Uses of Package
org.drip.measure.bayesian
| Package | Description |
|---|---|
| org.drip.measure.bayesian |
Prior, Conditional, Posterior Theil Bayesian
|
| org.drip.measure.gamma |
R1 Gamma Distribution Implementation/Properties
|
| org.drip.portfolioconstruction.bayesian |
Black Litterman Bayesian Portfolio Construction
|
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Classes in org.drip.measure.bayesian used by org.drip.measure.bayesian Class Description ProjectionDistributionLoading ProjectionDistributionLoading contains the Projection Distribution and its Loadings to the Scoping Distribution.R1MultivariateConvolutionEngine R1MultivariateConvolutionEngine implements the Engine that generates the Joint/Posterior Distributions from the Prior and the Conditional Multivariate R1 Distributions.R1MultivariateConvolutionMetrics R1MultivariateConvolutionMetrics holds the Inputs and the Results of a Bayesian Multivariate Convolution Execution.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. -
Classes in org.drip.measure.bayesian used by org.drip.measure.gamma Class Description ConjugateParameterPrior ConjugateParameterPrior implements the Determinants of the Parameter of the Conjugate Prior. -
Classes in org.drip.measure.bayesian used by org.drip.portfolioconstruction.bayesian Class Description R1MultivariateConvolutionMetrics R1MultivariateConvolutionMetrics holds the Inputs and the Results of a Bayesian Multivariate Convolution Execution.