KGOIterationalMultipleTransforms - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: The same as KGOOptimizationResult.Approximation.ITERATIONS_KGOIterationalSimpleOptimizationU but uses different basis, the result shuld be the same.
ITERATIONS_KGOIterationalSimpleOptimizationU - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Lagrange multipliers iteration with $Q_{ij}=\delta_{ij}$.
ITERATIONS_KGOIterationalSubspaceLinearConstraints - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: The only iteration that works.
ITERATIONS_KGOIterationalTrySubspaceOrthogonal - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Lagrange multipliers and variate states orthogonal U.

J

J - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
J - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved

K

K - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
key - Variable in class com.polytechnik.utils.LongHashMap.Entry
Kf_COVERAGE - Enum constant in enum class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF.XSubspace
KGO - Class in com.polytechnik.kgo: A simple Knowledge Generalizing Operator model.
KGO() - Constructor for class com.polytechnik.kgo.KGO
KGOConfig - Class in com.polytechnik.kgo: Command line options for KGO, a class to read config.
KGOConfig(String[]) - Constructor for class com.polytechnik.kgo.KGOConfig
KGOEVSelection - Class in com.polytechnik.kgo: A container to store a vector corresponding to a KGO operator.
KGOEVSelection(int, double[], double, int, int) - Constructor for class com.polytechnik.kgo.KGOEVSelection
KGOEVSelectionSeparatelyExtraElements(int, double[], double, int, int) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.KGOEVSelectionSeparatelyExtraElements
KGOEVSelectionSeparatelyLast(int, double[], double, int, int) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraints.KGOEVSelectionSeparatelyLast
KGOEVSelectionSeparatelyLast(int, double[], double, int, int) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.KGOEVSelectionSeparatelyLast
KGOIterationalContractionMapping - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization.
KGOIterationalContractionMapping(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalContractionMapping
KGOIterationalGEVAdj_Q_denominator - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization, a different version of iteration.
KGOIterationalGEVAdj_Q_denominator(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalGEVAdj_Q_denominator
KGOIterationalLagrangeMultipliersInDenominatorU - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization, a try with Lagrange multipliers in the denominator; calculations directly in u_orig basis.
KGOIterationalLagrangeMultipliersInDenominatorU(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersInDenominatorU
KGOIterationalLagrangeMultipliersPartialSubspace - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization, partial space Lagrange multipliers calculation.
KGOIterationalLagrangeMultipliersPartialSubspace(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersPartialSubspace
KGOIterationalLambda2 - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization, a different version of lambda.
KGOIterationalLambda2(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalLambda2
KGOIterationalLambda2.LambdaCalculationMethod - Enum Class in com.polytechnik.kgo: Lambda calculation method.
KGOIterationalLinearConstraints - Class in com.polytechnik.kgo: A class to find KGO operator trying linear constraints.
KGOIterationalLinearConstraints(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraints
KGOIterationalLinearConstraints.KGOEVSelectionSeparatelyLast - Class in com.polytechnik.kgo
KGOIterationalLinearConstraints.LambdaLin - Class in com.polytechnik.kgo
KGOIterationalLinearConstraintsE - Class in com.polytechnik.kgo: A class to find KGO operator trying linear constraints.
KGOIterationalLinearConstraintsE(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraintsE
KGOIterationalLinearConstraintsE.KGOEVSelectionSeparatelyLast - Class in com.polytechnik.kgo
KGOIterationalLinearConstraintsE.LambdaLin - Class in com.polytechnik.kgo
KGOIterationalLinearConstraintsE.LambdaLin.SelectionChi - Enum Class in com.polytechnik.kgo: Lambda calculation method.
KGOIterationalLinearConstraintsExtraDegreesOfFreedom - Class in com.polytechnik.kgo: A class to find KGO operator using linear constraints and solving eigenproblem with nC extra degreed of freedom.
KGOIterationalLinearConstraintsExtraDegreesOfFreedom(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom
KGOIterationalLinearConstraintsExtraDegreesOfFreedom.KGOEVSelectionSeparatelyExtraElements - Class in com.polytechnik.kgo
KGOIterationalLinearConstraintsExtraDegreesOfFreedom.LambdaLin - Class in com.polytechnik.kgo
KGOIterationalMultipleTransforms - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization, directly in u_orig basis.
KGOIterationalMultipleTransforms(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalMultipleTransforms
KGOIterationalSimpleOptimizationU - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization, directly in u_orig basis.
KGOIterationalSimpleOptimizationU(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalSimpleOptimizationU
KGOIterationalSubspaceLinearConstraints - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization, a try with extra linear constraints incorporated with Gaussian elimination to incorporate linear constraints into generalized eigenvalue problem.
KGOIterationalSubspaceLinearConstraints(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalSubspaceLinearConstraints
KGOIterationalTrySubspaceOrthogonal - Class in com.polytechnik.kgo: A Knowledge Generalized Operator iteration optimization, a try with extra linear constraints incorporated with Gaussian elimination.
KGOIterationalTrySubspaceOrthogonal(int, int, double[], double) - Constructor for class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal
KGOIterationalTrySubspaceOrthogonal.LinConstraint - Enum Class in com.polytechnik.kgo: Possible linear constraints to apply.
KGOOptimizationResult - Class in com.polytechnik.kgo: A Knowledge Generalized Operator optimization result.
KGOOptimizationResult(int, int, double[], KGOEVSelection, UAdjustment, KGOOptimizationResult.Approximation) - Constructor for class com.polytechnik.kgo.KGOOptimizationResult
KGOOptimizationResult.Approximation - Enum Class in com.polytechnik.kgo: The list of possible approximations.
KGOSolutionVectorXVectorF - Class in com.polytechnik.kgo: Knowledge Generalizing Operator solution to a vector X to vector F problem.
KGOSolutionVectorXVectorF(DataReadObservationVectorXVectorF, RegularizationMethod, RegularizationMethod, KGOOptimizationResult.Approximation, SKFromSampleCalculationMethod, double) - Constructor for class com.polytechnik.kgo.KGOSolutionVectorXVectorF
KGOSubspaceSolutionVectorXVectorF - Class in com.polytechnik.kgo: Knowledge Generalizing Operator solution to a vector X to vector F problem.
KGOSubspaceSolutionVectorXVectorF(DataReadObservationVectorXVectorF, RegularizationMethod, RegularizationMethod, KGOOptimizationResult.Approximation, KGOSubspaceSolutionVectorXVectorF.XSubspace, double) - Constructor for class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
KGOSubspaceSolutionVectorXVectorF.XSubspace - Enum Class in com.polytechnik.kgo: The list of implemented subspaces.
KronrodQuadrature(double[], double[], double[], double[], double[], double[]) - Constructor for class com.polytechnik.utils.Quadrature.KronrodQuadrature
kt - Variable in class com.polytechnik.utils.LogPolynomialsRatio
kt - Variable in class com.polytechnik.utils.PolynomialsRatio
kv - Variable in class com.polytechnik.utils.LogPolynomialsRatio

L

L4NOM - Variable in class com.polytechnik.utils.DiffSkewness
label - Variable in class com.polytechnik.utils.ObservationVectorXF
label - Variable in class com.polytechnik.utils.ObservationVectorXVectorF
LagrangeMultiplier_M - Variable in class com.polytechnik.utils.IstatesConditional
LagrangeMultiplier_M - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: Lagrange multiplier value.
LagrangeMultiplier_M - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
LagrangeMultiplier_M - Variable in class com.polytechnik.utils.IstatesConditionalV2: Lagrange multiplier value.
LagrangeMultipliersPartialSubspace - Class in com.polytechnik.kgo: A class to handle Lagrange multipliers in partial subspace.
LagrangeMultipliersPartialSubspace() - Constructor for class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace
LagrangeMultipliersPartialSubspace.LinearSystemCoefficients - Class in com.polytechnik.kgo: Store linear system coefficeints.
Laguerre - Class in com.polytechnik.utils: Laguerre polynomials.
Laguerre() - Constructor for class com.polytechnik.utils.Laguerre
Laguerre_POLS - Static variable in class com.polytechnik.trading.QVMDataL
Laguerre.TestBasisLaguerre - Class in com.polytechnik.utils: A class for unit test.
lambda - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
lambda - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
lambda - Variable in class com.polytechnik.utils.IstatesConditional.GetMaxIState
lambda_i - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage.EVSelection: The value of eigenvalue corresponding to eigenvector selected.
lambda_i - Variable in class com.polytechnik.utils.IstatesConditionalV2.EVSelection: The value of eigenvalue corresponding to eigenvector selected.
lambda_i_M - Variable in class com.polytechnik.utils.IstatesConditional
lambda_i_M - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: Last value of eigenvalue, in case of algorithm convergence matches to IstatesConditionalSameAverage.i_M.
lambda_i_M - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
lambda_i_M - Variable in class com.polytechnik.utils.IstatesConditionalV2: Last value of eigenstate, in case of algorithm convergence matches to IstatesConditionalV2.i_M.
lambda_pnlMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
lambda_PnLMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation: In case of good convergence matches MaximizeStandardDeviation.PnLMax exactly.
LambdaCalculationMethod() - Constructor for enum class com.polytechnik.kgo.KGOIterationalLambda2.LambdaCalculationMethod
LambdaLin(double[][], double[]) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.LambdaLin
LambdaLin(double[], double, double, double) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraints.LambdaLin
LambdaLin(double[], double, double, double) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin
LambdaLin(int) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraints.LambdaLin
LambdaLin(int) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin
LambdaLin(int, int) - Constructor for class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.LambdaLin
last_cleared_before - Variable in class com.polytechnik.utils.CircularList
lastValue() - Method in class com.polytechnik.utils.LongTreeValueMapTest
leastSquaresO(double[], RegularizedVectorX, double[]) - Static method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
LebesgueQuadratureJointDistribution - Class in com.polytechnik.utils: Store Lebesgue quadrature.
LebesgueQuadratureJointDistribution(LebesgueQuadratureWithEVData, LebesgueQuadratureWithEVData) - Constructor for class com.polytechnik.utils.LebesgueQuadratureJointDistribution
LebesgueQuadratureWithEVData - Class in com.polytechnik.utils: Store Lebesgue quadrature.
LebesgueQuadratureWithEVData(int, double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Constructor for class com.polytechnik.utils.LebesgueQuadratureWithEVData
Legendre - Class in com.polytechnik.utils: Legendre polynomials in [-1:1] interval.
Legendre() - Constructor for class com.polytechnik.utils.Legendre
LegendreShifted - Class in com.polytechnik.utils: Legendre polynomials shifted to [0:1] interval.
LegendreShifted() - Constructor for class com.polytechnik.utils.LegendreShifted
LegendreShifted_POLS - Static variable in class com.polytechnik.trading.QVMDataP
LegendreShifted.TestBasisLegendreShifted - Class in com.polytechnik.utils: A class for unit test.
LIN - Enum constant in enum class com.polytechnik.utils.RegularizationMethod
LinConstraint() - Constructor for enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint
LinearConstraints - Class in com.polytechnik.kgo: A class to calculated various linear constraints.
LinearConstraints() - Constructor for class com.polytechnik.kgo.LinearConstraints
LinearSystemCoefficients(int, int, double[], double[], double[][]) - Constructor for class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace.LinearSystemCoefficients
Linsystems - Class in com.polytechnik.utils: Linear system solver.
Linsystems() - Constructor for class com.polytechnik.utils.Linsystems
LISTEV_EVADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
LISTEV_NOADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
LISTEV_SVDADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
LO - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
loadFactor - Variable in class com.polytechnik.utils.LongHashMap: The load factor for the hash table.
LOG_BASE - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
LogPolynomialsRatio - Class in com.polytechnik.utils: Two Roots finder.
LogPolynomialsRatio(double[], double[], BasisFunctionsCalculatable) - Constructor for class com.polytechnik.utils.LogPolynomialsRatio
LongHashMap<V> - Class in com.polytechnik.utils: This is a copy of java.util.HashMap which uses longs as keys instead of Objects.
LongHashMap() - Constructor for class com.polytechnik.utils.LongHashMap: Constructs a new, empty map with a default capacity and load factor, which is 0.75.
LongHashMap(int) - Constructor for class com.polytechnik.utils.LongHashMap: Constructs a new, empty map with the specified initial capacity and default load factor, which is 0.75.
LongHashMap(int, float) - Constructor for class com.polytechnik.utils.LongHashMap: Constructs a new, empty map with the specified initial capacity and the specified load factor.
LongHashMap.Entry<V> - Class in com.polytechnik.utils
LongHashMap.TLongObjectProcedure<V> - Interface in com.polytechnik.utils
LongTreeValueMapTest<V> - Class in com.polytechnik.utils: An unoptimized TreeMap, just for testing.
LongTreeValueMapTest(Comparator<V>) - Constructor for class com.polytechnik.utils.LongTreeValueMapTest
LSQ_EVADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Adjust least squares to unitary with Gram matrix eigenstates.
LSQ_NOADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Non-adjusted, regular least squares.
LSQ_SVDADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Adjust least squares to unitary with SVD.
LSQ_SVDADJ_CHECKSIGNS - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
LZI - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
LZR - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG

