agi.foundation.numericalmethods.advanced

(agi.foundation.core-2024r2.jar)

Class DurationFunctionExtremumIndicated

java.lang.Object

agi.foundation.numericalmethods.advanced.DurationFunctionFinding

agi.foundation.numericalmethods.advanced.DurationFunctionExtremumIndicated

public class DurationFunctionExtremumIndicated
extends DurationFunctionFinding

A finding by DurationFunctionExplorer that a function has a local extremum indicated by three samples.

Constructor Summary

Constructors

Constructor and Description
DurationFunctionExtremumIndicated(DurationFunctionExplorer explorer, DurationFunctionDetails function, Duration leftDuration, double leftValue, Duration middleDuration, double middleValue, Duration rightDuration, double rightValue) Initializes a new instance.

Method Summary

Modifier and Type	Method and Description
DurationFunctionExtremumFound	exploreExtremumForCrossing(DurationFunctionThresholdDetails closestThreshold, DurationFunctionThresholdDetails furthestThreshold, boolean[] converged) Searches an extremum until either the precise date at which the function reaches its extremum is found, or it is determined that this extremum will not result in a crossing.
DurationFunctionExtremumFound	findPreciseExtremum() Finds the precise date at which the function reaches its extremum.
DurationFunctionExplorer	getExplorer() Gets the DurationFunctionExplorer that found this indicated extremum.
ExtremumType	getExtremumType() Gets a value indicating whether the extremum is a minimum or maximum.
DurationFunctionDetails	getFunction() Gets the function for which the extremum is indicated.
boolean	getIsEndpointExtremum() Gets a value indicating whether or not this extremum occurred at one of the endpoints of an interval explored with DurationFunctionExplorer.explore(Duration,Duration).
Duration	getLeftDuration() Gets the left date.
FunctionSegmentSlope	getLeftSegmentSlope() Gets the slope between the left and middle samples.
double	getLeftValue() Gets the left function value.
Duration	getMiddleDuration() Gets the middle date.
double	getMiddleValue() Gets the middle function value.
Duration	getRightDuration() Gets the right date.
FunctionSegmentSlope	getRightSegmentSlope() Gets the slope between the middle and right samples.
double	getRightValue() Gets the right function value.

Methods inherited from class java.lang.Object

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

Constructor Detail

DurationFunctionExtremumIndicated

public DurationFunctionExtremumIndicated(DurationFunctionExplorer explorer,
                                         DurationFunctionDetails function,
                                         @Nonnull
                                         Duration leftDuration,
                                         double leftValue,
                                         @Nonnull
                                         Duration middleDuration,
                                         double middleValue,
                                         @Nonnull
                                         Duration rightDuration,
                                         double rightValue)

Initializes a new instance.

Parameters:

explorer - The explorer that found the indicated extremum.

function - The function for which an extremum was identified.

leftDuration - The left duration.

leftValue - The left function value.

middleDuration - The middle duration.

middleValue - The middle function value.

rightDuration - The right duration.

rightValue - The right function value.

Method Detail

getExplorer

public final DurationFunctionExplorer getExplorer()

Gets the DurationFunctionExplorer that found this indicated extremum.

getFunction

public final DurationFunctionDetails getFunction()

Gets the function for which the extremum is indicated.

getLeftDuration

@Nonnull
public final Duration getLeftDuration()

Gets the left date.

getLeftValue

public final double getLeftValue()

Gets the left function value.

getMiddleDuration

@Nonnull
public final Duration getMiddleDuration()

Gets the middle date.

getMiddleValue

public final double getMiddleValue()

Gets the middle function value.

getRightDuration

@Nonnull
public final Duration getRightDuration()

Gets the right date.

getRightValue

public final double getRightValue()

Gets the right function value.

getLeftSegmentSlope

@Nonnull
public final FunctionSegmentSlope getLeftSegmentSlope()

Gets the slope between the left and middle samples.

getRightSegmentSlope

@Nonnull
public final FunctionSegmentSlope getRightSegmentSlope()

Gets the slope between the middle and right samples.

getExtremumType

@Nonnull
public final ExtremumType getExtremumType()

Gets a value indicating whether the extremum is a minimum or maximum.

getIsEndpointExtremum

public final boolean getIsEndpointExtremum()

Gets a value indicating whether or not this extremum occurred at one of the endpoints of an interval explored with DurationFunctionExplorer.explore(Duration,Duration). Endpoint extrema do not necessarily indicate places in the function have a derivative of zero, but they can still be global minima or maxima over the evaluation interval.

findPreciseExtremum

@Nonnull
public final DurationFunctionExtremumFound findPreciseExtremum()

Finds the precise date at which the function reaches its extremum.

Returns:

Information about the precise extremum.

exploreExtremumForCrossing

@Nonnull
public final DurationFunctionExtremumFound exploreExtremumForCrossing(DurationFunctionThresholdDetails closestThreshold,
                                                                                DurationFunctionThresholdDetails furthestThreshold,
                                                                                @Nonnull
                                                                                boolean[] converged)

Searches an extremum until either the precise date at which the function reaches its extremum is found, or it is determined that this extremum will not result in a crossing.

Note that if the precise location of the extremum is not found due to it not being a candidate for a threshold crossing then a LocalExtremumFound (add / remove) event will not be fired.

Parameters:

closestThreshold - The threshold which is most likely to be crossed by this extremum, such that if this threshold is not crossed by the extremum no other threshold will be crossed.

furthestThreshold - The threshold which is least likely to be crossed by this extremum, such that if this threshold is crossed by the extremum all other thresholds will be crossed.

converged - This parameter will be set to true if returned extremum has converged, either because it resulted in a crossing or because it converged before it could be definitely determined to not be likely to cross the threshold.

Returns:

Information about the extremum.