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

R1NormalConvolutionEngine implements the Engine that generates the Joint/Posterior Distribution from the Prior and the Conditional Joint R¹ Multivariate Normal 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

Constructor Summary

Constructors

Constructor	Description
R1MultivariateNormalConvolutionEngine()	Empty R1MultivariateNormalConvolutionEngine Construction

Method Summary

Modifier and Type	Method	Description
R1MultivariateConvolutionMetrics	process(R1Multivariate r1mPrior, R1Multivariate r1mUnconditional, R1Multivariate r1mConditional)	Generate the Joint R^1 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 Construction

Method Details

process

public R1MultivariateConvolutionMetrics process(R1Multivariate r1mPrior,
R1Multivariate r1mUnconditional,
R1Multivariate r1mConditional)

Description copied from interface: R1MultivariateConvolutionEngine

Generate the Joint R^1 Multivariate Combined Distribution

Specified by:

process in interface R1MultivariateConvolutionEngine

Parameters:

r1mPrior - The Prior Distribution

r1mUnconditional - The Unconditional Distribution

r1mConditional - The Conditional Distribution

Returns:

The Joint R^1 Multivariate Combined Distribution