Package | Description |
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org.drip.measure.bayesian | |
org.drip.portfolioconstruction.bayesian |
Class and Description |
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JointPosteriorMetrics
JointPosteriorMetrics holds the Inputs and the Results of a Bayesian Computation Execution.
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JointR1CombinationEngine
JointR1CombinationEngine implements the Engine that generates the Combined/Posterior Distributions from
the Prior and the Conditional Joint Multivariate R^1 Distributions.
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ProjectionDistributionLoading
ProjectionDistributionLoading contains the Projection Distribution and its Loadings to the Scoping
Distribution.
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ScopingProjectionVariateDistribution
ScopingProjectionVariateContainer holds the Scoping Variate Distribution, the Projection Variate
Distributions, and the Projection Variate Loadings based off of the Scoping Variates.
|
Class and Description |
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JointPosteriorMetrics
JointPosteriorMetrics holds the Inputs and the Results of a Bayesian Computation Execution.
|