M

m - Variable in class com.polytechnik.kgo.ApplyFunToMatrix
m - Variable in class com.polytechnik.utils.EVSolver.SVDResult
m - Variable in class com.polytechnik.utils.IstatesConditional.GetMaxIState
m - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.GetMaxIStateAdj: Lagrange multiplier.
M - Variable in class com.polytechnik.trading.PnLInPsiHstate
M - Variable in class com.polytechnik.utils.DiffSkewness
M - Variable in class com.polytechnik.utils.LebesgueQuadratureWithEVData
M - Variable in class com.polytechnik.utils.TestOptimizationPsi
M_A - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_AD - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_DAwT - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_DAwV - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_DP - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_DPMINUS - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_DPPLUS - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_DPwT - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_DPwV - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_I - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_IBUY - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_ISELL - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_O - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_RTS - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_RVS - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_T - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_TAUIBUY - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_TAUISELL - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_TDP - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_TI - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_TS - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_VdPdt - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
M_VS - Static variable in interface com.polytechnik.trading.DataInterfaceDirectTradesHistorical: Timeserie ID.
main(String[]) - Static method in class com.polytechnik.kgo.DemoRecoverMapping
main(String[]) - Static method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq
main(String[]) - Static method in class com.polytechnik.kgo.DemoScalarInterpolation
main(String[]) - Static method in class com.polytechnik.kgo.KGO: A driver for Knowledge Generalizing Operator model.
main(String[]) - Static method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: Trivial test run once.
main(String[]) - Static method in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: Trivial test run once.
main(String[]) - Static method in class com.polytechnik.kgo.TestDirectProjection
main(String[]) - Static method in class com.polytechnik.kgo.TestKGO
main(String[]) - Static method in class com.polytechnik.kgo.TestKGOAll
main(String[]) - Static method in class com.polytechnik.lapack.Eigenvalues_JNI_lapacke
main(String[]) - Static method in class com.polytechnik.lapack.Eigenvalues
main(String[]) - Static method in class com.polytechnik.lapack310.Eigenvalues
main(String[]) - Static method in class com.polytechnik.trading.QVMData
main(String[]) - Static method in class com.polytechnik.trading.QVMDataL
main(String[]) - Static method in class com.polytechnik.trading.QVMDataP
main(String[]) - Static method in class com.polytechnik.utils.Chebyshev: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.CircularList
main(String[]) - Static method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.HermiteE: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.IstatesConditional: Unit test.
main(String[]) - Static method in class com.polytechnik.utils.IstatesConditionalLocalized: Unit test.
main(String[]) - Static method in class com.polytechnik.utils.IstatesConditionalSameAverage: Unit test.
main(String[]) - Static method in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints: Unit test.
main(String[]) - Static method in class com.polytechnik.utils.IstatesConditionalV2: Unit test.
main(String[]) - Static method in class com.polytechnik.utils.Laguerre: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.Legendre: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.LegendreShifted: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.Linsystems: Simple test.
main(String[]) - Static method in class com.polytechnik.utils.LongHashMap
main(String[]) - Static method in class com.polytechnik.utils.LongTreeValueMapTest
main(String[]) - Static method in class com.polytechnik.utils.MaximizeStandardDeviation: Unit test.
main(String[]) - Static method in class com.polytechnik.utils.Monomials: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsChebyshevBasis: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsHermiteEBasis: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsLaguerreBasis: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsLegendreBasis: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsLegendreShiftedBasis: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsMonomialsBasis: A unit test.
main(String[]) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsRecurrenceABBasis: Unit test orthogonal polynomials in a general 3 term recurrence basis.
main(String[]) - Static method in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
main(String[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
main(String[]) - Static method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: Unit Test.
main(String[]) - Static method in class com.polytechnik.utils.Polynomials
main(String[]) - Static method in class com.polytechnik.utils.Progonka3
main(String[]) - Static method in class com.polytechnik.utils.Progonka5
main(String[]) - Static method in class com.polytechnik.utils.QUANC8
main(String[]) - Static method in class com.polytechnik.utils.RayleighQuotient
main(String[]) - Static method in class com.polytechnik.utils.RecurrenceAB: Unit test a general 3 term recurrence basis.
main(String[]) - Static method in class com.polytechnik.utils.RecurrenceABWithMultiplicationCached: Unit test a general 3 term recurrence basis with cached multiplication.
main(String[]) - Static method in class com.polytechnik.utils.RN: The driver for Radon--Nikodym.
main(String[]) - Static method in class com.polytechnik.utils.SortArrays
main(String[]) - Static method in class com.polytechnik.utils.TestRN
main(String[]) - Static method in class com.polytechnik.utils.TMatr
main(String[]) - Static method in class com.polytechnik.utils.UnitTests
makeSampleDegenerate(DataReadObservationVectorXF, int, int, Random) - Static method in class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF
makeSampleDegenerate(DataReadObservationVectorXVectorF, int, int, int, int, Random) - Static method in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
match(PFuture, PFuture, double) - Static method in class com.polytechnik.freemoney.PFuture
match(SplitdIdt.SplitData, SplitdIdt.SplitData, double) - Static method in class com.polytechnik.freemoney.SplitdIdt.SplitData: For unit test.
match(IntervalSincePsiM, IntervalSincePsiM, double) - Static method in class com.polytechnik.trading.IntervalSincePsiM
match(SplitdIHdt, SplitdIHdt, double) - Static method in class com.polytechnik.trading.SplitdIHdt: For unit test.
matchArrayFunctionOnTwoSamples(String, DataReadObservationVectorXVectorF, Function<ObservationVectorXVectorF, double[]>, DataReadObservationVectorXVectorF, Function<ObservationVectorXVectorF, double[]>, double) - Static method in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
matchDataRegualizedAndRN(Function<DataReadObservationVectorXF, RegularizedVectorXF>, RegularizedVectorXF, RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
matchDirectProjection(KGOSolutionVectorXVectorF, DataReadObservationVectorXVectorF, double) - Static method in class com.polytechnik.kgo.TestKGO
matches - Variable in class com.polytechnik.utils.IstatesConditionalLocalized: All localized states corresponding to <psi|C|psi>=0.
matchEVXData(EVXData, EVXData, boolean, boolean, double) - Static method in class com.polytechnik.utils.EVXData
matchEVXData(EVXData, EVXData, boolean, double) - Static method in class com.polytechnik.utils.EVXData
matchEVXData(EVXData, EVXData, double) - Static method in class com.polytechnik.utils.EVXData
matchFreeMoneyForAll(IntervalSincePsiM, FreeMoneyForAll, double) - Static method in class com.polytechnik.trading.IntervalSincePsiM
matchFunctionOnTwoSamples(String, DataReadObservationVectorXVectorF, ToDoubleFunction<ObservationVectorXVectorF>, DataReadObservationVectorXVectorF, ToDoubleFunction<ObservationVectorXVectorF>, double) - Static method in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
matchIstatesConditional(IstatesConditional, IstatesConditional, double) - Static method in class com.polytechnik.utils.IstatesConditional: For unit test.
matchIstatesConditionalSubspaceLinearConstraints(IstatesConditionalSubspaceLinearConstraints, IstatesConditionalSubspaceLinearConstraints, double) - Static method in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints: For unit test.
matchKGOValues(KGOSolutionVectorXVectorF, DataReadObservationVectorXVectorF, KGOSolutionVectorXVectorF, DataReadObservationVectorXVectorF, boolean) - Method in class com.polytechnik.kgo.TestKGO
matchMatrices(DataReadObservationVectorXVectorF, double) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
matchmul(double[], double[], double[], double[]) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable: Check p==d*q+r.
matchmul(double[], double[], double[], double[], double) - Static method in class com.polytechnik.utils.Polynomials: Check p==d*q+r.
matchPnLInPsiHstate(PnLInPsiHstate<?>, PnLInPsiHstate<?>, double) - Static method in class com.polytechnik.trading.PnLInPsiHstate
matchProbabilityCorrelation(ProbabilityCorrelation, ProbabilityCorrelation, double) - Static method in class com.polytechnik.utils.ProbabilityCorrelation
matchProbabilityCorrelationWithOffset(ProbabilityCorrelation, double, ProbabilityCorrelation, double, double) - Static method in class com.polytechnik.utils.ProbabilityCorrelation
matchRNValues(RadonNikodymSpectralModel, DataReadObservationVectorXF, RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
matchSampleValues(DataReadObservationVectorXVectorF, double) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
matchSkewness(Skewness, Skewness, double) - Static method in class com.polytechnik.utils.Skewness
matchTwoDataSets(Function<DataReadObservationVectorXF, RegularizedVectorXF>, DataReadObservationVectorXF, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
matchTwoKGO(KGOSolutionVectorXVectorF, DataReadObservationVectorXVectorF, KGOSolutionVectorXVectorF, DataReadObservationVectorXVectorF, boolean) - Method in class com.polytechnik.kgo.TestKGO
matchTwoRN(RadonNikodymSpectralModel, DataReadObservationVectorXF, RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
matchWithTest(String, QVMDataL, Trade[], int, double) - Static method in class com.polytechnik.trading.QVMDataL
matchWithTest(String, QVMDataP, Trade[], int, double) - Static method in class com.polytechnik.trading.QVMDataP
matchWithTest(String, QVMData, Trade[], int, double) - Static method in class com.polytechnik.trading.QVMData
MatricesFromPI - Class in com.polytechnik.freemoney: A helper class to calculate commonly used matrices from volume-weighted sampled moments using integration by parts.
MatricesFromPI() - Constructor for class com.polytechnik.freemoney.MatricesFromPI
MatricesFromPI.GetPsiDpsiFactor - Interface in com.polytechnik.freemoney
matrLinSystem - Variable in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace.LinearSystemCoefficients
matrnormalized - Variable in class com.polytechnik.utils.DataReadObservationVectorXF.AttribsPreparation
max_multiindex - Variable in class com.polytechnik.utils.RNConfig
max_multiindex_f - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
max_multiindex_f - Variable in class com.polytechnik.kgo.KGOConfig
max_multiindex_x - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
max_multiindex_x - Variable in class com.polytechnik.kgo.KGOConfig
MAXDEGREE - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
MAXEV_EVADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
MAXEV_NOADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
MAXEV_SVDADJ - Enum constant in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
MaximizeStandardDeviation - Class in com.polytechnik.utils: Find $ \left|\psi\right> $ state such that \[ P\&L=\frac{\left<\psi|(p-\mathtt{pa})^2 I| \psi\right>}{\left<\psi|\psi\right> } \xrightarrow[\psi]{\quad }\max \] subject to: \[ \left<\psi|(p-\mathtt{pa}) I|\psi\right>=0 \] The constant $ \mathtt{pa}=\left<\psi|p I|\psi\right>/\left<\psi|I|\psi\right> $ is average price in $ \left|\psi\right> $ state.
MaximizeStandardDeviation(int, double[], double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.utils.MaximizeStandardDeviation
MaximizeStandardDeviation.EVSelection - Class in com.polytechnik.utils: As the state corresponding to maximal $ P\&L $ is not necessary the maximal eigenvalue state due to average price offset -- check all the eigenstates.
MaximizeStandardDeviation.StandardDeviationForPsi - Class in com.polytechnik.utils: A helper class: calculate standard deviation for a set of $ \left|\psi\right> $ states.
MB - Static variable in class com.polytechnik.utils.DiffSkewness
MB - Static variable in class com.polytechnik.utils.Skewness
METHOD - Static variable in enum class com.polytechnik.kgo.KGOIterationalLambda2.LambdaCalculationMethod
mi - Variable in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner
MIN_eVectorLastElement - Static variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints
minuspmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
minuspmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
minuspmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
MIScanner(int) - Constructor for class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner
MiscTests(SMomentsData) - Constructor for class com.polytechnik.trading.PnLInPsiHstate.MiscTests
modCount - Variable in class com.polytechnik.utils.LongHashMap: The number of times this HashMap has been structurally modified Structural modifications are those that change the number of mappings in the HashMap or otherwise modify its internal structure (e.g., rehash).
MOM_A - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_AD - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
mom_b - Variable in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
MOM_DAT - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_DAV - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_DP - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_DPMINUS - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_DPPLUS - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_DPT - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_DPV - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_dT - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_dV - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
mom_p - Variable in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
MOM_RTS - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_RVS - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_TAUIBUY - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_TAUISELL - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_TDP - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_TdV - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_TS - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_VBUY - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_VdPdt - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_VS - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
MOM_VSELL - Static variable in class com.polytechnik.trading.QVMData: Possible moment whatmom for QVMData.shiftOffset(double, double, double, int).
Monomials - Class in com.polytechnik.utils: Monomials polynomials basis, using $ T_n = x*T_{n-1} $.
Monomials() - Constructor for class com.polytechnik.utils.Monomials
MRE - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
mSum - Variable in class com.polytechnik.kgo.ContributingSubspaceMaxCoverage
MT - Variable in class com.polytechnik.trading.PnLInPsiHstate: Misc tests.
mu_PnLMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation: Lagrange multiplier (has a dimension of price change).
MUL_B - Enum constant in enum class com.polytechnik.kgo.KGOIterationalLambda2.LambdaCalculationMethod
MUL_ITSELF - Enum constant in enum class com.polytechnik.kgo.KGOIterationalLambda2.LambdaCalculationMethod
mul_MA_x_MB(int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr
mul_MA_x_MBTrans(int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr
mul_MATrans_x_MB(int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr
mul_MATrans_x_MBTrans(int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr
MUL_U_ADJ - Enum constant in enum class com.polytechnik.kgo.KGOIterationalLambda2.LambdaCalculationMethod
mulMatrices(int, double[][]) - Static method in class com.polytechnik.utils.TMatr: Multiply several matrices res=matrs[0] x matrs[1] x matrs[2] ...
mulMM(int, double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Multiply 2 matrices.
mulMMM(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Multiply 3 matrices.
mult2Pol(double[], double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Multiply two polynomials in basis using BasisFunctionsMultipliable.setQlQmExpansionCoefs(int,int,double []) operator.
mult2Pol(double[], double[]) - Static method in class com.polytechnik.utils.Polynomials
mult2Pol(double[], double[]) - Method in class com.polytechnik.utils.RecurrenceAB
mult2Pol(double[], double[]) - Method in class com.polytechnik.utils.RecurrenceABWithMultiplicationCached
mult2PolTest(double[], double[]) - Static method in class com.polytechnik.utils.Polynomials
MultipleOrthogonalityQuadrature(double[], double[], double[], double[][]) - Constructor for class com.polytechnik.utils.Quadrature.MultipleOrthogonalityQuadrature
MultipleTransformHelpers - Class in com.polytechnik.kgo: A helper class for unit tests and obsolete functions used in KGOIterationalMultipleTransforms.
MultipleTransformHelpers() - Constructor for class com.polytechnik.kgo.MultipleTransformHelpers
multiplier - Variable in class com.polytechnik.utils.BasisFunctionsMultiplicationCache
multiply_MA_x_MB(double[], int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr: r[i*sB+j]=$\sum_{k=0}^{k=s-1} A[i*s+k]*B[k*sB+j] ; i=[0\dots sA-1], j=[0\dots sB-1]$; A: sA x s matrix, B: s x sB matrix, r: sA x sB matrix.
multiply_MA_x_MB(double[], int, double[], int, int, int, double[], int, int, int) - Static method in class com.polytechnik.utils.TMatr: r[i*sB+j]=\sum_{k=0}^{k=s-1} A[i*ldA+k]*B[k*ldB+j] ; i=[0..sA-1], j=[0..sB-1].
multiply_MA_x_MBTrans(double[], int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr: r[i*sB+j]=$\sum_{k=0}^{k=s-1} A[i*s+k]*B[j*s+k] ; i=[0\dots sA-1], j=[0\dots sB-1]$; A: sA x s matrix, B: sB x s matrix, r: sA x sB matrix.
multiply_MA_x_MBTrans(double[], int, double[], int, int, int, double[], int, int, int) - Static method in class com.polytechnik.utils.TMatr: r[i*sB+j]=\sum_{k=0}^{k=s-1} A[i*ldA+k]*B[j*ldB+k] ; i=[0..sA-1], j=[0..sB-1].
multiply_MATrans_x_MB(double[], int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr: r[i*sB+j]=$ \sum_{k=0}^{k=s-1} A[k*sA+i]*B[k*sB+j] ; i=[0\dots sA-1], j=[0\dots sB-1] $; A: s x sA matrix, B: s x sB matrix, r: sA x sB matrix.
multiply_MATrans_x_MB(double[], int, double[], int, int, int, double[], int, int, int) - Static method in class com.polytechnik.utils.TMatr: r[i*sB+j]=\sum_{k=0}^{k=s-1} A[k*ldA+i]*B[k*ldB+j] ; i=[0..sA-1], j=[0..sB-1].
multiply_MATrans_x_MBTrans(double[], int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr: r[i*sB+j]=$ \sum_{k=0}^{k=s-1} A[k*sA+i]*B[j*s+k] ; i=[0\dots sA-1], j=[0\dots sB-1] $; A: s x sA matrix, B: sB x s matrix, r: sA x sB matrix.
multiply_MATrans_x_MBTrans(double[], int, double[], int, int, int, double[], int, int, int) - Static method in class com.polytechnik.utils.TMatr: r[i*sB+j]=\sum_{k=0}^{k=s-1} A[k*ldA+i]*B[j*ldB+k] ; i=[0..sA-1], j=[0..sB-1].
mulV2V(double[], double[]) - Static method in class com.polytechnik.utils.TMatr
mulV2Vn1(double[], double[]) - Static method in class com.polytechnik.utils.TMatr
mulVV(double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Scalar product of two arrays of equal dimension.
mulVV(int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr
mulVVn(int, double[], double[]) - Static method in class com.polytechnik.utils.TMatr
mulVVn1(double[], double[]) - Static method in class com.polytechnik.utils.TMatr: Scalar product of two arrays of equal dimension, the number of elements is taken from first array dimension: sum a[k]*b[k] ; k=0 to the length of a.
mulVVV(double[], double[], double[]) - Static method in class com.polytechnik.utils.TMatr
mulVVV(int, double[], int, double[], int, double[], int) - Static method in class com.polytechnik.utils.TMatr

