org.drip.measure.bayesian

Class ScopingProjectionVariateDistribution

java.lang.Object

org.drip.measure.bayesian.ScopingProjectionVariateDistribution

public class ScopingProjectionVariateDistribution
extends java.lang.Object

ScopingProjectionVariateContainer holds the Scoping Variate Distribution, the Projection Variate Distributions, and the Projection Variate Loadings based off of the Scoping Variates.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ScopingProjectionVariateDistribution(R1Multivariate r1mScopingDistribution) ScopingProjectionVariateDistribution Constructor

Method Summary

Modifier and Type	Method and Description
boolean	addProjectionDistributionLoading(java.lang.String strName, ProjectionDistributionLoading pdl) Add the Named Projection Distribution Loading
double[][]	nativeLoading() Generate Loadings Native to the Scoping Distribution
ProjectionDistributionLoading	projectionDistributionLoading(java.lang.String strName) Retrieve the Named Projection Distribution Loading
R1Multivariate	scopingDistribution() Retrieve the Scoping Distribution

Methods inherited from class java.lang.Object

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

Constructor Detail

ScopingProjectionVariateDistribution

public ScopingProjectionVariateDistribution(R1Multivariate r1mScopingDistribution)
                                     throws java.lang.Exception

ScopingProjectionVariateDistribution Constructor

Parameters:

r1mScopingDistribution - The Multivariate R^1 Scoping Distribution

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

scopingDistribution

public R1Multivariate scopingDistribution()

Retrieve the Scoping Distribution

Returns:

The Scoping Distribution

nativeLoading

public double[][] nativeLoading()

Generate Loadings Native to the Scoping Distribution

Returns:

The Matrix of Loadings Native to the Scoping Distribution

addProjectionDistributionLoading

public boolean addProjectionDistributionLoading(java.lang.String strName,
                                                ProjectionDistributionLoading pdl)

Add the Named Projection Distribution Loading

Parameters:

strName - The Projection Distribution Name

pdl - The Projection Distribution Loading

Returns:

TRUE - The Projection Distribution Loading successfully added

projectionDistributionLoading

public ProjectionDistributionLoading projectionDistributionLoading(java.lang.String strName)

Retrieve the Named Projection Distribution Loading

Parameters:

strName - The Projection Distribution Name

Returns:

The Projection Distribution Loading