Package org.drip.measure.bayesian

Class R1UnivariateConvolutionMetrics

java.lang.Object

org.drip.measure.bayesian.R1UnivariateConvolutionMetrics

public class R1UnivariateConvolutionMetrics
extends java.lang.Object

R1UnivariateConvolutionMetrics holds the Inputs and the Results of a Bayesian R¹ Univariate 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
R1UnivariateConvolutionMetrics(R1Distribution prior, R1Distribution unconditional, R1Distribution conditional, R1Distribution joint, R1Distribution posterior)	R1UnivariateConvolutionMetrics Constructor

Method Summary

Modifier and Type	Method	Description
R1Distribution	conditional()	Retrieve the R1 Univariate Conditional Distribution
R1Distribution	joint()	Retrieve the R1 Univariate Joint Distribution
R1Distribution	posterior()	Retrieve the R1 Univariate Posterior Distribution
R1Distribution	prior()	Retrieve the R1 Univariate Prior Distribution
R1Distribution	unconditional()	Retrieve the R1 Univariate Unconditional Distribution

Methods inherited from class java.lang.Object

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

Constructor Details

R1UnivariateConvolutionMetrics

public R1UnivariateConvolutionMetrics(R1Distribution prior,
R1Distribution unconditional,
R1Distribution conditional,
R1Distribution joint,
R1Distribution posterior)
                               throws java.lang.Exception

R1UnivariateConvolutionMetrics Constructor

Parameters:

prior - The R¹ Univariate Prior Distribution (Input)

unconditional - The R¹ Univariate Unconditional Distribution (Input)

conditional - The R¹ Univariate Conditional Distribution (Input)

joint - The R¹ Univariate Joint Distribution (Output)

posterior - The R¹ Univariate Posterior Distribution (Output)

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

prior

public R1Distribution prior()

Retrieve the R¹ Univariate Prior Distribution

Returns:

The R¹ Univariate Prior Distribution

unconditional

public R1Distribution unconditional()

Retrieve the R¹ Univariate Unconditional Distribution

Returns:

The R¹ Univariate Unconditional Distribution

conditional

public R1Distribution conditional()

Retrieve the R¹ Univariate Conditional Distribution

Returns:

The R¹ Univariate Conditional Distribution

joint

public R1Distribution joint()

Retrieve the R¹ Univariate Joint Distribution

Returns:

The R¹ Univariate Joint Distribution

posterior

public R1Distribution posterior()

Retrieve the R¹ Univariate Posterior Distribution

Returns:

The R¹ Univariate Posterior Distribution