Processes
Class MaximumPathFunctional

java.lang.Object
  Statistics.RandomVariable
      Processes.PathFunctional
          Processes.MaximumPathFunctional

Direct Known Subclasses:

PathFunctionalHistogram

public class MaximumPathFunctional

extends PathFunctional

The maximum of a process along its path

Constructor Summary

MaximumPathFunctional(StochasticProcess underlyingProcess)
Constructor

Method Summary

double

valueAlongCurrentPath() Computing the value from the current path

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, main, 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

MaximumPathFunctional

public MaximumPathFunctional(StochasticProcess underlyingProcess)

Constructor

Method Detail

valueAlongCurrentPath

public double valueAlongCurrentPath()

Computing the value from the current path

Specified by:

valueAlongCurrentPath in class PathFunctional