Processes
Class PathFunctional

java.lang.Object
  extended byStatistics.RandomVariable
      extended byProcesses.PathFunctional
Direct Known Subclasses:
MaximumPathFunctional

public abstract class PathFunctional
extends RandomVariable

Abstract class defing a random variable H which is a functional (deterministic function) of the path of a stochastic process.

The information available at time t is the realized path of the process up to time t and conditioning on this information is accomplished by restricting H to paths which follow the current path up to time t (path branching at ime t).


Constructor Summary
PathFunctional(StochasticProcess underlyingProcess)
           
 
Method Summary
 StochasticProcess get_underlyingProcess()
          The process of which this is a path functional.
 double getValue(int t)
          New sample of H (this) conditioned on information available at time t.
abstract  double valueAlongCurrentPath()
          The value of H (this) computed from the current path of the underlying process
 
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

PathFunctional

public PathFunctional(StochasticProcess underlyingProcess)
Method Detail

get_underlyingProcess

public StochasticProcess get_underlyingProcess()
The process of which this is a path functional.


valueAlongCurrentPath

public abstract double valueAlongCurrentPath()
The value of H (this) computed from the current path of the underlying process


getValue

public double getValue(int t)
New sample of H (this) conditioned on information available at time t.

Specified by:
getValue in class RandomVariable
Parameters:
t - Current time (determines information to condition on.)