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

Packages that use JointVariance

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 JointVariance in org.drip.dynamics.ito

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

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

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

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

Uses of JointVariance in org.drip.measure.bayesian

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

Modifier and Type	Method	Description
static JointVariance	TheilMixedEstimationModel.ProjectionSpaceScopingCovariance(ScopingContainer scopingContainer, java.lang.String viewName)	Generate the Projection Space Scoping Co-variance

Uses of JointVariance in org.drip.measure.gaussian

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

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

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

Constructor	Description
R1MultivariateNormal(LabelledRd metaRd, double[] meanArray, JointVariance jointVariance)	R1MultivariateNormal Constructor

Uses of JointVariance in org.drip.portfolioconstruction.bayesian

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

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