Index

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

A

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

B

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

C

c - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraints.LambdaLin
 
c - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsE.LambdaLin
 
c - Variable in class com.polytechnik.kgo.KGOIterationalLinearConstraintsExtraDegreesOfFreedom.LambdaLin
 
C - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
 
C(int, int) - Static method in class com.polytechnik.utils.Polynomials
 
cache - Variable in class com.polytechnik.utils.BasisFunctionsMultiplicationCache
 
calcsc(int) - Method in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
THIS ROUTINE CALCULATES SCALAR QUANTITIES USED TO COMPUTE THE NEXT K POLYNOMIAL AND NEW ESTIMATES OF THE QUADRATIC COEFFICIENTS.
calculate(int, double) - Method in interface com.polytechnik.utils.BasisFunctionsCalculatable
Calculation basis polynomial value.
calculate(int, double) - Method in class com.polytechnik.utils.Chebyshev
Calculation of the value of n-th Chebyshev polynomial at given x.
calculate(int, double) - Method in class com.polytechnik.utils.HermiteE
Calculation of the value of n-Hermite polynomial at given x.
calculate(int, double) - Method in class com.polytechnik.utils.Laguerre
Calculation of the value of n-th Laguerre polynomial at given x.
calculate(int, double) - Method in class com.polytechnik.utils.Legendre
Calculation of the value of n-th Legendre polynomial at given x.
calculate(int, double) - Method in class com.polytechnik.utils.LegendreShifted
Calculation of the value of n-th Legendre polynomial shifted to [0,1].
calculate(int, double) - Method in class com.polytechnik.utils.Monomials
Calculation of the value of n-th Monomials polynomial \( x^n \) at given x.
calculate(int, double) - Method in class com.polytechnik.utils.RecurrenceAB
Calculate \( Q_n(x) \) using three term recurrence at given x.
calculateQVMData(int, int, int, long, long, Trade[], int, QVMData) - Static method in class com.polytechnik.trading.QVMData
 
calculateQVMDataL(int, int, long, long, Trade[], int, QVMDataL) - Static method in class com.polytechnik.trading.QVMDataL
 
calculateQVMDataP(int, int, long, long, Trade[], int, QVMDataP) - Static method in class com.polytechnik.trading.QVMDataP
 
calculateRegularLambda(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.LagrangeMultipliersPartialSubspace
Calculate regular lambda as \( \lambda_{ij}=\mathrm{Herm} \sum\limits_{k=k^{\prime}=0}^{nX-1}\sum\limits_{j^{\prime}=0}^{nC-1} u_{ik}S_{jk;j^{\prime}k^{\prime}} u_{j^{\prime}k^{\prime}} \).
CBF - Static variable in class com.polytechnik.kgo.DemoScalarInterpolation
 
CBX - Static variable in class com.polytechnik.kgo.DemoScalarInterpolation
 
cFactor - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
 
Chebyshev - Class in com.polytechnik.utils
Chebyshev polynomials basis, using \( T_k=\alpha_{k-1} x*T_{k-1}-T_{k-2} \), where \( \alpha_{k}=1 \) for k=0, and 2 otherwise.
Chebyshev() - Constructor for class com.polytechnik.utils.Chebyshev
 
checkCalculations(int, Random, int, int, int, double) - Static method in class com.polytechnik.trading.QVMDataL
 
checkCalculations(int, Random, int, int, int, double) - Static method in class com.polytechnik.trading.QVMDataP
 
checkCalculations(int, Random, int, int, int, int, double) - Static method in class com.polytechnik.trading.QVMData
 
checkDouble(double, String, double, String) - Static method in class com.polytechnik.utils.UnitTests
 
checkDouble(double, String, double, String, double) - Static method in class com.polytechnik.utils.UnitTests
 
checkDoubleArrayRel(double[], String, double[], String, double) - Static method in class com.polytechnik.utils.UnitTests
 
checkDoubleArrayRel1(double[], String, double[], String, double) - Static method in class com.polytechnik.utils.UnitTests
 
checkDoubleArrays(String, UnitTests.TwoValuesCheckMatching, double[], String, double[], String, double) - Static method in class com.polytechnik.utils.UnitTests
 
checkDoubleNoFail(double, double, double) - Static method in class com.polytechnik.utils.UnitTests
 