N

n - Variable in class com.polytechnik.freemoney.SplitdIdt
n - Variable in class com.polytechnik.kgo.DemoRecoverMapping.GramSchmidtTest
n - Variable in class com.polytechnik.utils.EVSolver.SVDResult
n - Variable in class com.polytechnik.utils.RayleighQuotient.RQFact
n - Variable in class com.polytechnik.utils.TestOptimizationPsi
n_elements - Variable in class com.polytechnik.utils.CircularList
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalContractionMapping
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalGEVAdj_Q_denominator
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersInDenominatorU
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalLagrangeMultipliersPartialSubspace
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalLambda2
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalMultipleTransforms
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalSimpleOptimizationU
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalSubspaceLinearConstraints
N_iterations - Static variable in class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal
N_iterations - Static variable in class com.polytechnik.utils.IstatesConditional
N_iterations - Static variable in class com.polytechnik.utils.IstatesConditionalSameAverage
N_iterations - Static variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
N_iterations - Static variable in class com.polytechnik.utils.IstatesConditionalV2
N_iterations - Static variable in class com.polytechnik.utils.MaximizeStandardDeviation
n_real_roots - Variable in class com.polytechnik.utils.IstatesConditionalLocalized
name - Variable in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
name - Variable in class com.polytechnik.utils.ReadWriteUtils.ReadNameValue
name - Variable in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
nC - Variable in class com.polytechnik.kgo.ApplyFunToMatrix
nC - Variable in class com.polytechnik.kgo.KGOEVSelection: The dimensions, eVector.length=nX*nC.
ndeg - Variable in class com.polytechnik.utils.DegAndNDeg
ndpsi - Variable in class com.polytechnik.utils.RayleighQuotient.RQVariationInMatrixForm
nEliminated - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization: The number of eliminated variables, equals to the rank of conditions matrix.
neq - Variable in class com.polytechnik.utils.EVXData
NevaiOperator - Class in com.polytechnik.utils: Calculate Nevai operator from moments.
NevaiOperator() - Constructor for class com.polytechnik.utils.NevaiOperator
newest(int, int, int) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: COMPUTE NEW ESTIMATES OF THE QUADRATIC COEFFICIENTS USING THE SCALARS COMPUTED IN CALCSC.
newest_uu - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
newest_vv - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
next - Variable in class com.polytechnik.utils.LongHashMap.Entry
nextk(int, int) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: COMPUTES THE NEXT K POLYNOMIALS USING SCALARS COMPUTED IN CALCSC.
nF - Variable in class com.polytechnik.kgo.DemoRecoverMapping.Res
nF - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res
nF - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
nF - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
nF - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
nobservables - Variable in class com.polytechnik.freemoney.WIntegrator: Timeseries number.
nodespolynomial - Variable in class com.polytechnik.utils.Quadrature.GaussQuadratureWithNodesPolynomialData
nodespolynomial - Variable in class com.polytechnik.utils.Quadrature.MultipleOrthogonalityQuadrature
nofun - Variable in class com.polytechnik.utils.QUANC8
NOM - Variable in class com.polytechnik.utils.DiffSkewness
NOM - Variable in class com.polytechnik.utils.PolynomialsSQRatio
NONE - Enum constant in enum class com.polytechnik.utils.RegularizationMethod
noriginal - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel
noriginal - Variable in class com.polytechnik.utils.RegularizedVectorX
noriginal - Variable in class com.polytechnik.utils.RegularizedVectorXF
norm - Variable in class com.polytechnik.utils.DataReadObservationVectorXF.AttribsPreparation
normalizedconstbasisfunction - Variable in class com.polytechnik.utils.RegularizedVectorX
normalizedconstbasisfunction - Variable in class com.polytechnik.utils.RegularizedVectorXF
npm - Variable in class com.polytechnik.trading.QVMData
npm - Variable in class com.polytechnik.trading.QVMDataL
npm - Variable in class com.polytechnik.trading.QVMDataP
nroots - Variable in class com.polytechnik.utils.PolynomialRootsFinder.PRoots
ntm - Variable in class com.polytechnik.freemoney.WIntegrator: The number of moments <fQk> to calculate, k=0 … ntm-1.
ntm - Variable in class com.polytechnik.trading.QVMData
ntm - Variable in class com.polytechnik.trading.QVMDataL
ntm - Variable in class com.polytechnik.trading.QVMDataP
numAk() - Method in class com.polytechnik.utils.RecurrenceAB: The number of a_k available.
numAk() - Method in interface com.polytechnik.utils.ThreeTermRecurrenceCalculatable: The number of a_k available, there is one less b_k available.
nvm - Variable in class com.polytechnik.trading.QVMData
nX - Variable in class com.polytechnik.kgo.ApplyFunToGramMatrix
nX - Variable in class com.polytechnik.kgo.DemoRecoverMapping.Res
nX - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res
nX - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
nX - Variable in class com.polytechnik.kgo.KGOEVSelection: The dimensions, eVector.length=nX*nC.
nX - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
nX - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
nX - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel
nX - Variable in class com.polytechnik.utils.RegularizedVectorX
nX - Variable in class com.polytechnik.utils.RegularizedVectorXF

O

O - Variable in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
o_o - Variable in class com.polytechnik.utils.EVXData
ObservationVectorXF - Class in com.polytechnik.utils: A class to store one point read data.
ObservationVectorXF(String, double[], double, double) - Constructor for class com.polytechnik.utils.ObservationVectorXF
ObservationVectorXVectorF - Class in com.polytechnik.utils: A class to store one point read data.
ObservationVectorXVectorF(String, double[], double[], double) - Constructor for class com.polytechnik.utils.ObservationVectorXVectorF
ObservationVectorXVectorF_WithExtra(String, double[], double[], double, ObservationVectorXF) - Constructor for class com.polytechnik.kgo.DemoScalarInterpolation.ObservationVectorXVectorF_WithExtra
odata - Variable in class com.polytechnik.trading.PnLInPsiHstate: "Regular", not scalp--moments.
OLD_p0I - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
OLD_p0t - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
OLD_pi0 - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
OLD_svar - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
OLD_svar_feq - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
OLD_svar_pt - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
OLD_svar_pt_feq - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
ONE - Variable in class com.polytechnik.utils.DiffSkewness
one_spurM - Variable in class com.polytechnik.freemoney.PFuture: The value of $ \mathrm{Spur}\left\|\rho_{IH}\right\|= 0-\left\langle\psi\middle|T\middle|\psi\right\rangle $.
OneCTIstate(int, int, double, double[], double[], double[], double[], double[]) - Constructor for class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
OneIState(double[], int, double[], double[], double[]) - Constructor for class com.polytechnik.trading.PnLInPsiHstate.OneIState
OneStateSaved(int, int, double[], double[], double[], double[], double[]) - Constructor for class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
opt(String) - Static method in enum class com.polytechnik.utils.RegularizationMethod
opts_remained_unprocessed - Variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
opts_remained_unprocessed - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
opts_remained_unprocessed - Variable in class com.polytechnik.kgo.KGOConfig
opts_remained_unprocessed - Variable in class com.polytechnik.utils.RNConfig
order - Variable in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner.IndPower
orig - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.ObservationVectorXVectorF_WithExtra
orig_bpsi - Variable in class com.polytechnik.utils.FindPsiConstrainedSameAverage
orig_bpsi - Variable in class com.polytechnik.utils.FindPsiConstrainedSingleQuadratic0
orig_constraint - Variable in class com.polytechnik.utils.FindPsiConstrainedSameAverage
orig_constraint - Variable in class com.polytechnik.utils.FindPsiConstrainedSingleQuadratic0
orig_constraint - Variable in class com.polytechnik.utils.IstatesConditional.GetMaxIState
orig_constraint - Variable in class com.polytechnik.utils.IstatesConditional
orig_constraint - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints.GetMaxIStateAdj
orig_constraint - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
originalUNorm - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints.KGOEVSelectionSeparatelyLast
originalUNorm - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.KGOEVSelectionSeparatelyLast
originalUNorm - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.KGOEVSelectionSeparatelyExtraElements
origIndex - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.StandardDeviationForPsi
origmoments - Variable in class com.polytechnik.utils.DiffSkewness
orthogonalizeU(int, int, double[]) - Static method in class com.polytechnik.kgo.TestKGO
OrthogonalPolynomialsBasisFunctionsCalculatable<T> - Class in com.polytechnik.utils: Construct orthogonal polynomials in a given basis.
OrthogonalPolynomialsBasisFunctionsCalculatable(T) - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable
OrthogonalPolynomialsChebyshevBasis - Class in com.polytechnik.utils: Manupulate orthogonal polynomials using Chebyshev polynomials as basis.
OrthogonalPolynomialsChebyshevBasis() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsChebyshevBasis
OrthogonalPolynomialsChebyshevBasis.TestChebyshevInMonomials - Class in com.polytechnik.utils
OrthogonalPolynomialsHermiteEBasis - Class in com.polytechnik.utils: Manupulate orthogonal polynomials using Hermite polynomials as basis.
OrthogonalPolynomialsHermiteEBasis() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsHermiteEBasis
OrthogonalPolynomialsHermiteEBasis.TestHermiteEInMonomials - Class in com.polytechnik.utils
OrthogonalPolynomialsLaguerreBasis - Class in com.polytechnik.utils: Manupulate orthogonal polynomials using Laguerre polynomials as basis.
OrthogonalPolynomialsLaguerreBasis() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsLaguerreBasis
OrthogonalPolynomialsLegendreBasis - Class in com.polytechnik.utils: Manupulate orthogonal polynomials using Legendre polynomials as basis.
OrthogonalPolynomialsLegendreBasis() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsLegendreBasis
OrthogonalPolynomialsLegendreShiftedBasis - Class in com.polytechnik.utils: Manupulate orthogonal polynomials using shifted Legendre as basis.
OrthogonalPolynomialsLegendreShiftedBasis() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsLegendreShiftedBasis
OrthogonalPolynomialsMonomialsBasis - Class in com.polytechnik.utils: Manupulate orthogonal polynomials using Monomials as basis.
OrthogonalPolynomialsMonomialsBasis() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsMonomialsBasis
OrthogonalPolynomialsRecurrenceABBasis - Class in com.polytechnik.utils: Construct orthogonal polynomials (typically from sampled data) in the basis determined by given three term recurrence coefficients.
OrthogonalPolynomialsRecurrenceABBasis(RecurrenceAB) - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsRecurrenceABBasis
output_files_prefix - Variable in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig: In/Out file related info.
output_files_prefix - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig: In/Out file related info.
output_files_prefix - Variable in class com.polytechnik.kgo.KGOConfig: In/Out file related info.
output_files_prefix - Variable in class com.polytechnik.utils.RNConfig

