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

Packages that use ScopingProjectionVariateDistribution

Package	Description
org.drip.measure.bayesian

Uses of ScopingProjectionVariateDistribution in org.drip.measure.bayesian

Methods in org.drip.measure.bayesian with parameters of type ScopingProjectionVariateDistribution

Modifier and Type	Method and Description
static double[][]	TheilMixedEstimationModel.AssetSpaceProjectionCovariance(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Compute the Asset Space Projection Co-variance
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
static double[]	TheilMixedEstimationModel.ProjectionInducedScopingDeviation(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Compute the Projection Induced Scoping Mean Deviation
static R1MultivariateNormal	TheilMixedEstimationModel.ProjectionInducedScopingDistribution(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection, R1MultivariateNormal r1mnUnconditional) Compute the Projection Induced Scoping Deviation Adjusted Mean
static double[]	TheilMixedEstimationModel.ProjectionInducedScopingMean(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Compute the Projection Induced Scoping Deviation Adjusted Mean
static double[]	TheilMixedEstimationModel.ProjectionPrecisionMeanProduct(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Compute the Projection Precision Mean Dot Product Array
static double[][]	TheilMixedEstimationModel.ProjectionSpaceAssetCovariance(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Compute the Projection Space Asset Co-variance
static Covariance	TheilMixedEstimationModel.ProjectionSpaceScopingCovariance(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Generate the Projection Space Scoping Co-variance
static double[]	TheilMixedEstimationModel.ProjectionSpaceScopingDifferential(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Generate the Projection Space Projection-Scoping Mean Differential
static double[]	TheilMixedEstimationModel.ProjectionSpaceScopingMean(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Generate the Projection Space Scoping Mean
static double[][]	TheilMixedEstimationModel.ShadowScopingProjection(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Compute the Shadow of the Scoping on Projection
static double[][]	TheilMixedEstimationModel.ShadowScopingProjectionTranspose(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Compute the Shadow of the Scoping on Projection Transpose