Package org.drip.measure.bayesian

Class R1MultivariateConvolutionMetrics

java.lang.Object

org.drip.measure.bayesian.R1MultivariateConvolutionMetrics

public class R1MultivariateConvolutionMetrics
extends java.lang.Object

R1MultivariateConvolutionMetrics holds the Inputs and the Results of a Bayesian Multivariate Convolution Execution. It provides the following Functionality:

• R1MultivariateConvolutionMetrics Constructor
• Retrieve the Prior Distribution
• Retrieve the Unconditional Distribution
• Retrieve the Conditional Distribution
• Retrieve the Joint Distribution
• Retrieve the Posterior Distribution

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1MultivariateConvolutionMetrics(LabelledRdContinuousDistribution priorDistribution, LabelledRdContinuousDistribution unconditionalDistribution, LabelledRdContinuousDistribution conditionalDistribution, LabelledRdContinuousDistribution jointDistribution, LabelledRdContinuousDistribution posteriorDistribution)	R1MultivariateConvolutionMetrics Constructor

Method Summary

Modifier and Type	Method	Description
LabelledRdContinuousDistribution	conditionalDistribution()	Retrieve the Conditional Distribution
LabelledRdContinuousDistribution	jointDistribution()	Retrieve the Joint Distribution
LabelledRdContinuousDistribution	posteriorDistribution()	Retrieve the Posterior Distribution
LabelledRdContinuousDistribution	priorDistribution()	Retrieve the Prior Distribution
LabelledRdContinuousDistribution	unconditionalDistribution()	Retrieve the Unconditional Distribution

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

R1MultivariateConvolutionMetrics

public R1MultivariateConvolutionMetrics(LabelledRdContinuousDistribution priorDistribution,
LabelledRdContinuousDistribution unconditionalDistribution,
LabelledRdContinuousDistribution conditionalDistribution,
LabelledRdContinuousDistribution jointDistribution,
LabelledRdContinuousDistribution posteriorDistribution)
                                 throws java.lang.Exception

R1MultivariateConvolutionMetrics Constructor

Parameters:

priorDistribution - The R¹ Multivariate Prior Distribution (Input)

unconditionalDistribution - The R¹ Multivariate Unconditional Distribution (Input)

conditionalDistribution - The R¹ Multivariate Conditional Distribution (Input)

jointDistribution - The R¹ Multivariate Joint Distribution (Output)

posteriorDistribution - The R¹ Multivariate Posterior Distribution (Output)

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

priorDistribution

public LabelledRdContinuousDistribution priorDistribution()

Retrieve the Prior Distribution

Returns:

The Prior Distribution

unconditionalDistribution

public LabelledRdContinuousDistribution unconditionalDistribution()

Retrieve the Unconditional Distribution

Returns:

The Unconditional Distribution

conditionalDistribution

public LabelledRdContinuousDistribution conditionalDistribution()

Retrieve the Conditional Distribution

Returns:

The Conditional Distribution

jointDistribution

public LabelledRdContinuousDistribution jointDistribution()

Retrieve the Joint Distribution

Returns:

The Joint Distribution

posteriorDistribution

public LabelledRdContinuousDistribution posteriorDistribution()

Retrieve the Posterior Distribution

Returns:

The Posterior Distribution