Package | Description |
---|---|
org.drip.measure.bayesian | |
org.drip.measure.gaussian |
Modifier and Type | Method and Description |
---|---|
R1Multivariate |
JointPosteriorMetrics.conditional()
Retrieve the Conditional Distribution
|
R1Multivariate |
ProjectionDistributionLoading.distribution()
Retrieve the Projection Distribution
|
R1Multivariate |
JointPosteriorMetrics.joint()
Retrieve the Joint Distribution
|
R1Multivariate |
JointPosteriorMetrics.posterior()
Retrieve the Posterior Distribution
|
R1Multivariate |
JointPosteriorMetrics.prior()
Retrieve the Prior Distribution
|
R1Multivariate |
ScopingProjectionVariateDistribution.scopingDistribution()
Retrieve the Scoping Distribution
|
R1Multivariate |
JointPosteriorMetrics.unconditional()
Retrieve the Unconditional Distribution
|
Modifier and Type | Method and Description |
---|---|
JointPosteriorMetrics |
JointR1NormalCombinationEngine.process(R1Multivariate r1mPrior,
R1Multivariate r1mUnconditional,
R1Multivariate r1mConditional) |
JointPosteriorMetrics |
JointR1CombinationEngine.process(R1Multivariate rmPrior,
R1Multivariate rmUnconditional,
R1Multivariate rmConditional)
Generate the Joint R^1 Multivariate Combined Distribution
|
Constructor and Description |
---|
JointPosteriorMetrics(R1Multivariate r1mPrior,
R1Multivariate r1mUnconditional,
R1Multivariate r1mConditional,
R1Multivariate r1mJoint,
R1Multivariate r1mPosterior)
JointPosteriorMetrics Constructor
|
ProjectionDistributionLoading(R1Multivariate r1mDistribution,
double[][] aadblScopingLoading)
ProjectionDistributionLoading Constructor
|
ScopingProjectionVariateDistribution(R1Multivariate r1mScopingDistribution)
ScopingProjectionVariateDistribution Constructor
|
Modifier and Type | Class and Description |
---|---|
class |
R1MultivariateNormal
R1MultivariateNormal contains the Generalized Joint Multivariate R^1 Normal Distributions.
|