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.

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1MultivariateConvolutionMetrics(MetaRdDistribution r1mPrior, MetaRdDistribution r1mUnconditional, MetaRdDistribution r1mConditional, MetaRdDistribution r1mJoint, MetaRdDistribution r1mPosterior)	R1MultivariateConvolutionMetrics Constructor

Method Summary

Modifier and Type	Method	Description
MetaRdDistribution	conditional()	Retrieve the Conditional Distribution
MetaRdDistribution	joint()	Retrieve the Joint Distribution
MetaRdDistribution	posterior()	Retrieve the Posterior Distribution
MetaRdDistribution	prior()	Retrieve the Prior Distribution
MetaRdDistribution	unconditional()	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(MetaRdDistribution r1mPrior,
MetaRdDistribution r1mUnconditional,
MetaRdDistribution r1mConditional,
MetaRdDistribution r1mJoint,
MetaRdDistribution r1mPosterior)
                                 throws java.lang.Exception

R1MultivariateConvolutionMetrics Constructor

Parameters:

r1mPrior - The R^1 Multivariate Prior Distribution (Input)

r1mUnconditional - The R^1 Multivariate Unconditional Distribution (Input)

r1mConditional - The R^1 Multivariate Conditional Distribution (Input)

r1mJoint - The R^1 Multivariate Joint Distribution (Output)

r1mPosterior - The R^1 Multivariate Posterior Distribution (Output)

Throws:

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

Method Details

prior

public MetaRdDistribution prior()

Retrieve the Prior Distribution

Returns:

The Prior Distribution

unconditional

public MetaRdDistribution unconditional()

Retrieve the Unconditional Distribution

Returns:

The Unconditional Distribution

conditional

public MetaRdDistribution conditional()

Retrieve the Conditional Distribution

Returns:

The Conditional Distribution

joint

public MetaRdDistribution joint()

Retrieve the Joint Distribution

Returns:

The Joint Distribution

posterior

public MetaRdDistribution posterior()

Retrieve the Posterior Distribution

Returns:

The Posterior Distribution