Index
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 under1
useUnitTests.checkDoubleNoFail(double, double, double)
otherwise useUnitTests.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
andKGOIterationalGEVAdj_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
- 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 forRegularizedVectorXVectorF.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, callsgetBasisFunctionsMultipliedByPolynomial(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 forRecurrenceAB
this method is the foundation of multiplication operation; instead, we now repeatedly apply therecurrence
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 bothpol
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 \(|I^{-1/2}|p|I^{-1/2}|\) ifflagDivide=true
or to \(|I^{1/2}|p|I^{1/2}|\) ifflagDivide=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
toEVXData
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 fromBasisPolynomials
. - 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 applyIstatesConditionalV2.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 applyIstatesConditionalSameAverage.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
- 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 adjustedFindPsiConstrainedSameAverage.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 adjustedFindPsiConstrainedSingleQuadratic0.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 incorporatelinear 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
forQVMData.shiftOffset(double, double, double, int)
. - MOM_AD - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.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
forQVMData.shiftOffset(double, double, double, int)
. - MOM_DAV - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_DP - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_DPMINUS - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_DPPLUS - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_DPT - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_DPV - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_dT - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_dV - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.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
forQVMData.shiftOffset(double, double, double, int)
. - MOM_RVS - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_TAUIBUY - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_TAUISELL - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_TDP - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_TdV - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_TS - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_VBUY - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_VdPdt - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_VS - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.shiftOffset(double, double, double, int)
. - MOM_VSELL - Static variable in class com.polytechnik.trading.QVMData
-
Possible moment
whatmom
forQVMData.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 lessb_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 multiplicationsetQlQmExpansionCoefs
is cached usingBasisFunctionsMultiplicationCache
. - 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
, theBasisPolynomials#setQlQmExpansionCoefs
typically uses analytic expression; this implementation instead uses three term recurrence implemented ingetBasisFunctionsMultipliedByPolynomial
. - 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
- 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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