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