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. It provides the following Functionality:

• R1UnivariateConvolutionMetrics Constructor
• Retrieve the R¹ Univariate Prior Distribution
• Retrieve the R¹ Univariate Unconditional Distribution
• Retrieve the R¹ Univariate Conditional Distribution
• Retrieve the R¹ Univariate Joint Distribution
• Retrieve the R¹ Univariate Posterior Distribution

Module	Computational Core Module
Library	Numerical Analysis Library
Project	Rd Continuous/Discrete Probability Measures
Package	Prior, Conditional, Posterior Theil Bayesian

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1UnivariateConvolutionMetrics(R1Continuous priorDistribution, R1Continuous unconditionalDistribution, R1Continuous conditionalDistribution, R1Continuous jointDistribution, R1Continuous posteriorDistribution)	R1UnivariateConvolutionMetrics Constructor

Method Summary

Modifier and Type	Method	Description
R1Continuous	conditionalDistribution()	Retrieve the R1 Univariate Conditional Distribution
R1Continuous	jointDistribution()	Retrieve the R1 Univariate Joint Distribution
R1Continuous	posteriorDistribution()	Retrieve the R1 Univariate Posterior Distribution
R1Continuous	priorDistribution()	Retrieve the R1 Univariate Prior Distribution
R1Continuous	unconditionalDistribution()	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(R1Continuous priorDistribution,
R1Continuous unconditionalDistribution,
R1Continuous conditionalDistribution,
R1Continuous jointDistribution,
R1Continuous posteriorDistribution)
                               throws java.lang.Exception

R1UnivariateConvolutionMetrics Constructor

Parameters:

priorDistribution - The R¹ Univariate Prior Distribution (Input)

unconditionalDistribution - The R¹ Univariate Unconditional Distribution (Input)

conditionalDistribution - The R¹ Univariate Conditional Distribution (Input)

jointDistribution - The R¹ Univariate Joint Distribution (Output)

posteriorDistribution - The R¹ Univariate Posterior Distribution (Output)

Throws:

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

Method Details

priorDistribution

public R1Continuous priorDistribution()

Retrieve the R¹ Univariate Prior Distribution

Returns:

The R¹ Univariate Prior Distribution

unconditionalDistribution

public R1Continuous unconditionalDistribution()

Retrieve the R¹ Univariate Unconditional Distribution

Returns:

The R¹ Univariate Unconditional Distribution

conditionalDistribution

public R1Continuous conditionalDistribution()

Retrieve the R¹ Univariate Conditional Distribution

Returns:

The R¹ Univariate Conditional Distribution

jointDistribution

public R1Continuous jointDistribution()

Retrieve the R¹ Univariate Joint Distribution

Returns:

The R¹ Univariate Joint Distribution

posteriorDistribution

public R1Continuous posteriorDistribution()

Retrieve the R¹ Univariate Posterior Distribution

Returns:

The R¹ Univariate Posterior Distribution