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.
|