org.drip.measure.bayesian

Class JointR1NormalCombinationEngine

java.lang.Object

org.drip.measure.bayesian.JointR1NormalCombinationEngine

All Implemented Interfaces:

JointR1CombinationEngine

public class JointR1NormalCombinationEngine
extends java.lang.Object
implements JointR1CombinationEngine

JointR1NormalCombinationEngine implements the Engine that generates the Combined/Posterior Distribution from the Prior and the Conditional Joint R^1 Multivariate Normal Distributions.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
JointR1NormalCombinationEngine() Empty JointR1NormalConvolutionEngine Construction

Method Summary

Modifier and Type	Method and Description
JointPosteriorMetrics	process(R1Multivariate r1mPrior, R1Multivariate r1mUnconditional, R1Multivariate r1mConditional) Generate the Joint R^1 Multivariate Combined Distribution

Methods inherited from class java.lang.Object

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

Constructor Detail

JointR1NormalCombinationEngine

public JointR1NormalCombinationEngine()

Empty JointR1NormalConvolutionEngine Construction

Method Detail

process

public JointPosteriorMetrics process(R1Multivariate r1mPrior,
                                     R1Multivariate r1mUnconditional,
                                     R1Multivariate r1mConditional)

Description copied from interface: JointR1CombinationEngine

Generate the Joint R^1 Multivariate Combined Distribution

Specified by:

process in interface JointR1CombinationEngine

Parameters:

r1mPrior - The Prior Distribution

r1mUnconditional - The Unconditional Distribution

r1mConditional - The Conditional Distribution

Returns:

The Joint R^1 Multivariate Combined Distribution