checkDoubleRel(double, String, double, String, double) - Static method in class com.polytechnik.utils.UnitTests
 
checkDoubleRel1(double, String, double, String, double) - Static method in class com.polytechnik.utils.UnitTests
 
checkDoubleRel1NoFail(double, double, double) - Static method in class com.polytechnik.utils.UnitTests
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
convertToMonomials(double[]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
convertxFromOriginalToX - Variable in class com.polytechnik.utils.RadonNikodymSpectralModel
 
copyData(T[]) - Method in class com.polytechnik.utils.CircularList
 
copyKeys(long[]) - Method in class com.polytechnik.utils.LongHashMap
 
copyKeysAndValues(long[], V[]) - Method in class com.polytechnik.utils.LongHashMap
 
copyValues(V[]) - Method in class com.polytechnik.utils.LongHashMap
 
copyValues(V[]) - Method in class com.polytechnik.utils.LongTreeValueMapTest
 
corr - Variable in class com.polytechnik.utils.ProbabilityCorrelation
W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.
corr - Variable in class com.polytechnik.utils.ValueCorrelation
 
COSR - Static variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
 
counter_addIHObservationSecondarySampling - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments
 
counter_addObservationNoBasisShift - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments
 
covPTi_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
 
covPTi_spurM - Variable in class com.polytechnik.trading.IntervalSincePsiM
 
createAttributeTextualRepresentation(double[], int[], double[], double[]) - Method in class com.polytechnik.utils.DataReadObservationVectorXF
 
createFromSample(DataReadObservationVectorXVectorF, KGOOptimizationResult.Approximation, KGOSubspaceSolutionVectorXVectorF.XSubspace) - Static method in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
 
createFromSample(DataReadObservationVectorXVectorF, KGOOptimizationResult.Approximation, SKFromSampleCalculationMethod) - Static method in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
 
createLocalSK(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers
To remove along with KGOIterationalMultipleTransforms.
createSKBasisDiagK(int, int, double[], double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers
To remove along with KGOIterationalMultipleTransforms.
createSKDiagGramDiagK(int, int, double[]) - Static method in class com.polytechnik.kgo.MultipleTransformHelpers
To remove along with KGOIterationalMultipleTransforms.
createSKFromGram(int, int, double[]) - Static method in class com.polytechnik.kgo.AdjustedStateToUnitaryWithEigenproblem
Create SK matrix such that SK[j,k,jp,kp]=Gram[j,jp] delta_{k kp}.
currenttime - Variable in class com.polytechnik.trading.QVMData
 
currenttime - Variable in class com.polytechnik.trading.QVMDataL
 
currenttime - Variable in class com.polytechnik.trading.QVMDataP
 
currenttime_previous - Variable in class com.polytechnik.freemoney.WIntegrator
The time the moments are calculated on.
CX - Variable in class com.polytechnik.kgo.ContributingSubspaceMaxCoverage
 
CX - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
Contributing subspace.
CX - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
Selected contributing subspace.
CX - Variable in class com.polytechnik.kgo.VectorXVectorFPointEvaluatableCommon
Contributing subspace.
CX_projective - Variable in class com.polytechnik.kgo.KGOSubspaceSolutionVectorXVectorF
Contributing subspace (projective).

D

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

E

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

F

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

G

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

H

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

I

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

J

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

K

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

L

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

M

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

N

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

O

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

P

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

Q

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

R

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

S

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

T

t - Variable in class com.polytechnik.utils.CircularList.TEST
 
T - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
 
T - Variable in class com.polytechnik.trading.PnLInPsiHstate.OneStateSaved
 
T_IH - Variable in class com.polytechnik.freemoney.FreeMoneyForAll
Time to "now" (in tau units) in the state of global max I .
t_lastsaved - Variable in class com.polytechnik.freemoney.CommonlyUsedMoments
Time of last trade added, may be different from last basis time reference WIntegrator.currenttime_previous.
T_M - Variable in class com.polytechnik.trading.IntervalSincePsiM
 
