Uses of Class
org.drip.measure.gaussian.Covariance

Packages that use Covariance

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

Uses of Covariance in org.drip.measure.bayesian

Methods in org.drip.measure.bayesian that return Covariance

Modifier and Type	Method and Description
static Covariance	TheilMixedEstimationModel.ProjectionSpaceScopingCovariance(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection) Generate the Projection Space Scoping Co-variance

Uses of Covariance in org.drip.measure.gaussian

Methods in org.drip.measure.gaussian that return Covariance

Modifier and Type	Method and Description
Covariance	R1MultivariateNormal.covariance() Compute the Co-variance of the Distribution

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

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

Uses of Covariance in org.drip.portfolioconstruction.bayesian

Methods in org.drip.portfolioconstruction.bayesian that return Covariance

Modifier and Type	Method and Description
static Covariance	MeucciViewUncertaintyParameterization.ProjectionCovariance(double[][] aadblScopingCovariance, double dblAlpha) Generate the Projection Co-variance from the Scoping Co-variance and the Meucci Alpha Parameter