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 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.ScopingContainer ScopingContainer holds the Scoping Variate Distribution, the Projection Variate Distributions, and the Projection Variate Loadings based off of the Scoping Variates.ViewLoading ViewLoading contains the View Projection Distribution and its Loadings to the Scoping Distribution. -
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.