T_M - Variable in class com.polytechnik.trading.SplitdIHdt
Time to "now" (in tau units) in selected state.
t_sum - Variable in class com.polytechnik.trading.QVMData
 
t0dumpinhours - Static variable in class com.polytechnik.trading.PnLInPsiHstate
 
table - Variable in class com.polytechnik.utils.LongHashMap
The hash table data.
tau - Variable in class com.polytechnik.trading.QVMData
 
tau - Variable in class com.polytechnik.trading.QVMDataL
 
tau - Variable in class com.polytechnik.trading.QVMDataP
 
tauvbuymoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
 
tauvbuymoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
 
tauvbuymoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
 
tauvsellmoments_Ltau_x_p - Variable in class com.polytechnik.trading.QVMDataL
 
tauvsellmoments_Ptau_x_p - Variable in class com.polytechnik.trading.QVMDataP
 
tauvsellmoments_vol_x_tau_x_p - Variable in class com.polytechnik.trading.QVMData
 
TDI_H - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
 
TDI_L - Variable in class com.polytechnik.trading.PnLInPsiHstate.MiscTests
 
TEMP - Variable in class com.polytechnik.utils.PolynomialRootsJenkinsTraubORIG
 
test(QUANC8.FSIN) - Static method in class com.polytechnik.utils.QUANC8
 
TEST(long) - Constructor for class com.polytechnik.utils.CircularList.TEST
 
test_AB(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_AB_as_Basis(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_AB_conversion_PBASIS(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
This method test a construction of orthogonal polynomials identified by the recurrence coefficients in any basis defined by RecurrenceAB.
test_Borges(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
Print the results of Carlos F.
test_C() - Static method in class com.polytechnik.utils.Polynomials
 
test_Calculations(int, int) - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
 
test_Calculations(int, int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_ChristoffelFunction(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_ConfederateMatrix(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_Discrete(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_DistributionSkewness() - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_ECOND(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_ExactValues(double) - Method in class com.polytechnik.utils.TestBasisPolynomials
 
test_Extra() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
 
test_Extra(int, int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
 
test_Extra(int, int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
 
test_Extra(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
 
test_FreeMoneyForAll() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
 
test_GenerateMeasureProducingPolynomial(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_getABRadauModified(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_getaxbP(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_getBasisFunctionsMultipliedByPolynomial(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
 
test_getBasisFunctionsOnPolynomialArgument(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
 
test_getEV(TestEigenvalues.EVSolverOneMatr, int, int, Random, double) - Static method in class com.polytechnik.utils.TestEigenvalues
 
test_getEV3(TestEigenvalues.EVSolverTwoMatr, int, int, Random, double) - Static method in class com.polytechnik.utils.TestEigenvalues
 
test_getGEV(TestEigenvalues.EVSolverTwoMatr, int, int, Random, double) - Static method in class com.polytechnik.utils.TestEigenvalues
 
test_getLaguerreExpFIntegrated(Random, int, int, double) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
 
test_getLegendreAveraged(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
 
test_getLegendreFromPByIntegration(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
 
test_getQxFromAB(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_getSVD(TestEigenvalues.EVSolverSVD, int, int, Random, double) - Static method in class com.polytechnik.utils.TestEigenvalues
 
test_getxP(Random, int, double) - Static method in class com.polytechnik.utils.Polynomials
 
test_getXPnplusPn(int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
 
test_IvsVT_CalculateMoments() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
 
test_IvsVT_CalculateMoments_Extra() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
 
test_Kronrod(int, double[], boolean) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_Kronrod_random(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_LebesgueQuadrature(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_linsys(String, int, int, Random) - Static method in class com.polytechnik.utils.Linsystems
 
test_LnprimeMinusLn(Random, int, int, double) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
 
test_load_index(int, double[], double[], double[]) - Static method in class com.polytechnik.utils.SortArrays
 
test_load_index(int, double[], double[], int[]) - Static method in class com.polytechnik.utils.SortArrays
 
test_MatrixAndValues(int) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
 
test_MomentsCalculation(int, int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_MomentsCalculation2(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_Mul(Random, double) - Static method in class com.polytechnik.utils.TMatr
 
test_mulMatrices(Random, double) - Static method in class com.polytechnik.utils.TMatr
 
test_mult2Pol(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_mult2Pol(Random, int, double) - Static method in class com.polytechnik.utils.Polynomials
 
