Package org.drip.measure.bayesian

Prior, Conditional, Posterior Theil Bayesian

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
R1MultivariateConvolutionEngine	R1MultivariateConvolutionEngine implements the Engine that generates the Joint/Posterior Distributions from the Prior and the Conditional Multivariate R1 Distributions.
R1UnivariateConvolutionEngine	R1UnivariateConvolutionEngine implements the Engine that generates the Joint and the Posterior Distributions from the Prior and the Conditional Multivariate R1 Distributions.

Class Summary

Class	Description
ConjugateParameterPrior	ConjugateParameterPrior implements the Determinants of the Parameter of the Conjugate Prior.
ProjectionDistributionLoading	ProjectionDistributionLoading contains the Projection Distribution and its Loadings to the Scoping Distribution.
R1MultivariateConvolutionMetrics	R1MultivariateConvolutionMetrics holds the Inputs and the Results of a Bayesian Multivariate Convolution Execution.
R1MultivariateNormalConvolutionEngine	R1NormalConvolutionEngine implements the Engine that generates the Joint/Posterior Distribution from the Prior and the Conditional Joint R1 Multivariate Normal Distributions.
R1UnivariateConvolutionMetrics	R1UnivariateConvolutionMetrics holds the Inputs and the Results of a Bayesian R1 Univariate Convolution Execution.
ScopingProjectionVariateDistribution	ScopingProjectionVariateDistribution holds the Scoping Variate Distribution, the Projection Variate Distributions, and the Projection Variate Loadings based off of the Scoping Variates.
TheilMixedEstimationModel	TheilMixedEstimationModel implements the Theil's Mixed Model for the Estimation of the Distribution Parameters.