Package | Description |
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org.drip.measure.bayesian |
Modifier and Type | Method and Description |
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static ProjectionDistributionLoading |
ProjectionDistributionLoading.FromConfidence(MultivariateMeta meta,
double[] adblMean,
double[][] aadblScopingCovariance,
double[][] aadblScopingLoading,
double dblTau)
Generate the ProjectionDistributionLoading Instance from the Confidence Level
|
ProjectionDistributionLoading |
ScopingProjectionVariateDistribution.projectionDistributionLoading(java.lang.String strName)
Retrieve the Named Projection Distribution Loading
|
Modifier and Type | Method and Description |
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boolean |
ScopingProjectionVariateDistribution.addProjectionDistributionLoading(java.lang.String strName,
ProjectionDistributionLoading pdl)
Add the Named Projection Distribution Loading
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static JointPosteriorMetrics |
TheilMixedEstimationModel.GenerateComposite(MultivariateMeta meta,
ProjectionDistributionLoading pdl1,
ProjectionDistributionLoading pdl2,
R1MultivariateNormal r1mnUnconditional)
Generate the Joint Mixed Estimation Model Joint/Posterior Metrics
|