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lakshmiDRIP / DROP

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
https://lakshmidrip.github.io/DROP/
Apache License 2.0
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Sequence Custom Glivenko Cantelli Function Supremum #852

Open lakshmiDRIP opened 5 years ago

lakshmiDRIP commented 5 years ago

GlivenkoCantelliFunctionSupremum contains the Implementation of the Supremum Class Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.