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.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d Continuous/Discrete Probability Measures
• Package = Prior, Conditional, Posterior Theil Bayesian

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
R1MultivariateConvolutionMetrics	process(R1Multivariate rmPrior, R1Multivariate rmUnconditional, R1Multivariate rmConditional)	Generate the Joint R^1 Multivariate Combined Distribution

Method Details

process

R1MultivariateConvolutionMetrics process(R1Multivariate rmPrior,
R1Multivariate rmUnconditional,
R1Multivariate rmConditional)

Generate the Joint R^1 Multivariate Combined Distribution

Parameters:

rmPrior - The Prior Distribution

rmUnconditional - The Unconditional Distribution

rmConditional - The Conditional Distribution

Returns:

The Joint R^1 Multivariate Combined Distribution