test_MultipleOrthogonality(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
Test multiple orthogonality on the same interval.
test_MultipleOrthogonality_Disjoin(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
Test multiple orthogonality on the disjoin intervals.
test_NodesPolynomial(double[], double[], int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_ONEECOND(int, double[], double[], String) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_order(Random) - Static method in class com.polytechnik.utils.LongTreeValueMapTest
 
test_ordered(int, double[], boolean) - Static method in class com.polytechnik.utils.SortArrays
 
test_orthogonality(String, int, double[], double[], double[], double) - Static method in class com.polytechnik.utils.EVXData
Test orthogonality unit test.
test_Polynomials(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_PolynomialsGramSchmidt(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_PsiAver_and_LebesgueQuadrature(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_QuadratureBasis(double[], double[], double[], int, double) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_RadauMoments(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_RadauMoments_directly_Bbasis(double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsChebyshevBasis.TestChebyshevInMonomials
 
test_RadauMoments_directly_Bbasis(double[], double[]) - Method in class com.polytechnik.utils.OrthogonalPolynomialsHermiteEBasis.TestHermiteEInMonomials
 
test_RadauMoments_directly_Bbasis(double[], double[]) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_RadauNodes(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_Regular() - Method in class com.polytechnik.trading.PnLInPsiHstate.PnLInPsiHstateTest
 
test_RegularNodes(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_RQMatrixAndValues(int, double[], double[], double[]) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
 
test_sdiv(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_sdiv(Random, int, double) - Static method in class com.polytechnik.utils.Polynomials
 
test_sdiv1(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_sdiv1(Random, int, double) - Static method in class com.polytechnik.utils.Polynomials
 
test_Self(long) - Static method in class com.polytechnik.trading.QVMData
 
test_Self(long) - Static method in class com.polytechnik.trading.QVMDataL
 
test_Self(long) - Static method in class com.polytechnik.trading.QVMDataP
 
test_setNewtonBinomialLikeCoefs(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
 
test_setQlQmExpansionCoefs(int, int) - Method in class com.polytechnik.utils.Laguerre.TestBasisLaguerre
 
test_setQlQmExpansionCoefs(int, int) - Method in class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
 
test_setQlQmExpansionCoefs(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_simpleSum(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_simpleSum_PBASIS(int, int) - Method in class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
test_Solvers(int, int, Random, double) - Static method in class com.polytechnik.utils.PolynomialRootsConfederateMatrix
 
test_sortArray(Random, double, int) - Static method in class com.polytechnik.utils.SortArrays
 
test_sortArrayIndexes(Random, double, int) - Static method in class com.polytechnik.utils.SortArrays
 
test_Sum(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
 
test_Sum_PBASIS(int, int) - Method in class com.polytechnik.utils.TestBasisPolynomials
 
test_svd - Variable in class com.polytechnik.kgo.KGOSolutionVectorXVectorF
For unit tests.
test_the_same(String, LongHashMap<String>, HashMap<Long, String>) - Static method in class com.polytechnik.utils.LongHashMap
 
test_TwoQuadraticFormsProduct(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_Type2(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_TypeK(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_Values(int) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
 
test_Values2(int) - Method in class com.polytechnik.utils.RayleighQuotient.TestRayleighQuotient
 
test_WeightsAndNodes(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test_WExtremal(int) - Method in class com.polytechnik.utils.TestOrthogonalPolynomialsBasisFunctionsCalculatable
 
test1() - Static method in class com.polytechnik.utils.CircularList.TEST
 
testApproachVectorXVectorF_Christoffel(TestDirectProjection, boolean, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
 
testApproachVectorXVectorF_Not_Ready_Yet(int, int, Random, int, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
Just to test a concept: try many to many.
testApproachVectorXVectorF_Simple(TestDirectProjection, boolean, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
 
testApproachVectorXVectorF_SpectralTest(TestDirectProjection, boolean, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
 
testApproachVectorXVectorF_TestCorrelation(TestDirectProjection, double) - Static method in class com.polytechnik.kgo.TestDirectProjection
 
testAttributesProducts(Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
 
testAttributesTextualRepresentation(Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
 
testBases(int, int) - Method in class com.polytechnik.kgo.TestKGO
 
testBasic(int, int, Random, double) - Static method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization
 
testBasisConversion(List<TestObservationSequenceFromSampleVectorXVectorF.RegularizationWithSample>, boolean, double) - Static method in class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
 
