| Package | Description |
|---|---|
| org.drip.measure.statistics | |
| org.drip.portfolioconstruction.params |
| Class and Description |
|---|
| MultivariateMoments
MultivariateMoments generates and holds the Specified Multivariate Series Mean, Co-variance, and other
selected Moments.
|
| UnivariateMoments
UnivariateMoments generates and holds the Specified Univariate Series Mean, Variance, and a few selected
Moments.
|
| Class and Description |
|---|
| MultivariateMoments
MultivariateMoments generates and holds the Specified Multivariate Series Mean, Co-variance, and other
selected Moments.
|