Package org.drip.measure.bayesian

Interface R1MultivariateConvolutionEngine

All Known Implementing Classes:

R1MultivariateNormalConvolutionEngine

public interface R1MultivariateConvolutionEngine

R1MultivariateConvolutionEngine implements the Engine that generates the Joint/Posterior Distributions from the Prior and the Conditional Multivariate R¹ Distributions. It provides the following Functionality:

• Generate the Joint R¹ Multivariate Combined Distribution

Module	Computational Core Module
Library	Numerical Analysis Library
Project	Rd Continuous/Discrete Probability Measures
Package	Prior, Conditional, Posterior Theil Bayesian

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
R1MultivariateConvolutionMetrics	process(LabelledRdContinuousDistribution priorDistribution, LabelledRdContinuousDistribution unconditionalDistribution, LabelledRdContinuousDistribution conditionalDistribution)	Generate the Joint R1 Multivariate Combined Distribution

Method Details

process

R1MultivariateConvolutionMetrics process(LabelledRdContinuousDistribution priorDistribution,
LabelledRdContinuousDistribution unconditionalDistribution,
LabelledRdContinuousDistribution conditionalDistribution)

Generate the Joint R¹ Multivariate Combined Distribution

Parameters:

priorDistribution - The Prior Distribution

unconditionalDistribution - The Unconditional Distribution

conditionalDistribution - The Conditional Distribution

Returns:

The Joint R¹ Multivariate Combined Distribution