P

P - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.FPRes
P - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
P_for_IH_lastsaved - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments: For d lambda^{IH}/dt calculation using secondary sampling.
p_IH - Variable in class com.polytechnik.utils.MaximizeStandardDeviation
p_last - Variable in class com.polytechnik.trading.PnLInPsiHstate: Used internally.
P_last - Variable in class com.polytechnik.freemoney.PFuture
P_last - Variable in class com.polytechnik.trading.PnLInPsiHstate: Actual prices (without an offset).
P_lastsaved - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments: For dp/dt calculation.
p_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
p_M - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneIState
P_negImVT - Variable in class com.polytechnik.freemoney.PFuture
p_offset - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments: Price offset to increase numerical stability.
p_offset - Variable in class com.polytechnik.trading.PnLInPsiHstate: Used internally.
p_offset - Variable in class com.polytechnik.trading.QVMData
p_offset - Variable in class com.polytechnik.trading.QVMDataL
p_offset - Variable in class com.polytechnik.trading.QVMDataP
P_posImVT - Variable in class com.polytechnik.freemoney.PFuture
P_TiVH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
pa - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
pa_i - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
pa_i - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
pA_PnLMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation
pa_var - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
pa_var - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
PARAMSEPARATOR - Static variable in class com.polytechnik.utils.ReadWriteUtils
PBASIS_CONVERSION_TEST - Static variable in class com.polytechnik.utils.TestBasisFunctionsCalculatable
PBASIS_CONVERSION_TEST_WITHOUT_Laguerre_AND_HermiteE - Static variable in class com.polytechnik.utils.TestBasisFunctionsCalculatable
Pcoefs - Variable in class com.polytechnik.utils.PolynomialRootsFinder.PRoots
pdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
PdIHdt_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
pdIPI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
PEQ_I_fromDirectdpI - Variable in class com.polytechnik.freemoney.PFuture: A try for the future price.
PEQ_I_fromDPI - Variable in class com.polytechnik.freemoney.PFuture: A try for the future price.
PEQ_I_fromI2DtpDivI - Variable in class com.polytechnik.freemoney.PFuture: A try for the future price.
PEQ_JJ_FromDPI - Variable in class com.polytechnik.freemoney.PFuture
PEQtotalL_JJ_FromDPI - Variable in class com.polytechnik.freemoney.PFuture
PEQV_from_M - Variable in class com.polytechnik.freemoney.PFuture: $P^{EQ}$ from volume-driven dynamics.
PEQV_from_spurM - Variable in class com.polytechnik.freemoney.PFuture: $P^{EQ}$ from volume-driven dynamics.
pF_negdIH_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
pF_posdIH_spurM - Variable in class com.polytechnik.trading.SplitdIHdt
pF0_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
pFA - Variable in class com.polytechnik.freemoney.FreeMoneyForAll
pFm_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
pFPI_negdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
pFPI_posdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
pFPI0_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
PFuture - Class in com.polytechnik.freemoney: Furure price.
PFuture(IandDM, double, double, double[], double[], double[], double[], double[], double[], double[], double, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, Function<double[], double[]>, Function<double[], double[]>, double) - Constructor for class com.polytechnik.freemoney.PFuture
pFV - Variable in class com.polytechnik.freemoney.FreeMoneyForAll
pFV - Variable in class com.polytechnik.trading.PnLInPsiHstate
pH - Variable in class com.polytechnik.utils.ProbabilityCorrelation: Min/Max eigenvalue.
pi_IH - Variable in class com.polytechnik.trading.PnLInPsiHstate
pI_IH - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: Prices (volume- and time- averaged) in initial |psiH> state.
pI_M - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: Prices (volume- and time- averaged) in |psi_M> state; must be identical according to constraint.
Pi_TiVH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
pI_VTH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
PiPt - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
PiTi - Variable in class com.polytechnik.trading.PnLInPsiHstate
pJ_IH - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: Prices (volume- and time- averaged) in initial |psiH> state.
pJ_M - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: Prices (volume- and time- averaged) in |psi_M> state; must be identical according to constraint.
pL - Variable in class com.polytechnik.utils.ProbabilityCorrelation: Min/Max eigenvalue.
pluspmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
pluspmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
pluspmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
pmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
pmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
pmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
PnL - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.StandardDeviationForPsi
PnL_tradeI_spurM - Variable in class com.polytechnik.freemoney.PFuture
PnLInPsiHstate<DTYPE> - Class in com.polytechnik.trading: Try PnL In psiH state again.
PnLInPsiHstate(int, DTYPE) - Constructor for class com.polytechnik.trading.PnLInPsiHstate: Constructor.
PnLInPsiHstate.MiscTests - Class in com.polytechnik.trading: Misc test.
PnLInPsiHstate.OneCTIstate - Class in com.polytechnik.trading: A class with |D(Ti)+c*i|psi>=lambda|psi> solution.
PnLInPsiHstate.OneIState - Class in com.polytechnik.trading
PnLInPsiHstate.OneStateSaved - Class in com.polytechnik.trading: A class with |D(Ti)|psi>=lamnda|i|psi> solution.
PnLInPsiHstate.PnLInPsiHstateTest<DTYPE> - Class in com.polytechnik.trading: A class for unit test.
PnLInPsiHstateTest(String, Random, double) - Constructor for class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
pnlMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
PnLMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation
pol_QQDensityMatrix - Variable in class com.polytechnik.freemoney.IandDM
pol_QQDensityMatrix2 - Variable in class com.polytechnik.freemoney.IandDM
PolynomialRootsConfederateMatrix - Class in com.polytechnik.utils: Polynomial roots in arbitrary basis.
PolynomialRootsConfederateMatrix(ConfederateMatrixCalculatable) - Constructor for class com.polytechnik.utils.PolynomialRootsConfederateMatrix
PolynomialRootsElementary - Class in com.polytechnik.utils: Analytical polynomial roots for 1,2,3,4 power.
PolynomialRootsElementary() - Constructor for class com.polytechnik.utils.PolynomialRootsElementary
PolynomialRootsFinder - Interface in com.polytechnik.utils: Polynomial root.
PolynomialRootsFinder.PRoots - Class in com.polytechnik.utils
PolynomialRootsJenkinsTraubORIG - Class in com.polytechnik.utils: Fortran polynomial roots finder http://www.netlib.org/toms/493 translated to java with few fixes: 1.
PolynomialRootsJenkinsTraubORIG() - Constructor for class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
Polynomials - Class in com.polytechnik.utils: Simple polynomials utils (monomials basis).
Polynomials() - Constructor for class com.polytechnik.utils.Polynomials
PolynomialsRatio - Class in com.polytechnik.utils: Calculates f/kt , (f/kt)' , (f/kt)''.
PolynomialsRatio(double[], double[], BasisFunctionsCalculatable) - Constructor for class com.polytechnik.utils.PolynomialsRatio
PolynomialsSQDRatio - Class in com.polytechnik.utils: Calculates sqrt(SNOM)/DENOM , (sqrt(SNOM)/DENOM)' , (sqrt(SNOM)/DENOM)''.
PolynomialsSQDRatio(double[], double[], BasisFunctionsCalculatable) - Constructor for class com.polytechnik.utils.PolynomialsSQDRatio
PolynomialsSQRatio - Class in com.polytechnik.utils: Calculates NOM/sqrt(SDENOM) , (NOM/sqrt(SDENOM))' , (NOM/sqrt(SDENOM))''.
PolynomialsSQRatio(double[], double[], BasisFunctionsCalculatable) - Constructor for class com.polytechnik.utils.PolynomialsSQRatio
prepareProductAttributesMultiIndexes() - Method in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner: Sets Xhmi and ip.
PRESENT - Static variable in class com.polytechnik.utils.LongTreeValueMapTest
PriceMatchStorage(double, double, double, double[]) - Constructor for class com.polytechnik.utils.IstatesConditionalLocalized.PriceMatchStorage
PRINT_DEBUG - Static variable in class com.polytechnik.utils.PolynomialRootsElementary
print_Extra(int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
print_Extra(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
print_Extra(int) - Method in class com.polytechnik.utils.TestBasisPolynomials
printAB(String, RecurrenceAB) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Used for diagnostics.
printAllQuadratures(int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
printAllQuadratures(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
printAllQuadratures(int, Random) - Static method in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
printAllQuadratures(int, Random) - Static method in class com.polytechnik.utils.Polynomials
printData() - Method in class com.polytechnik.utils.DataReadObservationVectorXF
printData() - Method in class com.polytechnik.utils.DataReadObservationVectorXVectorF
printDeltaFunctionRoots(PolynomialRootsFinder, int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
printDeltaFunctionRoots(PolynomialRootsFinder, int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
printDiag(IstatesConditional) - Static method in class com.polytechnik.utils.IstatesConditional
printDiag(IstatesConditionalLocalized) - Static method in class com.polytechnik.utils.IstatesConditionalLocalized
printDiag(IstatesConditionalSameAverage) - Static method in class com.polytechnik.utils.IstatesConditionalSameAverage
printDiag(IstatesConditionalSubspaceLinearConstraints) - Static method in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
printDiag(IstatesConditionalV2) - Static method in class com.polytechnik.utils.IstatesConditionalV2
printDiag(MaximizeStandardDeviation) - Static method in class com.polytechnik.utils.MaximizeStandardDeviation
printDiag(String, IstatesConditionalLocalized, String) - Static method in class com.polytechnik.utils.IstatesConditionalLocalized
printEvaluation(DemoScalarInterpolation.RConfig, DataReadObservationVectorXVectorF, DemoScalarInterpolation.Res, String) - Static method in class com.polytechnik.kgo.DemoScalarInterpolation
printKGOEvaluation(String[], String, KGOSolutionVectorXVectorF, int, DataReadObservationVectorXVectorF, String, Function<String, String>) - Static method in class com.polytechnik.kgo.KGO
printPolynomials(int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
printPolynomialsType2(int) - Method in class com.polytechnik.utils.TestBasisPolynomials
printPrintmatchid(CircularList<S>) - Static method in class com.polytechnik.utils.CircularList.TEST
printQuadratures(int) - Static method in class com.polytechnik.utils.Polynomials
printQuadratures(PolynomialRootsFinder, int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
printQuadratures(PolynomialRootsFinder, int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
printQuadratures(String, int, double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>) - Static method in class com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable: Used for diagnostics.
printRadauQuadratures2(PolynomialRootsFinder, int, Random) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
printRadauQuadratures2(PolynomialRootsFinder, int, Random) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
printRNEvaluation(String[], String, List<String>, RadonNikodymSpectralModel, double[], double[][], int, List<ObservationVectorXF>, String, Function<String, String>) - Static method in class com.polytechnik.utils.RN: Print RN model.
printSpecialValues() - Static method in class com.polytechnik.utils.PolynomialRootsElementary
printTestRoots(PolynomialRootsFinder, int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
printTestRoots(PolynomialRootsFinder, int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
printU(String, double[]) - Static method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq
printValues() - Static method in class com.polytechnik.utils.QUANC8.CompareToFortran
ProbabilityCorrelation - Class in com.polytechnik.utils: Probability(or Value) Correlation of p and i.
ProbabilityCorrelation(double[], double[], double[]) - Constructor for class com.polytechnik.utils.ProbabilityCorrelation: Obtain probability correlation from three 2x2 matrices: https://arxiv.org/abs/1709.06759, Appendix C: "Probability Correlation of Variables".
ProbabilityCorrelation(double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, boolean) - Constructor for class com.polytechnik.utils.ProbabilityCorrelation: From 2x2 matrices in arbitraty basis, the Q_0(x) is assumed to be a constant, otherwise averages will be incorrect.
ProbabilityCorrelation(double[], double[], double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, boolean, double) - Constructor for class com.polytechnik.utils.ProbabilityCorrelation: From 2x2 matrices in arbitraty basis, if eps_if_selftest_required>0, then unit self-test with this eps is run.
ProbabilityCorrelation(double, double, double, double, double, double, double, double, double, boolean) - Constructor for class com.polytechnik.utils.ProbabilityCorrelation: Probaility Correlation (from monomials moments).
ProbabilityCorrelation(double, double, double, double, double, double, double, double, double, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, boolean) - Constructor for class com.polytechnik.utils.ProbabilityCorrelation: Probaility Correlation (from the moments in arbitrary basis, the Q_0(x) is assumed to be a constant!).
ProbabilityCorrelation(double, double, double, double, double, double, double, double, double, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, boolean, double) - Constructor for class com.polytechnik.utils.ProbabilityCorrelation: Probaility Correlation (from the moments in arbitrary basis, the Q_0(x) is assumed to be a constant!).
processStreamByLines(String, StreamTokenizer, Predicate<String[]>, Predicate<String[]>) - Static method in class com.polytechnik.utils.ReadWriteUtils
Progonka3 - Class in com.polytechnik.utils: 3 points stable Cholesky elimination.
Progonka3() - Constructor for class com.polytechnik.utils.Progonka3
Progonka5 - Class in com.polytechnik.utils: 5 points stable Cholesky elimination.
Progonka5() - Constructor for class com.polytechnik.utils.Progonka5
proj0_negdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
proj0_posdI_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
projecToVT(int) - Method in class com.polytechnik.trading.QVMData: Used in old code of QVM.QVMAverage.
PRoots(int, double[], double[], double[]) - Constructor for class com.polytechnik.utils.PolynomialRootsFinder.PRoots
PROPERTYPREFIX - Static variable in class com.polytechnik.utils.ReadWriteUtils: System property to add a perfix to resources.
pscale(int, double[]) - Static method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: Taken originally from http://www.netlib.org/toms/419 and adopted to fix broken scaling.
psi - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.StandardDeviationForPsi
psi_Fmax - Variable in class com.polytechnik.freemoney.ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots
psi_Fmin - Variable in class com.polytechnik.freemoney.ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots
psi_M - Variable in class com.polytechnik.utils.IstatesConditional: The state of maxI conditional to <psi|QQc|psi>=0.
psi_M - Variable in class com.polytechnik.utils.IstatesConditionalLocalized.PriceMatchStorage
psi_M - Variable in class com.polytechnik.utils.IstatesConditionalLocalized: The state of max <psi|I|psi> subject to <psi|C|psi>=0.
psi_M - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: The state of maxI conditional to <psi|QQpI|psi>/<psi|QQI|psi> - <psi|QQpJ|psi>/<psi|QQJ|psi> = 0.
psi_M - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints: The state of maxI conditional to <psi|QQc|psi>=0.
psi_M - Variable in class com.polytechnik.utils.IstatesConditionalV2: The state of maxI conditional to <psi|QQc|psi>=0.
psi_pnlMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
psi_PnLMax - Variable in class com.polytechnik.utils.MaximizeStandardDeviation: The state maximaizing P&L functional.
PSI_WAS_DUMPED - Static variable in class com.polytechnik.trading.PnLInPsiHstate
psi0 - Variable in class com.polytechnik.utils.EVXData
psiaverage - Variable in class com.polytechnik.utils.LebesgueQuadratureWithEVData
psiaverage - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel: Lebesgue quadrature.
psiConstrained - Variable in class com.polytechnik.utils.FindPsiConstrainedSameAverage
psiConstrained - Variable in class com.polytechnik.utils.FindPsiConstrainedSingleQuadratic0
PsiConstrained - Class in com.polytechnik.utils: A class to store constraint-adjusted psi.
PsiConstrained(double[], int) - Constructor for class com.polytechnik.utils.PsiConstrained
psiH - Variable in class com.polytechnik.utils.EVXData
psik_at_X - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation
psik_at_x0 - Variable in class com.polytechnik.utils.EVXData
psiL - Variable in class com.polytechnik.utils.EVXData
psiM - Variable in class com.polytechnik.freemoney.IandDM: The eigenstate selected.
psiM - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
psiM - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneIState
psiM - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
psiM - Variable in class com.polytechnik.trading.SplitdIHdt: The state of the spike.
PSIM - Variable in class com.polytechnik.trading.PnLInPsiHstate
PSINORMMIN - Static variable in class com.polytechnik.utils.FindPsiConstrainedSameAverage
PSINORMMIN - Static variable in class com.polytechnik.utils.FindPsiConstrainedSingleQuadratic0
PT - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
pt_average - Variable in class com.polytechnik.trading.PnLInPsiHstate: Actual prices (without an offset).
pt_IH - Variable in class com.polytechnik.freemoney.FreeMoneyForAll: Price in the state of global max I .
pt_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
pt_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
pt_sum - Variable in class com.polytechnik.trading.QVMData
ptr - Variable in class com.polytechnik.utils.CircularList
put(long, V) - Method in class com.polytechnik.utils.LongHashMap: Associates the specified value with the specified key in this map.
put(long, V) - Method in class com.polytechnik.utils.LongTreeValueMapTest
pv_average - Variable in class com.polytechnik.freemoney.FreeMoneyForAll: Regular moving average.
pv_average - Variable in class com.polytechnik.freemoney.PFuture
pv_average - Variable in class com.polytechnik.trading.IntervalSincePsiM
pv_average - Variable in class com.polytechnik.trading.PnLInPsiHstate: Actual prices (without an offset).
pv_IH - Variable in class com.polytechnik.freemoney.FreeMoneyForAll: Price in the state of global max I .
pv_M - Variable in class com.polytechnik.freemoney.PFuture: The value of $\left\langle\psi\middle|pI\middle|\psi\right\rangle$/PFuture.I_M.
pv_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
pv_M - Variable in class com.polytechnik.trading.SplitdIHdt
pv_spurM - Variable in class com.polytechnik.freemoney.PFuture: The value of $\mathrm{Spur}\left\|pI\middle|\rho_{IH}\right\|$/PFuture.I_spurM.
pv_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
Pv_TiVH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
pV_VTH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
Pvar_TiVH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests

