/src/main/java/net/finmath/montecarlo/automaticdifferentiation/backward/alternative/RandomVariableDifferentiableAADPathwise.java
Arrays.asList( randomVariable, this) , OperatorType.SUB) ;Arrays.asList( this, new RandomVariableFromDoubleArray( probabilities) ) , OperatorType.AVERAGE2) ;
Arrays.asList ( this, new RandomVariableFromDoubleArray ( probabilities ) ) , OperatorType.AVERAGE2 ) ;
public Map<Long, RandomVariable> getTangents(final Set<Long> dependentIDs) { throw new UnsupportedOperationException(); } public RandomVariable getAverageAsRandomVariableAAD(final RandomVariable probabilities) { return new RandomVariableDifferentiableAADPathwise( new RandomVariableFromDoubleArray(getAverage(probabilities)), <extra_id_0> } public RandomVariable getVarianceAsRandomVariableAAD(final RandomVariable probabilities){ return new RandomVariableDifferentiableAADPathwise( new RandomVariableFromDoubleArray(getVariance(probabilities)), Arrays.asList(this, new RandomVariableFromDoubleArray(probabilities)), OperatorType.VARIANCE2);