object RandomVariableImplicits
Convenient method aliases for the interface net.finmath.stochastic.RandomVariable
.
- See also
net.finmath.stochastic.RandomVariable
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- implicit final class DoubleOps extends AnyVal
- implicit final class RandomVariableOps extends AnyVal
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def
!=(arg0: Any): Boolean
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final
def
##(): Int
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def
covariance(x: RandomVariable, y: RandomVariable): RandomVariable
The covariance of two RandomVariable-s
The covariance of two RandomVariable-s
Applies x -> x.covariance(y) to the argument and returns the result.
- x
The argument value x.
- y
The argument value y.
- returns
The covariance of the argument.
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final
def
eq(arg0: AnyRef): Boolean
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def
equals(arg0: Any): Boolean
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def
exp(value: RandomVariable): RandomVariable
Exponential of a RandomVariable
Exponential of a RandomVariable
Applies x -> x.exp() to the argument and returns the result.
- value
The argument value.
- returns
The exponential of the argument.
- See also
net.finmath.stochastic.RandomVariable#exp()
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def
expectation(value: RandomVariable): RandomVariable
The expectation (average) of a RandomVariable
The expectation (average) of a RandomVariable
Applies x -> x.expectation() to the argument and returns the result.
- value
The argument value.
- returns
The expectation of the argument.
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final
def
getClass(): Class[_]
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def
hashCode(): Int
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final
def
isInstanceOf[T0]: Boolean
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def
log(value: RandomVariable): RandomVariable
Logarithm (base e) of a RandomVariable
Logarithm (base e) of a RandomVariable
Applies x -> x.log() to the argument and returns the result.
- value
The argument value.
- returns
The logarithm of the argument.
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def
max(left: RandomVariable, right: RandomVariable): RandomVariable
The maximum of two RandomVariable-s
The maximum of two RandomVariable-s
Applies x -> x.floor(y) to the argument and returns the result.
- left
The argument value x.
- right
The argument value y.
- returns
The random variable consisting of the pathwise maximum of the arguments.
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def
max(left: RandomVariable, right: Double): RandomVariable
The maximum of a RandomVariable and a Double
The maximum of a RandomVariable and a Double
Applies x -> x.floor(y) to the argument and returns the result.
- left
The argument value x.
- right
The argument value y.
- returns
The random variable consisting of the pathwise maximum of the arguments.
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def
min(left: RandomVariable, right: RandomVariable): RandomVariable
The minimum of two RandomVariable-s
The minimum of two RandomVariable-s
Applies x -> x.cap(y) to the argument and returns the result.
- left
The argument value x.
- right
The argument value y.
- returns
The random variable consisting of the pathwise minimum of the arguments.
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def
min(left: RandomVariable, right: Double): RandomVariable
The minimum of a RandomVariable and a Double
The minimum of a RandomVariable and a Double
Applies x -> x.cap(y) to the argument and returns the result.
- left
The argument value x.
- right
The argument value y.
- returns
The random variable consisting of the pathwise minimum of the arguments.
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final
def
ne(arg0: AnyRef): Boolean
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final
def
notify(): Unit
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def
notifyAll(): Unit
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final
def
synchronized[T0](arg0: ⇒ T0): T0
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def
toString(): String
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def
variance(value: RandomVariable): RandomVariable
The variance of a RandomVariable
The variance of a RandomVariable
Applies x -> x.variance() to the argument and returns the result.
- value
The argument value.
- returns
The variance of the argument.
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final
def
wait(arg0: Long, arg1: Int): Unit
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final
def
wait(arg0: Long): Unit
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final
def
wait(): Unit
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