Uses of Class
org.drip.measure.bayesian.JointPosteriorMetrics

Packages that use JointPosteriorMetrics

Package	Description
org.drip.measure.bayesian
org.drip.portfolioconstruction.bayesian

Uses of JointPosteriorMetrics in org.drip.measure.bayesian

Methods in org.drip.measure.bayesian that return JointPosteriorMetrics

Modifier and Type	Method and Description
static JointPosteriorMetrics	TheilMixedEstimationModel.GenerateComposite(MultivariateMeta meta, ProjectionDistributionLoading pdl1, ProjectionDistributionLoading pdl2, R1MultivariateNormal r1mnUnconditional) Generate the Joint Mixed Estimation Model Joint/Posterior Metrics
static JointPosteriorMetrics	TheilMixedEstimationModel.GenerateComposite(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection, R1MultivariateNormal r1mnUnconditional) Generate the Combined R^1 Multivariate Normal Distribution from the SPVD, the NATIVE Projection, and the Named Projection
static JointPosteriorMetrics	TheilMixedEstimationModel.GenerateComposite(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection1, java.lang.String strProjection2, R1MultivariateNormal r1mnUnconditional) Generate the Combined R^1 Multivariate Normal Distribution from the SPVD and the Named Projections
JointPosteriorMetrics	JointR1NormalCombinationEngine.process(R1Multivariate r1mPrior, R1Multivariate r1mUnconditional, R1Multivariate r1mConditional)
JointPosteriorMetrics	JointR1CombinationEngine.process(R1Multivariate rmPrior, R1Multivariate rmUnconditional, R1Multivariate rmConditional) Generate the Joint R^1 Multivariate Combined Distribution

Uses of JointPosteriorMetrics in org.drip.portfolioconstruction.bayesian

Methods in org.drip.portfolioconstruction.bayesian that return JointPosteriorMetrics

Modifier and Type	Method and Description
JointPosteriorMetrics	BlackLittermanCustomConfidenceOutput.combinationMetrics() Retrieve the Bayesian Joint/Posterior Metrics

Constructors in org.drip.portfolioconstruction.bayesian with parameters of type JointPosteriorMetrics

Constructor and Description
BlackLittermanCustomConfidenceOutput(ForwardReverseOptimizationOutput frooAdjusted, double[] adblAllocationAdjustmentTilt, JointPosteriorMetrics jpm) BlackLittermanCustomConfidenceOutput Constructor