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. It provides the following Functionality:

• Generate the Joint R¹ Univariate 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

Method Summary

Modifier and Type	Method	Description
R1UnivariateConvolutionMetrics	process(R1Continuous univariatePriorDistribution, R1Continuous univariateUnconditionalDistribution, R1Continuous univariateConditionalDistribution)	Generate the Joint R1 Univariate Combined Distribution

Method Details

process

R1UnivariateConvolutionMetrics process(R1Continuous univariatePriorDistribution,
R1Continuous univariateUnconditionalDistribution,
R1Continuous univariateConditionalDistribution)

Generate the Joint R¹ Univariate Combined Distribution

Parameters:

univariatePriorDistribution - The Univariate Prior Distribution

univariateUnconditionalDistribution - The Univariate Unconditional Distribution

univariateConditionalDistribution - The Univariate Conditional Distribution

Returns:

The Joint R¹ Univariate Combined Distribution