Uses of Class
org.drip.measure.gaussian.Covariance

Packages that use Covariance

Package	Description
org.drip.dynamics.ito	Ito Stochastic Process Dynamics Foundation
org.drip.measure.bayesian	Prior, Conditional, Posterior Theil Bayesian
org.drip.measure.gaussian	R1 Rd Covariant Gaussian Quadrature
org.drip.portfolioconstruction.bayesian	Black Litterman Bayesian Portfolio Construction

Uses of Covariance in org.drip.dynamics.ito

Methods in org.drip.dynamics.ito that return Covariance

Modifier and Type	Method	Description
Covariance	RdWienerDriver.correlation()	Retrieve the Correlation

Constructors in org.drip.dynamics.ito with parameters of type Covariance

Constructor	Description
RdWienerDriver(double timeWidth, Covariance correlation)	RdWienerDriver Constructor

Uses of Covariance in org.drip.measure.bayesian

Methods in org.drip.measure.bayesian that return Covariance

Modifier and Type	Method	Description
static Covariance	TheilMixedEstimationModel.ProjectionSpaceScopingCovariance(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection)	Generate the Projection Space Scoping Co-variance

Uses of Covariance in org.drip.measure.gaussian

Methods in org.drip.measure.gaussian that return Covariance

Modifier and Type	Method	Description
Covariance	R1MultivariateNormal.covariance()	Compute the Co-variance of the Distribution

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

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

Uses of Covariance in org.drip.portfolioconstruction.bayesian

Methods in org.drip.portfolioconstruction.bayesian that return Covariance

Modifier and Type	Method	Description
static Covariance	MeucciViewUncertaintyParameterization.ProjectionCovariance(double[][] scopingCovarianceMatrix, double alphaArray)	Generate the Projection Co-variance from the Scoping Co-variance and the Meucci Alpha Parameter