Package org.drip.measure.gamma

R1 Gamma Distribution Implementation/Properties
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ConjugateScalePrior
    ConjugateScalePrior implements the Determinants of the Parameters of the Conjugate Prior for the Scale Parameter.
    ConjugateShapePrior
    ConjugateShapePrior implements the Determinants of the Parameters of the Conjugate Prior for the Shape Parameter.
    ConjugateShapeScalePrior
    ConjugateShapeScalePrior implements the Determinants of the Parameters of the Conjugate Prior for the Shape and the Scale Parameters.
    ErlangDistribution
    ErlangDistribution implements the Shape and Scale Parameterization of the R1 Erlang Distribution.
    ExponentialFamilyRepresentation
    ExponentialFamilyRepresentation represents the Natural Parameters and the Natural Statistics of the R1 Exponential Family of Distributions.
    R1ConsistentEstimator
    R1ConsistentEstimator implements the Mixed Type Log-Moment Parameter Estimator for a Sequence of Observations.
    R1MaximumLikelihoodEstimator
    R1MaximumLikelihoodEstimator implements the Maximum Likelihood Based Parameter Estimator for a Sequence of Observations.
    R1ParameterEstimator
    R1ParameterEstimator exposes the Parameter Estimator for a Sequence of Observations.
    R1ScaleInvariantScaleParameterEstimator
    R1ScaleInvariantScaleParameterEstimator implements the Scale Parameter Estimator using Scale-Invariant Prior for the Scale Parameter under a Sequence of Observations.
    R1ShapeScaleComposite
    R1ShapeScaleComposite implements the Scale-Scale Composite Measures.
    R1ShapeScaleDiscrete
    R1ShapeScaleDiscrete generates Discrete Variables that are Derivatives of the R1 Gamma Distribution.
    R1ShapeScaleDistribution
    R1ShapeScaleDistribution implements the Shape and Scale Parameterization of the R1 Gamma Distribution.
    ShapeScaleParameters
    ShapeScaleParameters holds the Shape and the Scale Parameters corresponding to a Gamma Distribution.