org.drip.measure.bayesian

Interface JointR1CombinationEngine

All Known Implementing Classes:

JointR1NormalCombinationEngine

public interface JointR1CombinationEngine

JointR1CombinationEngine implements the Engine that generates the Combined/Posterior Distributions from the Prior and the Conditional Joint Multivariate R^1 Distributions.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
JointPosteriorMetrics	process(R1Multivariate rmPrior, R1Multivariate rmUnconditional, R1Multivariate rmConditional) Generate the Joint R^1 Multivariate Combined Distribution

Method Detail

process

JointPosteriorMetrics process(R1Multivariate rmPrior,
                              R1Multivariate rmUnconditional,
                              R1Multivariate rmConditional)

Generate the Joint R^1 Multivariate Combined Distribution

Parameters:

rmPrior - The Prior Distribution

rmUnconditional - The Unconditional Distribution

rmConditional - The Conditional Distribution

Returns:

The Joint R^1 Multivariate Combined Distribution