Q

q - Variable in class com.polytechnik.utils.SDivRes
QK - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
QP - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
QQ - Variable in class com.polytechnik.utils.LebesgueQuadratureWithEVData
QQ - Variable in class com.polytechnik.utils.Quadrature.GaussQuadratureWithEVData
QQDensityMatrix - Variable in class com.polytechnik.freemoney.IandDM
QQDensityMatrix2 - Variable in class com.polytechnik.freemoney.IandDM
QQdIdt_toDump - Variable in class com.polytechnik.freemoney.PFuture: To dump the state in debug.
QQDP_toDump - Variable in class com.polytechnik.freemoney.PFuture: To dump the state in debug.
QQf - Variable in class com.polytechnik.utils.LebesgueQuadratureWithEVData
QQi - Variable in class com.polytechnik.utils.TestOptimizationPsi
QQIdp_toDump - Variable in class com.polytechnik.freemoney.PFuture: To dump the state in debug.
QQp2i - Variable in class com.polytechnik.utils.TestOptimizationPsi
QQp2t - Variable in class com.polytechnik.utils.TestOptimizationPsi
QQpi - Variable in class com.polytechnik.utils.TestOptimizationPsi
QQpt - Variable in class com.polytechnik.utils.TestOptimizationPsi
QQS_M - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneIState
QQt - Variable in class com.polytechnik.utils.TestOptimizationPsi
QQx - Variable in class com.polytechnik.utils.Quadrature.GaussQuadratureWithEVData
quad(double, double, double) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: CALCULATE THE ZEROS OF THE QUADRATIC A*Z**2+B1*Z+C.
quadit(int, int, double, double) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: VARIABLE-SHIFT K-POLYNOMIAL ITERATION FOR A QUADRATIC FACTOR CONVERGES ONLY IF THE ZEROS ARE EQUIMODULAR OR NEARLY SO.
Quadrature - Class in com.polytechnik.utils: Store Gauss quadrature.
Quadrature(double[], double[]) - Constructor for class com.polytechnik.utils.Quadrature
Quadrature.GaussQuadratureWithEVData - Class in com.polytechnik.utils
Quadrature.GaussQuadratureWithNodesPolynomialData - Class in com.polytechnik.utils: Gaussian quadrature with nodes polynomail availavle.
Quadrature.KronrodQuadrature - Class in com.polytechnik.utils: Kronrod quadrature.
Quadrature.MultipleOrthogonalityQuadrature - Class in com.polytechnik.utils: Multiple Orthogonality quadtarures.
quadsd(int, double, double, double[], double[]) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
quadsd_A - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: DIVIDES P BY THE QUADRATIC 1,U,V PLACING THE QUOTIENT IN Q AND THE REMAINDER IN quadsd_A,quadsd_B
quadsd_B - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: DIVIDES P BY THE QUADRATIC 1,U,V PLACING THE QUOTIENT IN Q AND THE REMAINDER IN quadsd_A,quadsd_B
QUANC8 - Class in com.polytechnik.utils: Converted from http://www.netlib.org/sfmm/quanc8.f to java $Id: QUANC8.java,v 1.16 2022/07/19 08:36:33 mal Exp $
QUANC8(double, double, double, double, int, double) - Constructor for class com.polytechnik.utils.QUANC8
QUANC8.CompareToFortran - Class in com.polytechnik.utils
QUANC8.DoubleFunction - Interface in com.polytechnik.utils
QUANC8.FSIN - Class in com.polytechnik.utils
QVMData - Class in com.polytechnik.trading: Moments data in monomials basis, use QVMDataDirectAccess to extract.
QVMData(long, long, long, long, double, double, double, double, double, double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], int, int, int, Trade, Trade) - Constructor for class com.polytechnik.trading.QVMData
QVMData.ScanHelper - Class in com.polytechnik.trading
QVMDataL - Class in com.polytechnik.trading: Moments data in Laguerre basis, use QVMDataLDirectAccess to extract.
QVMDataL(long, long, long, long, double, double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], int, int, Trade, Trade) - Constructor for class com.polytechnik.trading.QVMDataL
QVMDataP - Class in com.polytechnik.trading: Moments data in shifted to [0:1] Legendre basis, use QVMDataPDirectAccess to extract.
QVMDataP(long, long, long, long, double, double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], int, int, Trade, Trade) - Constructor for class com.polytechnik.trading.QVMDataP

R

r - Variable in class com.polytechnik.freemoney.ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots
r - Variable in class com.polytechnik.kgo.TestKGO
r - Variable in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
r - Variable in class com.polytechnik.utils.SDivRes
r - Variable in class com.polytechnik.utils.TestBasisFunctionsCalculatable
r - Variable in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
r - Variable in class com.polytechnik.utils.TestRN
RadonNikodymSpectralModel - Class in com.polytechnik.utils: Radon-Nikodym Spectral Model https://arxiv.org/abs/1906.00460.
RadonNikodymSpectralModel(int, int, double[], double[], double[], Function<double[], double[]>, ToDoubleFunction<double[]>) - Constructor for class com.polytechnik.utils.RadonNikodymSpectralModel: Construct the model from <X|X> and <X|f|X> matrices.
RadonNikodymSpectralModel.RNPointEvaluation - Class in com.polytechnik.utils: One point output.
randombytes(int) - Static method in class com.polytechnik.utils.LongHashMap
randomLongk(int) - Static method in class com.polytechnik.utils.LongHashMap
RandomSample - Class in com.polytechnik.utils: A class for unit test.
RandomSample(double[]) - Constructor for class com.polytechnik.utils.RandomSample
RandomSample(double, double, int, Random) - Constructor for class com.polytechnik.utils.RandomSample
RandomSample(int, int, Random) - Constructor for class com.polytechnik.utils.RandomSample
randomstring(int) - Static method in class com.polytechnik.utils.LongHashMap
randomStringk(int) - Static method in class com.polytechnik.utils.LongHashMap
rankMatrices - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF: Rank matrices Eq.
RayleighQuotient - Class in com.polytechnik.utils: Rayleigh Quotient derivatives estimation.
RayleighQuotient() - Constructor for class com.polytechnik.utils.RayleighQuotient
RayleighQuotient.RQFact - Class in com.polytechnik.utils: Rayleigh--like (with linear term) nominator or denominator.
RayleighQuotient.RQVariationInMatrixForm - Class in com.polytechnik.utils: Determine variations <psi+dpsi|QQf|psi+dpsi>/<psi+dpsi|QQt|psi+dpsi>.
RayleighQuotient.TestRayleighQuotient - Class in com.polytechnik.utils
RConfig(String[]) - Constructor for class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
re_root - Variable in class com.polytechnik.utils.PolynomialRootsFinder.PRoots
readAllParameters(String, String[], ResourceBundle) - Static method in class com.polytechnik.utils.ReadWriteUtils: Reads given parameters from a properties.
ReadNameValue(String, String[]) - Constructor for class com.polytechnik.utils.ReadWriteUtils.ReadNameValue
readOneLine(StreamTokenizer) - Static method in class com.polytechnik.utils.ReadWriteUtils: This method reads one line from a stream.
readOneLine(StreamTokenizer, String[]) - Static method in class com.polytechnik.utils.ReadWriteUtils: This method reads one line from a stream.
readParameters(String, String[], ResourceBundle) - Static method in class com.polytechnik.utils.ReadWriteUtils: Reads parameters from config using a given prefix.
readPolynomialFromFile(String) - Method in class com.polytechnik.utils.TestPolynomialRoots
ReadWriteUtils - Class in com.polytechnik.utils: A class with a variety of helper functions.
ReadWriteUtils() - Constructor for class com.polytechnik.utils.ReadWriteUtils
ReadWriteUtils.ReadNameValue - Class in com.polytechnik.utils
realit(int, int, double) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: VARIABLE-SHIFT H POLYNOMIAL ITERATION FOR A REAL ZERO.
realit_iflag - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
realit_sss - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
RecurrenceAB - Class in com.polytechnik.utils: A normalized basis constructed from given three--term recurrence coefficients.
RecurrenceAB(double[], double[]) - Constructor for class com.polytechnik.utils.RecurrenceAB
RecurrenceABWithMultiplicationCached - Class in com.polytechnik.utils: The same as RecurrenceAB, but the multiplication setQlQmExpansionCoefs is cached using BasisFunctionsMultiplicationCache.
RecurrenceABWithMultiplicationCached(double[], double[]) - Constructor for class com.polytechnik.utils.RecurrenceABWithMultiplicationCached
reduceBasisSize(int) - Method in class com.polytechnik.utils.RadonNikodymSpectralModel: Reduce the number of basis functions X performing optimal clustering.
reg - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
reg - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
reg_eps_abs - Static variable in class com.polytechnik.utils.DataReadObservationVectorXF: Regularization parameter.
reg_eps_rel - Static variable in class com.polytechnik.utils.DataReadObservationVectorXF: Regularization parameter.
regF - Variable in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
regList - Variable in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF.RegularizationWithSample
regularization_method - Variable in class com.polytechnik.utils.RNConfig
regularization_method_Str - Variable in class com.polytechnik.utils.RNConfig
RegularizationMethod - Enum Class in com.polytechnik.utils: Available regularizations.
RegularizationMethod() - Constructor for enum class com.polytechnik.utils.RegularizationMethod
RegularizationWithSample(List<RegularizedVectorXVectorF>, DataReadObservationVectorXVectorF) - Constructor for class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF.RegularizationWithSample
RegularizedVectorX - Class in com.polytechnik.utils: A class to store regularized data.
RegularizedVectorX(int, int, int[], double[], double[], double[], String[], double, double) - Constructor for class com.polytechnik.utils.RegularizedVectorX
RegularizedVectorXF - Class in com.polytechnik.utils: A class to store regularized data.
RegularizedVectorXF(int, int, double[], double[], String[], double[], double[], int[], double[], double, double) - Constructor for class com.polytechnik.utils.RegularizedVectorXF
RegularizedVectorXVectorF - Class in com.polytechnik.utils: A class to store regularized data.
RegularizedVectorXVectorF(RegularizedVectorX, RegularizedVectorX) - Constructor for class com.polytechnik.utils.RegularizedVectorXVectorF
regX - Variable in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
rehash() - Method in class com.polytechnik.utils.LongHashMap: Rehashes the contents of this map into a new HashMap instance with a larger capacity.
remove(long) - Method in class com.polytechnik.utils.LongHashMap: Removes the mapping for this key from this map if present.
remove(long) - Method in class com.polytechnik.utils.LongTreeValueMapTest
removeBrokenElement(Predicate<T>) - Method in class com.polytechnik.utils.CircularList: Remove element.
removeEntryForKey(long) - Method in class com.polytechnik.utils.LongHashMap: Removes and returns the entry associated with the specified key in the HashMap.
res - Variable in class com.polytechnik.freemoney.ILocalizedStates
res - Variable in class com.polytechnik.freemoney.ImVTLocalizedStates
Res(double[], double[], double[], double[], int, int, double[], double[], DataReadObservationVectorXVectorF) - Constructor for class com.polytechnik.kgo.DemoScalarInterpolation.Res
Res(double[], int, int) - Constructor for class com.polytechnik.kgo.DemoRecoverMapping.Res
RN - Class in com.polytechnik.utils: A simple ML example of the Spectral Radon-Nikodym approach.
RN() - Constructor for class com.polytechnik.utils.RN
RNConfig - Class in com.polytechnik.utils: Command line options for RN, a class to read config.
RNConfig(String[]) - Constructor for class com.polytechnik.utils.RNConfig
RNPointAccess - Interface in com.polytechnik.utils: An interface to access a single calculated Radon-Nikodym point.
RNPointEvaluatable - Interface in com.polytechnik.utils: An interface to evaluate Radon-Nikodym at given point.
RNPointEvaluation(double[]) - Constructor for class com.polytechnik.utils.RadonNikodymSpectralModel.RNPointEvaluation
ro - Variable in class com.polytechnik.kgo.TestDirectProjection
ro - Variable in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF.RegularizationWithSample
ro - Variable in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
ro - Variable in class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF
root1(double[], double[], double[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
root2(double[], double[], double[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
root3(double[], double[], double[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
root3a(double[], double[], double[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
root4(double[], double[], double[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
rootfinder - Variable in class com.polytechnik.utils.TestPolynomialRoots
ROOTSFINDER - Static variable in class com.polytechnik.utils.PolynomialRootsElementary: Order 0 to 4 polynomial roots solver in monomial(x^k) basis using analytical formula.
rPart - Variable in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace.LinearSystemCoefficients
RQFact(double[], double, double[], double[]) - Constructor for class com.polytechnik.utils.RayleighQuotient.RQFact
rqPi_0 - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
rqPi_1 - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
rqPTi_0 - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
rqPTi_1 - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
rqTi_0 - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
rqTi_1 - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
RQVariationInMatrixForm(double[], int, double[], double[], int) - Constructor for class com.polytechnik.utils.RayleighQuotient.RQVariationInMatrixForm
RQVariationInMatrixForm(RayleighQuotient.RQFact, RayleighQuotient.RQFact) - Constructor for class com.polytechnik.utils.RayleighQuotient.RQVariationInMatrixForm
rtsmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
rtsmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
rtsmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
RUConfig(String[]) - Constructor for class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
runAllTests(Random, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
runAllTests(Random, double) - Static method in class com.polytechnik.kgo.TestKGO
runAllTests(Random, double) - Static method in class com.polytechnik.utils.TestRN
runMultiTest(String, int, int, Random, double, Consumer<TestOptimizationPsi>) - Static method in class com.polytechnik.utils.TestOptimizationPsi
runMultiTest(String, int, Random, double) - Static method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization
runOne(int, int, KGOOptimizationResult.Approximation) - Method in class com.polytechnik.kgo.TestKGO
runOneKGOSubspace(int, int) - Method in class com.polytechnik.kgo.TestKGO
runSingleTest(int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
runSingleTest(int) - Method in class com.polytechnik.utils.TestBasisPolynomials
runSingleTestInSerie(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
runSingleTestInSerie(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
runTests(int) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
runTests(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
runTests(int, int) - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
runTests(String) - Method in class com.polytechnik.utils.TestBasisPolynomials
runTests(String, int, int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
runTestsOneN(String, int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
rvsmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
rvsmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
rvsmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData

