Package org.drip.measure.bayesian

Interface R1UnivariateConvolutionEngine

public interface R1UnivariateConvolutionEngine

R1UnivariateConvolutionEngine implements the Engine that generates the Joint and the Posterior Distributions from the Prior and the Conditional Multivariate R¹ 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

Method Summary

Modifier and Type	Method	Description
R1UnivariateConvolutionMetrics	process(R1Univariate univariatePrior, R1Univariate univariateUnconditional, R1Univariate univariateConditional)	Generate the Joint R1 Univariate Combined Distribution

Method Details

process

R1UnivariateConvolutionMetrics process(R1Univariate univariatePrior,
R1Univariate univariateUnconditional,
R1Univariate univariateConditional)

Generate the Joint R¹ Univariate Combined Distribution

Parameters:

univariatePrior - The Univariate Prior Distribution

univariateUnconditional - The Univariate Unconditional Distribution

univariateConditional - The Univariate Conditional Distribution

Returns:

The Joint R¹ Univariate Combined Distribution