Uses of Class
org.drip.measure.bayesian.ScopingContainer
| Package | Description |
|---|---|
| org.drip.measure.bayesian |
Prior, Conditional, Posterior Theil Bayesian
|
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Uses of ScopingContainer in org.drip.measure.bayesian
Methods in org.drip.measure.bayesian with parameters of type ScopingContainer Modifier and Type Method Description static double[][]TheilMixedEstimationModel. AssetSpaceProjectionCovariance(ScopingContainer scopingContainer, java.lang.String viewName)Compute the Asset Space Projection Co-variancestatic R1MultivariateConvolutionMetricsTheilMixedEstimationModel. 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 Viewsstatic R1MultivariateConvolutionMetricsTheilMixedEstimationModel. 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 Viewstatic double[]TheilMixedEstimationModel. ProjectionInducedScopingDeviation(ScopingContainer scopingContainer, java.lang.String viewName)Compute the Projection Induced Scoping Mean Deviationstatic R1MultivariateNormalTheilMixedEstimationModel. ProjectionInducedScopingDistribution(ScopingContainer scopingContainer, java.lang.String viewName, R1MultivariateNormal unconditionalDistribution)Compute the Projection Induced Scoping Deviation Adjusted Meanstatic double[]TheilMixedEstimationModel. ProjectionInducedScopingMean(ScopingContainer scopingContainer, java.lang.String viewName)Compute the Projection Induced Scoping Deviation Adjusted Meanstatic double[]TheilMixedEstimationModel. ProjectionPrecisionMeanProduct(ScopingContainer scopingContainer, java.lang.String viewName)Compute the Projection Precision Mean Dot Product Arraystatic double[][]TheilMixedEstimationModel. ProjectionSpaceAssetCovariance(ScopingContainer scopingContainer, java.lang.String viewName)Compute the Projection Space Asset Co-variancestatic JointVarianceTheilMixedEstimationModel. ProjectionSpaceScopingCovariance(ScopingContainer scopingContainer, java.lang.String viewName)Generate the Projection Space Scoping Co-variancestatic double[]TheilMixedEstimationModel. ProjectionSpaceScopingDifferential(ScopingContainer scopingContainer, java.lang.String viewName)Generate the Projection Space Projection-Scoping Mean Differentialstatic double[]TheilMixedEstimationModel. ProjectionSpaceScopingMean(ScopingContainer scopingContainer, java.lang.String viewName)Generate the Projection Space Scoping Meanstatic double[][]TheilMixedEstimationModel. ShadowScopingProjection(ScopingContainer scopingContainer, java.lang.String viewName)Compute the Shadow of the Scoping on Projectionstatic double[][]TheilMixedEstimationModel. ShadowScopingProjectionTranspose(ScopingContainer scopingContainer, java.lang.String viewName)Compute the Shadow of the Scoping on Projection Transpose