S

S - Variable in class com.polytechnik.utils.EVSolver.SVDResult
S_FCFC - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF: Chrisfoffel function moments.
S_FXFX - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
S_M - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneIState
s0 - Variable in class com.polytechnik.utils.EVXData
S0_EQ0 - Enum constant in enum class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin.SelectionChi
sample - Variable in class com.polytechnik.utils.RandomSample
sampleSize - Variable in class com.polytechnik.utils.TestOptimizationPsi
sampV - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res
scaleSKwithMuAndAdjLambdaB(double[], double[], int, int, double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers: Given S_jkjpkp calculate mu_j S_jkjpkp mu_jp - delta_{kkp} lambdaB[j,jp] mu_j * mu_jp.
scaleVector(double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers: Scale the vector in first index.
scaleVectorInPlace(double[], double) - Static method in class com.polytechnik.utils.TMatr: Scale a vector and return it.
scaleVectorInPlace(int, double[], double) - Static method in class com.polytechnik.utils.TMatr: Scale a vector and return it.
ScanHelper(Trade, int, Trade, int, boolean) - Constructor for class com.polytechnik.trading.QVMData.ScanHelper
scanmultiindex(int, int) - Method in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner
SDENOM - Variable in class com.polytechnik.utils.DiffSkewness
SDENOM - Variable in class com.polytechnik.utils.PolynomialsSQRatio
sdiv(double[], double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Synthetically divide p by d, such that p=q*d+r.
sdiv(double[], double[]) - Static method in class com.polytechnik.utils.Polynomials
sdiv_stable(double[], double[]) - Static method in class com.polytechnik.utils.Polynomials: Stable (more or less) sdiv.
sdiv1(double[], double) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable: Synthetically divide p by (x-x0).
sdiv1(double[], double) - Method in class com.polytechnik.utils.Chebyshev: Divide p by (x-x0), returns quotient and remainder.
sdiv1(double[], double) - Method in class com.polytechnik.utils.HermiteE: Divide p by (x-x0), returns quotient and remainder.
sdiv1(double[], double) - Method in class com.polytechnik.utils.Laguerre: Divide p by (x-x0), returns quotient and remainder.
sdiv1(double[], double) - Method in class com.polytechnik.utils.Legendre: Divide p by (x-x0), returns quotient and remainder.
sdiv1(double[], double) - Method in class com.polytechnik.utils.LegendreShifted: Divide p by (x-x0), returns quotient and remainder.
sdiv1(double[], double) - Method in class com.polytechnik.utils.Monomials: Divide p by (x-x0), returns quotient and remainder.
sdiv1(double[], double) - Static method in class com.polytechnik.utils.Polynomials
sdiv1(double[], double) - Method in class com.polytechnik.utils.RecurrenceAB
SDivRes - Class in com.polytechnik.utils: A class to store synthetic division result.
SDivRes(double[], double[]) - Constructor for class com.polytechnik.utils.SDivRes
selectAntiHermitianPartInPlace(int, double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates 0.5*(QQ-QQ^T).
SELECTED - Static variable in enum class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin.SelectionChi
selectHermitianPartInPlace(int, double[]) - Static method in class com.polytechnik.utils.TMatr: Calculates 0.5*(QQ+QQ^T).
SelectionChi() - Constructor for enum class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin.SelectionChi
SelectMinMaxFValuesOnDerivativeRoots(int, double[], double[], ToDoubleFunction<double[]>, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.freemoney.ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots
selectSomeNotVerySimilarInitFunctions(int, int, List<T>, Function<T, double[]>) - Static method in class com.polytechnik.utils.IstatesConditionalV2: Select given number of initial states removing too similar.
selectTopEV(int, double[], int, int) - Static method in class com.polytechnik.kgo.KGOEVSelection
selectTopEVOneMoreDegree(int, double[], int, int) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraints.KGOEVSelectionSeparatelyLast
selectTopEVOneMoreDegree(int, double[], int, int) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.KGOEVSelectionSeparatelyLast
selectTopEVs(int, double[], int, int) - Static method in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.KGOEVSelectionSeparatelyExtraElements
selfTest(DataReadObservationVectorXVectorF, double) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
selfTest(DataReadObservationVectorXVectorF, double) - Method in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
SEPARATOR - Static variable in class com.polytechnik.utils.DataReadObservationVectorXF: Fields separator.
SEPARATOR - Static variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF: Fields separator.
setData(int, int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
setInitIHForSecondarySampling(double) - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: For unit tests to imitate initial input to match an observable's derivative.
setM(double[], int, int, DTYPE, int) - Method in interface com.polytechnik.trading.DataInterfaceDirect: Set the value of timeserie moments.
setMT(double[], int) - Method in interface com.polytechnik.trading.DataInterfaceDirect: Sets exact values of \int Q(x) dmu.
setNewtonBinomialLikeCoefs(int, double[], double[], double, double) - Method in interface com.polytechnik.utils.BasisPolynomials: Calculates $ Q_n(a*(x+x_0)) $ using 3 term recurrence.
setNewtonBinomialLikeCoefs(int, double[], double[], double, double) - Method in class com.polytechnik.utils.Chebyshev: Calculates T_n(a(x+x0)) using 3 term recurrence.
setNewtonBinomialLikeCoefs(int, double[], double[], double, double) - Method in class com.polytechnik.utils.HermiteE: Calculates H_n(a(x+x0)) using 3 term recurrence.
setNewtonBinomialLikeCoefs(int, double[], double[], double, double) - Method in class com.polytechnik.utils.Laguerre: Calculates $ L_n(a(x+x0)) $ using 3 term recurrence.
setNewtonBinomialLikeCoefs(int, double[], double[], double, double) - Method in class com.polytechnik.utils.Legendre: Calculates P_n(a(x+x0)) using 3 term recurrence Calculations in Legendre basis.
setNewtonBinomialLikeCoefs(int, double[], double[], double, double) - Method in class com.polytechnik.utils.LegendreShifted: Calculates P_n(a(x+x0)) using 3 term recurrence Calculations in Shifted Legendre basis.
setNewtonBinomialLikeCoefs(int, double[], double[], double, double) - Method in class com.polytechnik.utils.Monomials: Calculates $ T_n(a(x+x0)) $ using 3 term recurrence.
setQlQmExpansionCoefs(int, int, double[]) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Multiply basis functions: expand $ Q_l(x)Q_m(x)=\sum_{k=0}^{l+m} s_k Q_k(x) $.
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.BasisFunctionsMultiplicationCache
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.Chebyshev: Expand $ T_l(z)T_m(z)=\sum_{k=0}^{l+m} s_k T_k(z) $, formulae 22.7.24 Abramowitz and Stegun 1972, p.
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.HermiteE: Expand $ H_l(z)H_m(z)=\sum_{k=0}^{l+m} s_k H_k(z) $, formulae from L.
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.Laguerre: Expand $ L_l(z)L_m(z)=\sum_{k=0}^{l+m} c_k L_k(z) $, G.N.
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.Legendre: Expand $ P_l(z)P_m(z)=\sum_{k=0}^{l+m} s_k P_k(z) $, formulae 8.915.5, A(9036), page 1040, Gradshtein & Ryzhik 1963.
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.LegendreShifted: Expand $ P_l(z)P_m(z)=\sum_{k=0}^{l+m} s_k P_k(z) $, formulae 8.915.5, A(9036), page 1040, Gradshtein & Ryzhik 1963.
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.Monomials: Expand $ z^l z^m=\sum_{k=0}^{l+m} s_k z^k $.
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.RecurrenceAB: Calls getBasisFunctionsMultipliedByPolynomial, the BasisPolynomials#setQlQmExpansionCoefs typically uses analytic expression; this implementation instead uses three term recurrence implemented in getBasisFunctionsMultipliedByPolynomial.
setQlQmExpansionCoefs(int, int, double[]) - Method in class com.polytechnik.utils.RecurrenceABWithMultiplicationCached
setQlQmExpansionCoefs_test(int, int, double[]) - Static method in class com.polytechnik.utils.Laguerre: The same as setQlQmExpansionCoefs, but uses 3 term recursion instead of hypergeometric function expansion.
setQlQmExpansionCoefs_test(int, int, double[]) - Static method in class com.polytechnik.utils.LegendreShifted: The same as setQlQmExpansionCoefs, but uses 3 term recursion instead of hypergeometric function expansion.
setRandomP(double[], int, Random) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
sH - Variable in class com.polytechnik.utils.EVXData
shiftOffset(double, double, double, int) - Method in class com.polytechnik.trading.QVMData: Used for unit tests of QVMDataL and QVMDataP.
shiftOffset(int, int, int, double[], double, double, double) - Static method in class com.polytechnik.trading.QVMData
shiftPOffsetInPlace(int, double[], double[], double[], double[], double) - Static method in class com.polytechnik.utils.Polynomials: Shift p^0,p^1,p^2,p^3 offset in place for an array of moments.
shiftPOffsetOnly(double[], int, int, double) - Static method in class com.polytechnik.trading.QVMData
SI - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
SimpleBasisPolynomials - Interface in com.polytechnik.utils: A basis (possibly non--normalized) with three term recurrence.
SINR - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
size - Variable in class com.polytechnik.kgo.TestKGO
size - Variable in class com.polytechnik.utils.LongHashMap: The total number of mappings in the hash table.
size - Variable in class com.polytechnik.utils.TestRN
size() - Method in class com.polytechnik.utils.LongHashMap: Returns the number of key-value mappings in this map.
sk - Variable in class com.polytechnik.utils.Skewness
Skewness - Class in com.polytechnik.utils: Skewness estimator.
Skewness(double, double, double, double, double, double, double) - Constructor for class com.polytechnik.utils.Skewness
SKFromSampleCalculationMethod - Enum Class in com.polytechnik.kgo: The list of implemented options to calculate $ S_{jk;j^{\prime}k^{\prime}} $ from original data sample $ (\mathbf{x}^{(l)},\mathbf{f}^{(l)}) $, $ l=1\dots M$.
SKFromSampleCalculationMethod() - Constructor for enum class com.polytechnik.kgo.SKFromSampleCalculationMethod
sknodi - Variable in class com.polytechnik.utils.DiffSkewness
skp - Variable in class com.polytechnik.utils.ValueCorrelation
skr - Variable in class com.polytechnik.utils.ValueCorrelation
SKtype - Variable in class com.polytechnik.kgo.KGOConfig
SKtype - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
SKtype - Variable in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
sL - Variable in class com.polytechnik.utils.EVXData
SM - Variable in class com.polytechnik.trading.PnLInPsiHstate
SM_localized - Variable in class com.polytechnik.trading.PnLInPsiHstate
SMALNO - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
SMImVT_Istate - Variable in class com.polytechnik.trading.PnLInPsiHstate
SMImVT_localized - Variable in class com.polytechnik.trading.PnLInPsiHstate
SMTimVT_H - Variable in class com.polytechnik.trading.PnLInPsiHstate
SMTimVT_L - Variable in class com.polytechnik.trading.PnLInPsiHstate
SMVT - Variable in class com.polytechnik.trading.PnLInPsiHstate
sNext - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage.EVSelection: Next state iteration.
sNext - Variable in class com.polytechnik.utils.IstatesConditionalV2.EVSelection: Next state iteration.
SNOM - Variable in class com.polytechnik.utils.PolynomialsSQDRatio
sortArrayIndexes(double[]) - Static method in class com.polytechnik.utils.SortArrays: The same as sortArrayIndexes(compare_values.length,IntPTRCompare.sortAscending(compare_values)).
sortArrayIndexes(int, IntPTRCompare) - Static method in class com.polytechnik.utils.SortArrays: Sort Array indexes.
SortArrays - Class in com.polytechnik.utils: Sort arrays simple utils using insertion sort.
SortArrays() - Constructor for class com.polytechnik.utils.SortArrays
sortArrayWith2Load(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.SortArrays
sortArrayWith2LoadDesc(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.SortArrays
sortArrayWithLoad(int, double[], double[]) - Static method in class com.polytechnik.utils.SortArrays
sortArrayWithLoadDesc(int, double[], double[]) - Static method in class com.polytechnik.utils.SortArrays
sortArrayWithLoads(int, double[], double[], double[], boolean) - Static method in class com.polytechnik.utils.SortArrays
sortAscending(double[]) - Static method in interface com.polytechnik.utils.IntPTRCompare
sortDescending(double[]) - Static method in interface com.polytechnik.utils.IntPTRCompare
sortNodes(double[], double[]) - Static method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
SplitData(double, double, double) - Constructor for class com.polytechnik.freemoney.SplitdIdt.SplitData
SplitdIdt - Class in com.polytechnik.freemoney: A class to split dI/dt like operator on positive and negative subspaces.
SplitdIdt(int, double[], EVSolver, double) - Constructor for class com.polytechnik.freemoney.SplitdIdt
SplitdIdt.SplitData - Class in com.polytechnik.freemoney
SplitdIHdt - Class in com.polytechnik.trading: A class to split dI/dt like operator on positive and negative subspaces.
SplitdIHdt(EVXData, double[], double, double, double[], double[], double[], double[], double, double, double, double, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Constructor for class com.polytechnik.trading.SplitdIHdt
SQRT2 - Static variable in class com.polytechnik.utils.PolynomialRootsElementary
SQRT2D2 - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
SQRT3 - Static variable in class com.polytechnik.utils.PolynomialRootsElementary
squareArrayElements(double[]) - Static method in class com.polytechnik.utils.TMatr
SR - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
StandardDeviationForPsi(double[], double, int) - Constructor for class com.polytechnik.utils.MaximizeStandardDeviation.StandardDeviationForPsi
statesM - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
STD_REGULARIZATION_METHOD - Static variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
STD_REGULARIZATION_METHOD - Static variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
stdev_pv_average - Variable in class com.polytechnik.freemoney.FreeMoneyForAll: Standard deviation of FreeMoneyForAll.pv_average.
sum - Variable in class com.polytechnik.freemoney.WIntegrator: The sum[i] is the sum of all posted Fdt[i].
sum1Lam - Variable in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem: A criteria of all Gram eigenvalues equals to 1: $ \sum 1/\lambda^{[i]}_G $ If all are equal to one -- the values is nC (the minimal), otherwise it is greater.
Sum2DerivativesCalculateable - Class in com.polytechnik.utils: a1*f1+a2*f2.
Sum2DerivativesCalculateable(double, DerivativesCalculateable, double, DerivativesCalculateable) - Constructor for class com.polytechnik.utils.Sum2DerivativesCalculateable
sumaAbB(double, double[], double, double[]) - Static method in class com.polytechnik.utils.TMatr
sumaAbB(int, double, double[], double, double[]) - Static method in class com.polytechnik.utils.TMatr
sumAB(int, double[], double[]) - Static method in class com.polytechnik.utils.TMatr
sumAcB(double[], double, double[]) - Static method in class com.polytechnik.utils.TMatr
sumAcB(int, double[], double, double[]) - Static method in class com.polytechnik.utils.TMatr
sumAcBdE(double[], double, double[], double, double[]) - Static method in class com.polytechnik.utils.TMatr
sumElements(double[]) - Static method in class com.polytechnik.utils.TMatr
sumElements(int, double[]) - Static method in class com.polytechnik.utils.TMatr
sumLambdaMatrixDiagonalsInPsiStates(double[]) - Method in class com.polytechnik.utils.LebesgueQuadratureWithEVData: Calculate sum(lambda*MM) in all eigenstates, typically used for spur calculation, the answer actually is: Spur(G^{-1}*QQf*G^{-1}*MM).
sumMult2Pol(double[], double[], int, double[], int) - Static method in class com.polytechnik.utils.Polynomials
sumP1(double[], double[], double) - Static method in class com.polytechnik.utils.TMatr
sumP1(double[], double[], int, double) - Static method in class com.polytechnik.utils.TMatr
sumP1(double[], double[], int, int, double) - Static method in class com.polytechnik.utils.TMatr
sumQlQmExpansionCoefs(int, int, double[], double) - Static method in class com.polytechnik.utils.Laguerre
sumQlQmExpansionCoefs(int, int, double[], double) - Static method in class com.polytechnik.utils.LegendreShifted
svd_adj - Variable in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD
svd_orig - Variable in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD
SVDResult(int, int, double[], double[], double[], boolean) - Constructor for class com.polytechnik.utils.EVSolver.SVDResult
SVK - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
svol - Variable in class com.polytechnik.trading.QVMData
svol - Variable in class com.polytechnik.trading.QVMDataL
svol - Variable in class com.polytechnik.trading.QVMDataP
SYMBOLS64 - Static variable in class com.polytechnik.utils.LongHashMap
SZI - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
SZR - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG

