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(R1Univariate prior, R1Univariate unconditional, R1Univariate conditional, R1Univariate joint, R1Univariate posterior)	R1UnivariateConvolutionMetrics Constructor

Method Summary

Modifier and Type	Method	Description
R1Univariate	conditional()	Retrieve the R1 Univariate Conditional Distribution
R1Univariate	joint()	Retrieve the R1 Univariate Joint Distribution
R1Univariate	posterior()	Retrieve the R1 Univariate Posterior Distribution
R1Univariate	prior()	Retrieve the R1 Univariate Prior Distribution
R1Univariate	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(R1Univariate prior,
R1Univariate unconditional,
R1Univariate conditional,
R1Univariate joint,
R1Univariate 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 R1Univariate prior()

Retrieve the R¹ Univariate Prior Distribution

Returns:

The R¹ Univariate Prior Distribution

unconditional

public R1Univariate unconditional()

Retrieve the R¹ Univariate Unconditional Distribution

Returns:

The R¹ Univariate Unconditional Distribution

conditional

public R1Univariate conditional()

Retrieve the R¹ Univariate Conditional Distribution

Returns:

The R¹ Univariate Conditional Distribution

joint

public R1Univariate joint()

Retrieve the R¹ Univariate Joint Distribution

Returns:

The R¹ Univariate Joint Distribution

posterior

public R1Univariate posterior()

Retrieve the R¹ Univariate Posterior Distribution

Returns:

The R¹ Univariate Posterior Distribution