Package org.drip.measure.bayesian

Class R1MultivariateNormalConvolutionEngine

java.lang.Object

org.drip.measure.bayesian.R1MultivariateNormalConvolutionEngine

All Implemented Interfaces:

R1MultivariateConvolutionEngine

public class R1MultivariateNormalConvolutionEngine
extends java.lang.Object
implements R1MultivariateConvolutionEngine

R1MultivariateNormalConvolutionEngine implements the Engine that generates the Joint/Posterior Distribution from the Prior and the Conditional Joint R¹ Multivariate Normal Distributions. It provides the following Functionality:

• Empty R1MultivariateNormalConvolutionEngine Constructor
• 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

Constructor Summary

Constructors

Constructor	Description
R1MultivariateNormalConvolutionEngine()	Empty R1MultivariateNormalConvolutionEngine Constructor

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Details

R1MultivariateNormalConvolutionEngine

public R1MultivariateNormalConvolutionEngine()

Empty R1MultivariateNormalConvolutionEngine Constructor

Method Details

process

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

Generate the Joint R¹ Multivariate Combined Distribution

Specified by:

process in interface R1MultivariateConvolutionEngine

Parameters:

priorDistribution - The Prior Distribution

unconditionalDistribution - The Unconditional Distribution

conditionalDistribution - The Conditional Distribution

Returns:

The Joint R¹ Multivariate Combined Distribution