TestBasisFunctionsCalculatable - Class in com.polytechnik.utils
Unit test for a BasisFunctionsCalculatable object.
TestBasisFunctionsCalculatable(String, BasisFunctionsCalculatable, Random, double) - Constructor for class com.polytechnik.utils.TestBasisFunctionsCalculatable
 
TestBasisLaguerre() - Constructor for class com.polytechnik.utils.Laguerre.TestBasisLaguerre
 
TestBasisLaguerre(Random, double) - Constructor for class com.polytechnik.utils.Laguerre.TestBasisLaguerre
 
TestBasisLegendreShifted() - Constructor for class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
 
TestBasisLegendreShifted(Random, double) - Constructor for class com.polytechnik.utils.LegendreShifted.TestBasisLegendreShifted
 
TestBasisPolynomials - Class in com.polytechnik.utils
Basis of orthogonal polynomials.
TestBasisPolynomials(String, BasisPolynomials, Random, double) - Constructor for class com.polytechnik.utils.TestBasisPolynomials
 
TestChebyshevInMonomials() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsChebyshevBasis.TestChebyshevInMonomials
 
testChristoffel(Function<DataReadObservationVectorXF, RegularizedVectorXF>, String, RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
 
testConstraintsOK_getOrthogonalOffdiag0DiagEq(int, int, double[], double[], double) - Static method in class com.polytechnik.kgo.LinearConstraints
Check a matrix for: all offdiag 0, all diag are the same.
testDegenerated1(Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
 
TestDirectProjection - Class in com.polytechnik.kgo
A class for unit test.
TestDirectProjection(DataReadObservationVectorXVectorF) - Constructor for class com.polytechnik.kgo.TestDirectProjection
 
TestEigenvalues - Class in com.polytechnik.utils
 
TestEigenvalues() - Constructor for class com.polytechnik.utils.TestEigenvalues
 
TestEigenvalues.EVSolverOneMatr - Interface in com.polytechnik.utils
 
TestEigenvalues.EVSolverSVD - Interface in com.polytechnik.utils
 
TestEigenvalues.EVSolverTwoMatr - Interface in com.polytechnik.utils
 
testFDiagInChristoffelFunctionBasis(String, RadonNikodymSpectralModel, DataReadObservationVectorXF) - Method in class com.polytechnik.utils.TestRN
 
TestHermiteEInMonomials() - Constructor for class com.polytechnik.utils.OrthogonalPolynomialsHermiteEBasis.TestHermiteEInMonomials
 
TestKGO - Class in com.polytechnik.kgo
A class for KGOSolutionVectorXVectorF unit test.
TestKGO(Random, int, double) - Constructor for class com.polytechnik.kgo.TestKGO
 
TestKGOAll - Class in com.polytechnik.kgo
A class for unit test.
TestKGOAll() - Constructor for class com.polytechnik.kgo.TestKGOAll
 
testKGOSimple(int, int) - Method in class com.polytechnik.kgo.TestKGO
 
testNonDegenerated1(Function<DataReadObservationVectorXF, RegularizedVectorXF>) - Method in class com.polytechnik.utils.TestRN
 
TestObservationSequenceFromSampleVectorXF - Class in com.polytechnik.utils
A class with the data for unit test of vector to scalar RN model.
TestObservationSequenceFromSampleVectorXF(RandomSample[], RandomSample, RandomSample) - Constructor for class com.polytechnik.utils.TestObservationSequenceFromSampleVectorXF
 
TestObservationSequenceFromSampleVectorXVectorF - Class in com.polytechnik.kgo
A class with the data for vector-to-vector models unit tests.
TestObservationSequenceFromSampleVectorXVectorF(RandomSample[], RandomSample[], RandomSample) - Constructor for class com.polytechnik.kgo.TestObservationSequenceFromSampleVectorXVectorF
 
TestObservationSequenceFromSampleVectorXVectorF.RegularizationWithSample - Class in com.polytechnik.kgo
 
testOne(String, int, double[][], Random, double) - Static method in class com.polytechnik.utils.EliminateLinearConstraints_HomegrownLUFactorization
 
TestOptimizationPsi - Class in com.polytechnik.utils
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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