Uses of Class
org.drip.measure.bayesian.R1MultivariateConvolutionMetrics

Packages that use R1MultivariateConvolutionMetrics

Package	Description
org.drip.measure.bayesian	Prior, Conditional, Posterior Theil Bayesian
org.drip.portfolioconstruction.bayesian	Black Litterman Bayesian Portfolio Construction

Uses of R1MultivariateConvolutionMetrics in org.drip.measure.bayesian

Methods in org.drip.measure.bayesian that return R1MultivariateConvolutionMetrics

Modifier and Type	Method	Description
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(ScopingContainer scopingContainer, java.lang.String viewName1, java.lang.String viewName2, R1MultivariateNormal unconditionalDistribution)	Generate the Combined R1 Multivariate Normal Distribution from the Scoping Container and the Named Views
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(ScopingContainer scopingContainer, java.lang.String viewName, R1MultivariateNormal unconditionalDistribution)	Generate the Combined R1 Multivariate Normal Distribution from the Scoping Container, the NATIVE Projection, and the Named View
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(MetaRd multivariateMeta, ViewLoading viewLoading1, ViewLoading viewLoading2, R1MultivariateNormal unconditionalDistribution)	Generate the Joint Mixed Estimation Model Joint/Posterior Metrics
R1MultivariateConvolutionMetrics	R1MultivariateConvolutionEngine.process(MetaRdDistribution priorDistribution, MetaRdDistribution unconditionalDistribution, MetaRdDistribution conditionalDistribution)	Generate the Joint R1 Multivariate Combined Distribution
R1MultivariateConvolutionMetrics	R1MultivariateNormalConvolutionEngine.process(MetaRdDistribution priorDistribution, MetaRdDistribution unconditionalDistribution, MetaRdDistribution conditionalDistribution)	Generate the Joint R1 Multivariate Combined Distribution

Uses of R1MultivariateConvolutionMetrics in org.drip.portfolioconstruction.bayesian

Methods in org.drip.portfolioconstruction.bayesian that return R1MultivariateConvolutionMetrics

Modifier and Type	Method	Description
R1MultivariateConvolutionMetrics	BlackLittermanCustomConfidenceOutput.jointPosteriorMetrics()	Retrieve the Bayesian Joint/Posterior Metrics

Constructors in org.drip.portfolioconstruction.bayesian with parameters of type R1MultivariateConvolutionMetrics

Constructor	Description
BlackLittermanCustomConfidenceOutput(ForwardReverseHoldingsAllocation forwardReverseOptimizationOutput, double[] allocationAdjustmentTiltArray, R1MultivariateConvolutionMetrics jointPosteriorMetrics)	BlackLittermanCustomConfidenceOutput Constructor