T

t - Variable in class com.polytechnik.utils.CircularList.TEST
T - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
T - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
T_IH - Variable in class com.polytechnik.freemoney.FreeMoneyForAll: Time to "now" (in tau units) in the state of global max I .
t_lastsaved - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments: Time of last trade added, may be different from last basis time reference WIntegrator.currenttime_previous.
T_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
T_M - Variable in class com.polytechnik.trading.SplitdIHdt: Time to "now" (in tau units) in selected state.
t_sum - Variable in class com.polytechnik.trading.QVMData
t0dumpinhours - Static variable in class com.polytechnik.trading.PnLInPsiHstate
table - Variable in class com.polytechnik.utils.LongHashMap: The hash table data.
tau - Variable in class com.polytechnik.trading.QVMData
tau - Variable in class com.polytechnik.trading.QVMDataL
tau - Variable in class com.polytechnik.trading.QVMDataP
tauvbuymoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
tauvbuymoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
tauvbuymoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
tauvsellmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
tauvsellmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
tauvsellmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
TDI_H - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
TDI_L - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
TEMP - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
test(QUANC8.FSIN) - Static method in class com.polytechnik.utils.QUANC8
TEST(long) - Constructor for class com.polytechnik.utils.CircularList.TEST
test_AB(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_AB_as_Basis(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_AB_conversion_PBASIS(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: This method test a construction of orthogonal polynomials identified by the recurrence coefficients in any basis defined by RecurrenceAB.
test_Borges(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: Print the results of Carlos F.
test_C() - Static method in class com.polytechnik.utils.Polynomials
test_Calculations(int, int) - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
test_Calculations(int, int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_ChristoffelFunction(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_ConfederateMatrix(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_Discrete(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_DistributionSkewness() - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_ECOND(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_ExactValues(double) - Method in class com.polytechnik.utils.TestBasisPolynomials
test_Extra() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
test_Extra(int, int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
test_Extra(int, int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
test_Extra(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
test_FreeMoneyForAll() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
test_GenerateMeasureProducingPolynomial(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_getABRadauModified(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_getaxbP(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_getBasisFunctionsMultipliedByPolynomial(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
test_getBasisFunctionsOnPolynomialArgument(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
test_getEV(TestEigenvalues.EVSolverOneMatr, int, int, Random, double) - Static method in class com.polytechnik.utils.TestEigenvalues
test_getEV3(TestEigenvalues.EVSolverTwoMatr, int, int, Random, double) - Static method in class com.polytechnik.utils.TestEigenvalues
test_getGEV(TestEigenvalues.EVSolverTwoMatr, int, int, Random, double) - Static method in class com.polytechnik.utils.TestEigenvalues
test_getLaguerreExpFIntegrated(Random, int, int, double) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
test_getLegendreAveraged(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
test_getLegendreFromPByIntegration(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
test_getQxFromAB(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_getSVD(TestEigenvalues.EVSolverSVD, int, int, Random, double) - Static method in class com.polytechnik.utils.TestEigenvalues
test_getxP(Random, int, double) - Static method in class com.polytechnik.utils.Polynomials
test_getXPnplusPn(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
test_IvsVT_CalculateMoments() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
test_IvsVT_CalculateMoments_Extra() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
test_Kronrod(int, double[], boolean) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_Kronrod_random(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_LebesgueQuadrature(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_linsys(String, int, int, Random) - Static method in class com.polytechnik.utils.Linsystems
test_LnprimeMinusLn(Random, int, int, double) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
test_load_index(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.SortArrays
test_load_index(int, double[], double[], int[]) - Static method in class com.polytechnik.utils.SortArrays
test_MatrixAndValues(int) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
test_MomentsCalculation(int, int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_MomentsCalculation2(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_Mul(Random, double) - Static method in class com.polytechnik.utils.TMatr
test_mulMatrices(Random, double) - Static method in class com.polytechnik.utils.TMatr
test_mult2Pol(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_mult2Pol(Random, int, double) - Static method in class com.polytechnik.utils.Polynomials
test_MultipleOrthogonality(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: Test multiple orthogonality on the same interval.
test_MultipleOrthogonality_Disjoin(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable: Test multiple orthogonality on the disjoin intervals.
test_NodesPolynomial(double[], double[], int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_ONEECOND(int, double[], double[], String) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_order(Random) - Static method in class com.polytechnik.utils.LongTreeValueMapTest
test_ordered(int, double[], boolean) - Static method in class com.polytechnik.utils.SortArrays
test_orthogonality(String, int, double[], double[], double[], double) - Static method in class com.polytechnik.utils.EVXData: Test orthogonality unit test.
test_Polynomials(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_PolynomialsGramSchmidt(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_PsiAver_and_LebesgueQuadrature(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_QuadratureBasis(double[], double[], double[], int, double) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_RadauMoments(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_RadauMoments_directly_Bbasis(double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsChebyshevBasis.TestChebyshevInMonomials
test_RadauMoments_directly_Bbasis(double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsHermiteEBasis.TestHermiteEInMonomials
test_RadauMoments_directly_Bbasis(double[], double[]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_RadauNodes(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_Regular() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
test_RegularNodes(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_RQMatrixAndValues(int, double[], double[], double[]) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
test_sdiv(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_sdiv(Random, int, double) - Static method in class com.polytechnik.utils.Polynomials
test_sdiv1(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_sdiv1(Random, int, double) - Static method in class com.polytechnik.utils.Polynomials
test_Self(long) - Static method in class com.polytechnik.trading.QVMData
test_Self(long) - Static method in class com.polytechnik.trading.QVMDataL
test_Self(long) - Static method in class com.polytechnik.trading.QVMDataP
test_setNewtonBinomialLikeCoefs(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
test_setQlQmExpansionCoefs(int, int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
test_setQlQmExpansionCoefs(int, int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
test_setQlQmExpansionCoefs(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_simpleSum(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_simpleSum_PBASIS(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
test_Solvers(int, int, Random, double) - Static method in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
test_sortArray(Random, double, int) - Static method in class com.polytechnik.utils.SortArrays
test_sortArrayIndexes(Random, double, int) - Static method in class com.polytechnik.utils.SortArrays
test_Sum(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
test_Sum_PBASIS(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
test_svd - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: For unit tests.
test_the_same(String, LongHashMap<String>, HashMap<Long, String>) - Static method in class com.polytechnik.utils.LongHashMap
test_TwoQuadraticFormsProduct(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_Type2(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_TypeK(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_Values(int) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
test_Values2(int) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
test_WeightsAndNodes(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test_WExtremal(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
test1() - Static method in class com.polytechnik.utils.CircularList.TEST
testApproachVectorXVectorF_Christoffel(TestDirectProjection, boolean, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
testApproachVectorXVectorF_Not_Ready_Yet(int, int, Random, int, double) - Static method in class com.polytechnik.kgo.TestDirectProjection: Just to test a concept: try many to many.
testApproachVectorXVectorF_Simple(TestDirectProjection, boolean, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
testApproachVectorXVectorF_SpectralTest(TestDirectProjection, boolean, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
testApproachVectorXVectorF_TestCorrelation(TestDirectProjection, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
testAttributesProducts(Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
testAttributesTextualRepresentation(Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
testBases(int, int) - Method in class com.polytechnik.kgo.TestKGO
testBasic(int, int, Random, double) - Static method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization
testBasisConversion(List<TestObservationSequenceFromSampleVectorXVectorF.RegularizationWithSample>, boolean, double) - Static method in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
TestBasisFunctionsCalculatable - Class in com.polytechnik.utils: Unit test for a BasisFunctionsCalculatable object.
TestBasisFunctionsCalculatable(String, BasisFunctionsCalculatable, Random, double) - Constructor for class com.polytechnik.utils.TestBasisFunctionsCalculatable
TestBasisLaguerre() - Constructor for class com.polytechnik.utils.Laguerre.TestBasisLaguerre
TestBasisLaguerre(Random, double) - Constructor for class com.polytechnik.utils.Laguerre.TestBasisLaguerre
TestBasisLegendreShifted() - Constructor for class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
TestBasisLegendreShifted(Random, double) - Constructor for class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
TestBasisPolynomials - Class in com.polytechnik.utils: Basis of orthogonal polynomials.
TestBasisPolynomials(String, BasisPolynomials, Random, double) - Constructor for class com.polytechnik.utils.TestBasisPolynomials
TestChebyshevInMonomials() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsChebyshevBasis.TestChebyshevInMonomials
testChristoffel(Function<DataReadObservationVectorXF, RegularizedVectorXF>, String, RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
testConstraintsOK_getOrthogonalOffdiag0DiagEq(int, int, double[], double[], double) - Static method in class com.polytechnik.kgo.LinearConstraints: Check a matrix for: all offdiag 0, all diag are the same.
testDegenerated1(Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
TestDirectProjection - Class in com.polytechnik.kgo: A class for unit test.
TestDirectProjection(DataReadObservationVectorXVectorF) - Constructor for class com.polytechnik.kgo.TestDirectProjection
TestEigenvalues - Class in com.polytechnik.utils
TestEigenvalues() - Constructor for class com.polytechnik.utils.TestEigenvalues
TestEigenvalues.EVSolverOneMatr - Interface in com.polytechnik.utils
TestEigenvalues.EVSolverSVD - Interface in com.polytechnik.utils
TestEigenvalues.EVSolverTwoMatr - Interface in com.polytechnik.utils
testFDiagInChristoffelFunctionBasis(String, RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
TestHermiteEInMonomials() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsHermiteEBasis.TestHermiteEInMonomials
TestKGO - Class in com.polytechnik.kgo: A class for KGOSolutionVectorXVectorF unit test.
TestKGO(Random, int, double) - Constructor for class com.polytechnik.kgo.TestKGO
TestKGOAll - Class in com.polytechnik.kgo: A class for unit test.
TestKGOAll() - Constructor for class com.polytechnik.kgo.TestKGOAll
testKGOSimple(int, int) - Method in class com.polytechnik.kgo.TestKGO
testNonDegenerated1(Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
TestObservationSequenceFromSampleVectorXF - Class in com.polytechnik.utils: A class with the data for unit test of vector to scalar RN model.
TestObservationSequenceFromSampleVectorXF(RandomSample[], RandomSample, RandomSample) - Constructor for class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF
TestObservationSequenceFromSampleVectorXVectorF - Class in com.polytechnik.kgo: A class with the data for vector-to-vector models unit tests.
TestObservationSequenceFromSampleVectorXVectorF(RandomSample[], RandomSample[], RandomSample) - Constructor for class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
TestObservationSequenceFromSampleVectorXVectorF.RegularizationWithSample - Class in com.polytechnik.kgo
testOne(String, int, double[][], Random, double) - Static method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization
TestOptimizationPsi - Class in com.polytechnik.utils: A unit test for optimization problems such as IstatesConditionalV2, IstatesConditionalLocalized MaximizeStandardDeviation IstatesConditional.
TestOptimizationPsi(int, int, Consumer<TestOptimizationPsi>, Random, double) - Constructor for class com.polytechnik.utils.TestOptimizationPsi
testOrthogonality(String, int, double[], int, double) - Static method in class com.polytechnik.kgo.TestKGO
TestOrthogonalPolynomialsBasisFunctionsCalculatable - Class in com.polytechnik.utils: Test OrthogonalPolynomialsBasisFunctionsCalculatable in monomials.
TestOrthogonalPolynomialsBasisFunctionsCalculatable(String, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double, Random, double, double) - Constructor for class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
testPolynom(double[]) - Method in class com.polytechnik.utils.TestPolynomialRoots
testPolynomialFromFile(String) - Method in class com.polytechnik.utils.TestPolynomialRoots
testPolynomialOperations() - Static method in class com.polytechnik.utils.Polynomials
TestPolynomialRoots - Class in com.polytechnik.utils
TestPolynomialRoots(PolynomialRootsFinder, double) - Constructor for class com.polytechnik.utils.TestPolynomialRoots
testProjectiveContributingBasisAndFTOTCoverage(DataReadObservationVectorXVectorF, double) - Method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF: Contributing subspace old projective approach.
TestRayleighQuotient(String, long) - Constructor for class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
testRegularizations(Function<DataReadObservationVectorXF, RegularizedVectorXF>, Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
TestRN - Class in com.polytechnik.utils: A class for RadonNikodymSpectralModel unit test.
TestRN(Random, int, double) - Constructor for class com.polytechnik.utils.TestRN
testRoots(int, int, Random, double) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
testRootsRandomPolynomial(int, int, Random) - Method in class com.polytechnik.utils.TestPolynomialRoots
testSampled(String, RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
testXorigExpansionInPsik(RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN: Test the xorig expansion in psik.
ThreeTermRecurrenceCalculatable - Interface in com.polytechnik.utils: Three term recurrence coefficients.
threshold - Variable in class com.polytechnik.utils.LongHashMap: The table is rehashed when its size exceeds this threshold.
Ti_TiVH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
TI_VTH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
TimVT - Variable in class com.polytechnik.trading.PnLInPsiHstate
TiV - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
TM - Variable in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
TMatr - Class in com.polytechnik.utils: Simple (and inefficient) matrix multiplication and linear systems.
TMatr() - Constructor for class com.polytechnik.utils.TMatr
tmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
tmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
tmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
toOriginalEVectorScaleFactor - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints.LambdaLin
totalSum - Variable in class com.polytechnik.kgo.ContributingSubspaceMaxCoverage
totalVolume - Variable in class com.polytechnik.freemoney.PFuture
totalweight - Variable in class com.polytechnik.utils.DataReadObservationVectorXF.DataStat
totalweight - Variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF.DataStat
totalweight - Variable in class com.polytechnik.utils.RegularizedVectorX
totalweight - Variable in class com.polytechnik.utils.RegularizedVectorXF
Tpmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
Tpmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
Tpmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
trade_last - Variable in class com.polytechnik.trading.QVMData
trade_last - Variable in class com.polytechnik.trading.QVMDataL
trade_last - Variable in class com.polytechnik.trading.QVMDataP
tsmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
tsmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
tsmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
Tv_average - Variable in class com.polytechnik.freemoney.PFuture
Tv_average - Variable in class com.polytechnik.trading.IntervalSincePsiM
Tv_average - Variable in class com.polytechnik.trading.PnLInPsiHstate: Actual prices (without an offset).
Tv_IH - Variable in class com.polytechnik.freemoney.FreeMoneyForAll: Time to "now" (in tau units) in the state of global max I .
Tv_M - Variable in class com.polytechnik.freemoney.PFuture
Tv_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
Tv_M - Variable in class com.polytechnik.trading.SplitdIHdt: Time to "now" (in tau units) in selected state.
Tv_spurM - Variable in class com.polytechnik.freemoney.PFuture
Tv_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
Tvmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
Tvmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
Tvmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
twoI - Variable in class com.polytechnik.trading.PnLInPsiHstate
txt - Variable in class com.polytechnik.utils.TestBasisFunctionsCalculatable

