Uses of Class
org.drip.measure.continuous.MetaRd
| Package | Description |
|---|---|
| org.drip.measure.bayesian |
Prior, Conditional, Posterior Theil Bayesian
|
| org.drip.measure.continuous |
R1 Rd Continuous Random Measure
|
| org.drip.measure.gaussian |
R1 Rd Covariant Gaussian Quadrature
|
| org.drip.portfolioconstruction.asset |
Asset Characteristics, Bounds, Portfolio Benchmarks
|
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Uses of MetaRd in org.drip.measure.bayesian
Methods in org.drip.measure.bayesian with parameters of type MetaRd Modifier and Type Method Description static ProjectionDistributionLoadingProjectionDistributionLoading. FromConfidence(MetaRd meta, double[] adblMean, double[][] aadblScopingCovariance, double[][] aadblScopingLoading, double dblTau)Generate the ProjectionDistributionLoading Instance from the Confidence Levelstatic R1MultivariateConvolutionMetricsTheilMixedEstimationModel. GenerateComposite(MetaRd meta, ProjectionDistributionLoading pdl1, ProjectionDistributionLoading pdl2, R1MultivariateNormal r1mnUnconditional)Generate the Joint Mixed Estimation Model Joint/Posterior Metrics -
Uses of MetaRd in org.drip.measure.continuous
Methods in org.drip.measure.continuous that return MetaRd Modifier and Type Method Description MetaRdMetaRdDistribution. meta()Retrieve the Multivariate Meta Instance -
Uses of MetaRd in org.drip.measure.gaussian
Methods in org.drip.measure.gaussian with parameters of type MetaRd Modifier and Type Method Description static R1MultivariateNormalR1MultivariateNormal. Standard(MetaRd meta, double[] adblMean, double[][] aadblCovariance)Construct a Standard R1MultivariateNormal InstanceConstructors in org.drip.measure.gaussian with parameters of type MetaRd Constructor Description R1MultivariateNormal(MetaRd meta, double[] adblMean, Covariance covariance)R1MultivariateNormal Constructor -
Uses of MetaRd in org.drip.portfolioconstruction.asset
Methods in org.drip.portfolioconstruction.asset that return MetaRd Modifier and Type Method Description MetaRdPortfolio. meta()Retrieve the Multivariate Meta Instance around the Assets