Uses of Class
org.drip.measure.continuous.MultivariateMeta

Packages that use MultivariateMeta

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

Uses of MultivariateMeta in org.drip.measure.bayesian

Methods in org.drip.measure.bayesian with parameters of type MultivariateMeta

Modifier and Type	Method	Description
static ProjectionDistributionLoading	ProjectionDistributionLoading.FromConfidence(MultivariateMeta meta, double[] adblMean, double[][] aadblScopingCovariance, double[][] aadblScopingLoading, double dblTau)	Generate the ProjectionDistributionLoading Instance from the Confidence Level
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(MultivariateMeta meta, ProjectionDistributionLoading pdl1, ProjectionDistributionLoading pdl2, R1MultivariateNormal r1mnUnconditional)	Generate the Joint Mixed Estimation Model Joint/Posterior Metrics

Uses of MultivariateMeta in org.drip.measure.continuous

Methods in org.drip.measure.continuous that return MultivariateMeta

Modifier and Type	Method	Description
MultivariateMeta	R1Multivariate.meta()	Retrieve the Multivariate Meta Instance

Uses of MultivariateMeta in org.drip.measure.gaussian

Methods in org.drip.measure.gaussian with parameters of type MultivariateMeta

Modifier and Type	Method	Description
static R1MultivariateNormal	R1MultivariateNormal.Standard(MultivariateMeta meta, double[] adblMean, double[][] aadblCovariance)	Construct a Standard R1MultivariateNormal Instance

Constructors in org.drip.measure.gaussian with parameters of type MultivariateMeta

Constructor	Description
R1MultivariateNormal(MultivariateMeta meta, double[] adblMean, Covariance covariance)	R1MultivariateNormal Constructor

Uses of MultivariateMeta in org.drip.portfolioconstruction.asset

Methods in org.drip.portfolioconstruction.asset that return MultivariateMeta

Modifier and Type	Method	Description
MultivariateMeta	Portfolio.meta()	Retrieve the Multivariate Meta Instance around the Assets