Package org.drip.measure.bayesian

Class ScopingProjectionVariateDistribution

java.lang.Object

org.drip.measure.bayesian.ScopingProjectionVariateDistribution

public class ScopingProjectionVariateDistribution
extends java.lang.Object

ScopingProjectionVariateDistribution holds the Scoping Variate Distribution, the Projection Variate Distributions, and the Projection Variate Loadings based off of the Scoping Variates.

• 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
ScopingProjectionVariateDistribution(R1Multivariate r1mScopingDistribution)	ScopingProjectionVariateDistribution Constructor

Method Summary

Modifier and Type	Method	Description
boolean	addProjectionDistributionLoading(java.lang.String strName, ProjectionDistributionLoading pdl)	Add the Named Projection Distribution Loading
double[][]	nativeLoading()	Generate Loadings Native to the Scoping Distribution
ProjectionDistributionLoading	projectionDistributionLoading(java.lang.String strName)	Retrieve the Named Projection Distribution Loading
R1Multivariate	scopingDistribution()	Retrieve the Scoping Distribution

Methods inherited from class java.lang.Object

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

Constructor Details

ScopingProjectionVariateDistribution

public ScopingProjectionVariateDistribution(R1Multivariate r1mScopingDistribution)
                                     throws java.lang.Exception

ScopingProjectionVariateDistribution Constructor

Parameters:

r1mScopingDistribution - The Multivariate R^1 Scoping Distribution

Throws:

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

Method Details

scopingDistribution

public R1Multivariate scopingDistribution()

Retrieve the Scoping Distribution

Returns:

The Scoping Distribution

nativeLoading

public double[][] nativeLoading()

Generate Loadings Native to the Scoping Distribution

Returns:

The Matrix of Loadings Native to the Scoping Distribution

addProjectionDistributionLoading

public boolean addProjectionDistributionLoading(java.lang.String strName,
ProjectionDistributionLoading pdl)

Add the Named Projection Distribution Loading

Parameters:

strName - The Projection Distribution Name

pdl - The Projection Distribution Loading

Returns:

TRUE - The Projection Distribution Loading successfully added

projectionDistributionLoading

public ProjectionDistributionLoading projectionDistributionLoading(java.lang.String strName)

Retrieve the Named Projection Distribution Loading

Parameters:

strName - The Projection Distribution Name

Returns:

The Projection Distribution Loading