Uses of Class
org.drip.measure.continuousjoint.MultivariateMeta

Packages that use MultivariateMeta

Package	Description
org.drip.measure.bayesian
org.drip.measure.continuousjoint
org.drip.measure.gaussian
org.drip.portfolioconstruction.asset

Uses of MultivariateMeta in org.drip.measure.bayesian

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

Modifier and Type	Method and Description
static ProjectionDistributionLoading	ProjectionDistributionLoading.FromConfidence(MultivariateMeta meta, double[] adblMean, double[][] aadblScopingCovariance, double[][] aadblScopingLoading, double dblTau) Generate the ProjectionDistributionLoading Instance from the Confidence Level
static JointPosteriorMetrics	TheilMixedEstimationModel.GenerateComposite(MultivariateMeta meta, ProjectionDistributionLoading pdl1, ProjectionDistributionLoading pdl2, R1MultivariateNormal r1mnUnconditional) Generate the Joint Mixed Estimation Model Joint/Posterior Metrics

Uses of MultivariateMeta in org.drip.measure.continuousjoint

Methods in org.drip.measure.continuousjoint that return MultivariateMeta

Modifier and Type	Method and Description
MultivariateMeta	R1Multivariate.meta() Retrieve the Multivariate Meta Instance

Uses of MultivariateMeta in org.drip.measure.gaussian

Methods in org.drip.measure.gaussian with parameters of type MultivariateMeta

Modifier and Type	Method and Description
static R1MultivariateNormal	R1MultivariateNormal.Standard(MultivariateMeta meta, double[] adblMean, double[][] aadblCovariance) Construct a Standard R1MultivariateNormal Instance

Constructors in org.drip.measure.gaussian with parameters of type MultivariateMeta

Constructor and Description
R1MultivariateNormal(MultivariateMeta meta, double[] adblMean, Covariance covariance) R1MultivariateNormal Constructor

Uses of MultivariateMeta in org.drip.portfolioconstruction.asset

Methods in org.drip.portfolioconstruction.asset that return MultivariateMeta

Modifier and Type	Method and Description
MultivariateMeta	Portfolio.meta() Retrieve the Multivariate Meta Instance around the Assets