U

u - Variable in class com.polytechnik.kgo.DemoRecoverMapping.Res
u - Variable in class com.polytechnik.kgo.DemoScalarInterpolation.Res
U - Variable in class com.polytechnik.utils.EVSolver.SVDResult
U - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
u_adj - Variable in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD
u_orig - Variable in class com.polytechnik.kgo.AdjustedStateToUnitaryWithSVD
u_orig - Variable in class com.polytechnik.kgo.ApplyFunToGramMatrix
uadj - Variable in class com.polytechnik.kgo.KGOOptimizationResult: Actual solution.
uadj - Variable in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
UAdjustment - Interface in com.polytechnik.kgo: A interface to access original and constraint-adjusted solutions.
UnitTests - Class in com.polytechnik.utils: Unit test utils.
UnitTests() - Constructor for class com.polytechnik.utils.UnitTests
UnitTests.TwoValuesCheckMatching - Interface in com.polytechnik.utils: A helper interface for array checking.
updateBasisToNewTimeReference(long, double) - Method in class com.polytechnik.freemoney.CommonlyUsedMoments
updateSavedMomentsToNewTimeReference(long) - Method in class com.polytechnik.freemoney.WIntegrator: The method shifts basis functions offset as the time progresses.
updateSavedMomentsToNewTimeReference(long) - Method in class com.polytechnik.freemoney.WIntegratorLaguerre
updateSavedMomentsToNewTimeReference(long) - Method in class com.polytechnik.freemoney.WIntegratorLegendreShifted: Recurrently update saved moments to new currenttime.
updateSavedMomentsToNewTimeReference(long) - Method in class com.polytechnik.freemoney.WIntegratorMonomials
updateWithSingleObservation(long, long, double, double) - Method in class com.polytechnik.freemoney.CommonlyUsedMoments: A trivial update with a single triple (t,P,dv) coming.
USE_dsyevr - Static variable in class com.polytechnik.utils.EVSolver_Lapack310
USE_dsyevr - Static variable in class com.polytechnik.utils.EVSolver_LapackOLD
UV_ALL - Enum constant in enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint: Set all Herm(UV) matrix to zero, nC*(nC+1)/2 constraints.
UV_OFFDIAG0DIAGEQ - Enum constant in enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint
UV_ORT - Enum constant in enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint: New basis orthogonal to u, single constraint.
UV_ORT_NOINJECT - Enum constant in enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint

V

V - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
V_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
v_scale - Variable in class com.polytechnik.trading.QVMData
v_sum - Variable in class com.polytechnik.trading.QVMData
validateOptions() - Method in class com.polytechnik.kgo.DemoRecoverUnitaryMatrixFromSeq.RUConfig
validateOptions() - Method in class com.polytechnik.kgo.DemoScalarInterpolation.RConfig
validateOptions() - Method in class com.polytechnik.kgo.KGOConfig
validateOptions() - Method in class com.polytechnik.utils.RNConfig
value - Variable in class com.polytechnik.utils.LongHashMap.Entry
ValueCorrelation - Class in com.polytechnik.utils: Value Correlation of p and r.
ValueCorrelation(double, double, double, double, double, double, double, double) - Constructor for class com.polytechnik.utils.ValueCorrelation: Value Correlation (from monomials moments).
ValueCorrelation(double, double, Skewness, Skewness) - Constructor for class com.polytechnik.utils.ValueCorrelation
valueOf(String) - Static method in enum class com.polytechnik.kgo.KGOIterationalLambda2.LambdaCalculationMethod: Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin.SelectionChi: Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint: Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF.XSubspace: Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod: Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.polytechnik.utils.RegularizationMethod: Returns the enum constant of this class with the specified name.
values - Variable in class com.polytechnik.utils.ReadWriteUtils.ReadNameValue
values() - Static method in enum class com.polytechnik.kgo.KGOIterationalLambda2.LambdaCalculationMethod: Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin.SelectionChi: Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.polytechnik.kgo.KGOIterationalTrySubspaceOrthogonal.LinConstraint: Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation: Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF.XSubspace: Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod: Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.polytechnik.utils.RegularizationMethod: Returns an array containing the constants of this enum class, in the order they are declared.
valuesSkipBroken() - Static method in enum class com.polytechnik.kgo.KGOOptimizationResult.Approximation
valuesSkipBroken() - Static method in enum class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF.XSubspace
valuesSkipBroken() - Static method in enum class com.polytechnik.kgo.SKFromSampleCalculationMethod
var_S_M - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneIState
varTi_TiVH - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
vbuymoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
vbuymoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
vbuymoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
VdivT_M - Variable in class com.polytechnik.freemoney.PFuture: The value of aggregated execution flow V/T=$ \frac{\mathrm{Spur}\left\|I\middle|\rho_{IH}\right\|} {\mathrm{Spur}\left\|\rho_{IH}\right\|} $=PFuture.I_spurM/PFuture.one_spurM.
VdivT_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
VdP_M - Variable in class com.polytechnik.freemoney.PFuture: The value of $\left\langle\psi\middle|V\frac{dp}{dt}\middle|\psi\right\rangle$.
VdP_spurM - Variable in class com.polytechnik.freemoney.PFuture: The value of $\mathrm{Spur}\left\|V\frac{dp}{dt}\middle|\rho_{IH}\right\|$.
VdPmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
VdPmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
VdPmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
VectorXVectorFPointAccess - Interface in com.polytechnik.utils: An interface to access a single point of a vector X to Vector F model.
VectorXVectorFPointEvaluatable - Interface in com.polytechnik.utils: An interface to evaluate a vector-to-vector mapping at given point.
VectorXVectorFPointEvaluatableCommon - Class in com.polytechnik.kgo: A helper class for common vector type of evaluation.
VectorXVectorFPointEvaluatableCommon(UAdjustment, RegularizedVectorX, RegularizedVectorX, double[], Function<double[], double[]>, double[], SKFromSampleCalculationMethod) - Constructor for class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
VectorXVectorFPointEvaluatableCommon.VectorXVectorFPointAccessWithDimensionAdjusted - Interface in com.polytechnik.kgo: Some extra data.
vmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
vmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
vmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
vol - Variable in class com.polytechnik.trading.QVMData
vol - Variable in class com.polytechnik.trading.QVMDataL
vol - Variable in class com.polytechnik.trading.QVMDataP
Vol_tradeI_spurM - Variable in class com.polytechnik.freemoney.PFuture
VolMatrix - Interface in com.polytechnik.utils: Volatility calculation.
voltlty - Variable in class com.polytechnik.trading.PnLInPsiHstate
Volume_M - Variable in class com.polytechnik.freemoney.PFuture
vsellmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
vsellmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
vsellmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
vsmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
vsmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
vsmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
VT - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
VT - Variable in class com.polytechnik.trading.PnLInPsiHstate
VT - Variable in class com.polytechnik.utils.EVSolver.SVDResult

W

w - Variable in class com.polytechnik.utils.LebesgueQuadratureWithEVData
w - Variable in class com.polytechnik.utils.Quadrature.MultipleOrthogonalityQuadrature
w - Variable in class com.polytechnik.utils.Quadrature
w - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel: Lebesgue quadrature.
W - Variable in class com.polytechnik.utils.ProbabilityCorrelation: W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.
w_pH_iH - Variable in class com.polytechnik.utils.ProbabilityCorrelation: W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.
w_pH_iL - Variable in class com.polytechnik.utils.ProbabilityCorrelation: W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.
w_pH_rH - Variable in class com.polytechnik.utils.ValueCorrelation
w_pH_rL - Variable in class com.polytechnik.utils.ValueCorrelation
w_pL_iH - Variable in class com.polytechnik.utils.ProbabilityCorrelation: W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.
w_pL_iL - Variable in class com.polytechnik.utils.ProbabilityCorrelation: W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.
w_pL_rH - Variable in class com.polytechnik.utils.ValueCorrelation
w_pL_rL - Variable in class com.polytechnik.utils.ValueCorrelation
W0 - Variable in class com.polytechnik.utils.QUANC8.FSIN
w1 - Variable in class com.polytechnik.utils.Skewness
w2 - Variable in class com.polytechnik.utils.Skewness
weight - Variable in class com.polytechnik.utils.ObservationVectorXF
weight - Variable in class com.polytechnik.utils.ObservationVectorXVectorF
wg - Variable in class com.polytechnik.utils.Quadrature.KronrodQuadrature
wH - Variable in class com.polytechnik.utils.EVXData
wi - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments: Recurrent integrator.
WIntegrator - Class in com.polytechnik.freemoney: A simple accumulator with integration.
WIntegrator(int, double, int) - Constructor for class com.polytechnik.freemoney.WIntegrator
WIntegratorLaguerre - Class in com.polytechnik.freemoney: Laguerre basis.
WIntegratorLaguerre(int, double, int) - Constructor for class com.polytechnik.freemoney.WIntegratorLaguerre
WIntegratorLegendreShifted - Class in com.polytechnik.freemoney: A simple accumulator with integration in shifted Legendre basis.
WIntegratorLegendreShifted(int, double, int) - Constructor for class com.polytechnik.freemoney.WIntegratorLegendreShifted
WIntegratorMonomials - Class in com.polytechnik.freemoney: Monomials basis.
WIntegratorMonomials(int, double, int) - Constructor for class com.polytechnik.freemoney.WIntegratorMonomials
wk - Variable in class com.polytechnik.utils.Quadrature.KronrodQuadrature
wL - Variable in class com.polytechnik.utils.EVXData
wr0 - Variable in class com.polytechnik.utils.IstatesConditionalLocalized.PriceMatchStorage
wr0_M - Variable in class com.polytechnik.utils.IstatesConditional
wr0_M - Variable in class com.polytechnik.utils.IstatesConditionalLocalized: The <psi_M|psi0>^2, a kind of "distance" to "now"; y is actual distance.
wr0_M - Variable in class com.polytechnik.utils.IstatesConditionalSameAverage: The <psi_M|psi0>^2, a kind of "distance" to "now".
wr0_M - Variable in class com.polytechnik.utils.IstatesConditionalSubspaceLinearConstraints
wr0_M - Variable in class com.polytechnik.utils.IstatesConditionalV2: The <psi_M|psi0>^2, a kind of "distance" to "now".

X

x - Variable in class com.polytechnik.utils.ObservationVectorXF
x - Variable in class com.polytechnik.utils.ObservationVectorXVectorF
x - Variable in class com.polytechnik.utils.Quadrature.MultipleOrthogonalityQuadrature
x - Variable in class com.polytechnik.utils.Quadrature
X - Variable in class com.polytechnik.utils.RegularizedVectorXVectorF
x_Fmax - Variable in class com.polytechnik.freemoney.ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots
x_Fmin - Variable in class com.polytechnik.freemoney.ILocalizedStates.SelectMinMaxFValuesOnDerivativeRoots
x_max - Variable in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
x_min - Variable in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
x0 - Variable in class com.polytechnik.utils.EVXData
x1 - Variable in class com.polytechnik.utils.Skewness
x2 - Variable in class com.polytechnik.utils.Skewness
xa - Variable in class com.polytechnik.utils.Skewness
XA - Variable in class com.polytechnik.utils.DiffSkewness
Xdescription - Variable in class com.polytechnik.utils.RegularizedVectorX
Xdescription - Variable in class com.polytechnik.utils.RegularizedVectorXF
xExpansion - Variable in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization.EliminateVector
XF - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
XfGfm1 - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF: Some temporary matrices.
XfX - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel: Input matrix.
XfX - Variable in class com.polytechnik.utils.RegularizedVectorXF
XfX - Variable in class com.polytechnik.utils.XXMatrs
xg - Variable in class com.polytechnik.utils.Quadrature.KronrodQuadrature
xHeader - Variable in class com.polytechnik.utils.DataReadObservationVectorXF
xHeader - Variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF
Xhmi - Variable in class com.polytechnik.utils.AttributesProductsMultiIndexed.MIScanner
xk - Variable in class com.polytechnik.utils.Quadrature.KronrodQuadrature
xm - Variable in class com.polytechnik.utils.Skewness
xorig_average - Variable in class com.polytechnik.utils.DataReadObservationVectorXF.DataStat
xorig_average - Variable in class com.polytechnik.utils.DataReadObservationVectorXVectorF.DataStat
xorig_average - Variable in class com.polytechnik.utils.RegularizedVectorX
xorig_average - Variable in class com.polytechnik.utils.RegularizedVectorXF
xorig_basisfunctions - Variable in class com.polytechnik.utils.RegularizedVectorX
xorig_basisfunctions - Variable in class com.polytechnik.utils.RegularizedVectorXF
xorig_norm - Variable in class com.polytechnik.utils.RegularizedVectorX
xorig_norm - Variable in class com.polytechnik.utils.RegularizedVectorXF
xSubspace - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
XSubspace() - Constructor for enum class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF.XSubspace
xX - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
xX - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
XX - Variable in class com.polytechnik.kgo.DirectProjectionSolutionVectorXVectorF
XX - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel: Input matrix.
XX - Variable in class com.polytechnik.utils.RegularizedVectorXF
XX - Variable in class com.polytechnik.utils.XXMatrs
XXMatrs - Class in com.polytechnik.utils: A class to store two matrices.
XXMatrs(int, int, double[], double[]) - Constructor for class com.polytechnik.utils.XXMatrs

Y

y - Variable in class com.polytechnik.utils.IstatesConditionalLocalized.PriceMatchStorage
y_M - Variable in class com.polytechnik.utils.IstatesConditionalLocalized

_

_differentiatePolynomial(double[], double[], int) - Static method in class com.polytechnik.utils.Polynomials
_findPolynomialRoots(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.PolynomialRootsElementary
_findRoots(int, double[], double[], double[]) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG: FINDS THE ZEROS OF A REAL POLYNOMIAL OP - DOUBLE PRECISION VECTOR OF COEFFICIENTS IN ORDER OF INCREASING POWERS.
_getEVXDataFromEVStates(int, double[], OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable>, double) - Static method in class com.polytechnik.utils.EVXData
_integratePolynomial(double[], double[], int) - Static method in class com.polytechnik.utils.Polynomials
_sdiv(double[], int, double[], int) - Method in interface com.polytechnik.utils.BasisFunctionsMultipliable: Divide p by d, such that p=q*d+r.
_selectHermitianPart(int, double[], boolean) - Static method in class com.polytechnik.utils.TMatr: Calculates QQ+QQ^T or QQ-QQ^T depending on flag_antiHermitian.
_TRACE - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG

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