Package org.drip.measure.bayesian

Class ViewLoading

java.lang.Object
org.drip.measure.bayesian.ViewLoading
public class ViewLoading
extends java.lang.Object
ViewLoading contains the View Projection Distribution and its Loadings to the Scoping Distribution. It provides the following Functionality:
  • Generate the Projection Co-variance Matrix from the Confidence Level
  • Generate the ViewLoading Instance from the Confidence Level
  • ViewLoading Constructor
  • Retrieve the Projection Distribution
  • Retrieve the Matrix of the Projection Scoping Loadings
  • Retrieve the Number of the Projection Variates
  • Retrieve the Number of the Scoping Variate

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
    ViewLoading​(MetaRdDistribution projectionDistribution, double[][] projectionScopingLoadingMatrix)
    ViewLoading Constructor

  • Method Summary

    Modifier and Type Method Description
    static ViewLoading FromConfidence​(MetaRd metaRd, double[] meanArray, double[][] scopingCovarianceMatrix, double[][] scopingLoadingMatrix, double tau)
    Generate the ViewLoading Instance from the Confidence Level
    static double[][] ProjectionCovariance​(double[][] scopingCovarianceMatrix, double[][] scopingLoadingMatrix, double tau)
    Generate the Projection Co-variance Matrix from the Confidence Level
    MetaRdDistribution projectionDistribution()
    Retrieve the Projection Distribution
    double[][] projectionScopingLoadingMatrix()
    Retrieve the Matrix of the Projection Scoping Loadings
    int projectionVariateCount()
    Retrieve the Number of the Projection Variates
    int scopingVariateCount()
    Retrieve the Number of the Scoping Variate

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ViewLoading

      public ViewLoading​(MetaRdDistribution projectionDistribution, double[][] projectionScopingLoadingMatrix) throws java.lang.Exception
      ViewLoading Constructor
      Parameters:
      projectionDistribution - The Projection Distribution Instance
      projectionScopingLoadingMatrix - The Projection-Scoping Variate Loadings
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • ProjectionCovariance

      public static final double[][] ProjectionCovariance​(double[][] scopingCovarianceMatrix, double[][] scopingLoadingMatrix, double tau)
      Generate the Projection Co-variance Matrix from the Confidence Level
      Parameters:
      scopingCovarianceMatrix - The Scoping Co-variance Matrix
      scopingLoadingMatrix - The Projection-Scoping Variate Loadings
      tau - The Tau Parameter
      Returns:
      The Projection Co-variance Matrix

    • FromConfidence

      public static final ViewLoading FromConfidence​(MetaRd metaRd, double[] meanArray, double[][] scopingCovarianceMatrix, double[][] scopingLoadingMatrix, double tau)
      Generate the ViewLoading Instance from the Confidence Level
      Parameters:
      metaRd - The R1 Multivariate Meta Headers
      meanArray - Array of the Univariate Means
      scopingCovarianceMatrix - The Scoping Co-variance Matrix
      scopingLoadingMatrix - The Projection-Scoping Variate Loadings
      tau - The Tau Parameter
      Returns:
      The ViewLoading Instance

    • projectionDistribution

      public MetaRdDistribution projectionDistribution()
      Retrieve the Projection Distribution
      Returns:
      The Projection Distribution

    • projectionScopingLoadingMatrix

      public double[][] projectionScopingLoadingMatrix()
      Retrieve the Matrix of the Projection Scoping Loadings
      Returns:
      The Matrix of the Projection Scoping Loadings

    • projectionVariateCount

      public int projectionVariateCount()
      Retrieve the Number of the Projection Variates
      Returns:
      The Number of the Projection Variates

    • scopingVariateCount

      public int scopingVariateCount()
      Retrieve the Number of the Scoping Variate
      Returns:
      The Number of the Scoping Variate