Examples.Probability
Class PathFunctionalHistogram

java.lang.Object
  Statistics.RandomVariable
      Processes.PathFunctional
          Processes.MaximumPathFunctional
              Examples.Probability.PathFunctionalHistogram

public class PathFunctionalHistogram

extends MaximumPathFunctional

Displays a histogram of the run time maximum of a standard Brownian motion (200,000 paths, 100 bins). Writes the file hist.dat for input into the gri-script histogram.gri. Example program to show how to define and analyze a path functional.

Constructor Summary

PathFunctionalHistogram()
Allocate the path maximum of a standard Brownian motion starting at 0.

Method Summary

static void

main(java.lang.String[] args) Display the histogram of the functional (this) over 200,000 paths using 100 bins.

Methods inherited from class Processes.MaximumPathFunctional

valueAlongCurrentPath

Methods inherited from class Processes.PathFunctional

get_underlyingProcess, getValue

Methods inherited from class Statistics.RandomVariable

analyticCentralMoment, analyticConditionalCentraMoment, analyticConditionalMean, analyticConditionalMoment, analyticConditionalVariance, analyticMean, analyticMoment, analyticVariance, basicHistogram, centered_X, conditionalEmpiricalDistribution, conditionalExpectation, conditionalExpectation, conditionalExpectation, conditionalExpectation, conditionalExpectation, conditionalHistogram, conditionalHistogram, conditionalMeanAndStandardDeviation, conditionalMeanAndStandardDeviation, conditionalMeanAndStandardDeviation, conditionalMeanAndStandardDeviation, conditionalMoment, conditionalVariance, cumulativeDistributionFunction, displayConditionalHistogram, displayConditionalHistogram, displayConditionalHistogram, displayConditionalHistogram, displayHistogram, displayHistogram, displayHistogram, displayHistogram, div, empiricalDistribution, expectation, expectation, expectation, expectation, expectation, fillSampleSet, get_empiricalDistributionIsInitialized, get_hasAnalyticCentralMoment, get_hasAnalyticMean, get_hasAnalyticMoment, get_hasAnalyticVariance, get_hasConditionalAnalyticCentralMoment, get_hasConditionalAnalyticMean, get_hasConditionalAnalyticMoment, get_hasConditionalAnalyticVariance, histogram, histogram, initEmpiricalDistribution, meanAndStandardDeviation, meanAndStandardDeviation, meanAndStandardDeviation, meanAndStandardDeviation, minus, mult, plus, quantile, scale, setHasAnalyticMean, setHasAnalyticVariance, variance

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PathFunctionalHistogram

public PathFunctionalHistogram()

Allocate the path maximum of a standard Brownian motion starting at 0.

Method Detail

main

public static void main(java.lang.String[] args)

Display the histogram of the functional (this) over 200,000 paths using 100 bins.