/usr/include/ql/math/kernelfunctions.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2009 Dimitri Reiswich
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file kernelfunctions.hpp
\brief Kernel functions
*/
#ifndef quantlib_kernel_functions_hpp
#define quantlib_kernel_functions_hpp
#include <ql/math/distributions/normaldistribution.hpp>
namespace QuantLib {
/*! Kernel function in the statistical sense, e.g. a nonnegative,
real-valued function which integrates to one and is symmetric.
Derived classes will serve as functors.
*/
class KernelFunction {
public:
virtual ~KernelFunction() {}
virtual Real operator()(Real x) const = 0;
};
//! Gaussian kernel function
class GaussianKernel : public KernelFunction {
public:
GaussianKernel(Real average, Real sigma)
: nd_(average,sigma), cnd_(average,sigma) {
// normFact is \sqrt{2*\pi}.
normFact_ = M_SQRT2*M_SQRTPI;
}
Real operator()(Real x) const{
return nd_(x)*normFact_;
}
Real derivative(Real x) const{
return nd_.derivative(x)*normFact_;
}
Real primitive(Real x) const{
return cnd_(x)*normFact_;
}
private:
NormalDistribution nd_;
CumulativeNormalDistribution cnd_;
Real normFact_;
};
}
#endif
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