Uses of Class
org.drip.measure.bayesian.ScopingProjectionVariateDistribution
| Package | Description |
|---|---|
| org.drip.measure.bayesian |
Prior, Conditional, Posterior Theil Bayesian
|
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Uses of ScopingProjectionVariateDistribution in org.drip.measure.bayesian
Methods in org.drip.measure.bayesian with parameters of type ScopingProjectionVariateDistribution Modifier and Type Method Description static double[][]TheilMixedEstimationModel. AssetSpaceProjectionCovariance(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Compute the Asset Space Projection Co-variancestatic R1MultivariateConvolutionMetricsTheilMixedEstimationModel. GenerateComposite(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection1, java.lang.String strProjection2, R1MultivariateNormal r1mnUnconditional)Generate the Combined R^1 Multivariate Normal Distribution from the SPVD and the Named Projectionsstatic R1MultivariateConvolutionMetricsTheilMixedEstimationModel. GenerateComposite(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection, R1MultivariateNormal r1mnUnconditional)Generate the Combined R^1 Multivariate Normal Distribution from the SPVD, the NATIVE Projection, and the Named Projectionstatic double[]TheilMixedEstimationModel. ProjectionInducedScopingDeviation(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Compute the Projection Induced Scoping Mean Deviationstatic R1MultivariateNormalTheilMixedEstimationModel. ProjectionInducedScopingDistribution(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection, R1MultivariateNormal r1mnUnconditional)Compute the Projection Induced Scoping Deviation Adjusted Meanstatic double[]TheilMixedEstimationModel. ProjectionInducedScopingMean(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Compute the Projection Induced Scoping Deviation Adjusted Meanstatic double[]TheilMixedEstimationModel. ProjectionPrecisionMeanProduct(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Compute the Projection Precision Mean Dot Product Arraystatic double[][]TheilMixedEstimationModel. ProjectionSpaceAssetCovariance(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Compute the Projection Space Asset Co-variancestatic CovarianceTheilMixedEstimationModel. ProjectionSpaceScopingCovariance(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Generate the Projection Space Scoping Co-variancestatic double[]TheilMixedEstimationModel. ProjectionSpaceScopingDifferential(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Generate the Projection Space Projection-Scoping Mean Differentialstatic double[]TheilMixedEstimationModel. ProjectionSpaceScopingMean(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Generate the Projection Space Scoping Meanstatic double[][]TheilMixedEstimationModel. ShadowScopingProjection(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Compute the Shadow of the Scoping on Projectionstatic double[][]TheilMixedEstimationModel. ShadowScopingProjectionTranspose(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)Compute the Shadow of the Scoping on Projection Transpose