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(R1Multivariate r1mPrior, R1Multivariate r1mUnconditional, R1Multivariate r1mConditional, R1Multivariate r1mJoint, R1Multivariate r1mPosterior)	R1MultivariateConvolutionMetrics Constructor

Method Summary

Modifier and Type	Method	Description
R1Multivariate	conditional()	Retrieve the Conditional Distribution
R1Multivariate	joint()	Retrieve the Joint Distribution
R1Multivariate	posterior()	Retrieve the Posterior Distribution
R1Multivariate	prior()	Retrieve the Prior Distribution
R1Multivariate	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(R1Multivariate r1mPrior,
R1Multivariate r1mUnconditional,
R1Multivariate r1mConditional,
R1Multivariate r1mJoint,
R1Multivariate 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 R1Multivariate prior()

Retrieve the Prior Distribution

Returns:

The Prior Distribution

unconditional

public R1Multivariate unconditional()

Retrieve the Unconditional Distribution

Returns:

The Unconditional Distribution

conditional

public R1Multivariate conditional()

Retrieve the Conditional Distribution

Returns:

The Conditional Distribution

joint

public R1Multivariate joint()

Retrieve the Joint Distribution

Returns:

The Joint Distribution

posterior

public R1Multivariate posterior()

Retrieve the Posterior Distribution

Returns:

The Posterior Distribution