Uses of Class
org.drip.measure.bayesian.ScopingProjectionVariateDistribution
Package | Description |
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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 R1MultivariateConvolutionMetrics
TheilMixedEstimationModel. 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 R1MultivariateConvolutionMetrics
TheilMixedEstimationModel. 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 R1MultivariateNormal
TheilMixedEstimationModel. 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 Covariance
TheilMixedEstimationModel. 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