com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration
Class Integrator

java.lang.Object
  com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.Integrator

Direct Known Subclasses:

IntegralDB, IntegralDt

public abstract class Integrator
extends java.lang.Object

The class represents an integral for a function, in the Lebesgue sense.

Field Summary

FiltrationFunction

f the integrand

Constructor Summary

Integrator(FiltrationFunction f)
Construct an integral from an integrand.

Method Summary

abstract double[]	du() Get an array of the measure values.
abstract double[]	ft() Get an array of function values.
double	integral(Filtration FT) Integrate the function for a given filtration.

Methods inherited from class java.lang.Object

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

Field Detail

f

public final FiltrationFunction f

the integrand

Constructor Detail

Integrator

public Integrator(FiltrationFunction f)

Construct an integral from an integrand.

Parameters:

f - an integrand

Method Detail

ft

public abstract double[] ft()

Get an array of function values.

Returns:

an array of function values

du

public abstract double[] du()

Get an array of the measure values.

Returns:

an array of the measure values

integral

public double integral(Filtration FT)

Integrate the function for a given filtration.

Parameters:

FT - a filtration

Returns:

the integral value