Uses of Class
org.drip.measure.gaussian.R1MultivariateNormal

Packages that use R1MultivariateNormal

Package	Description
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 R1MultivariateNormal in org.drip.measure.bayesian

Methods in org.drip.measure.bayesian that return R1MultivariateNormal

Modifier and Type	Method	Description
static R1MultivariateNormal	TheilMixedEstimationModel.ProjectionInducedScopingDistribution(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection, R1MultivariateNormal r1mnUnconditional)	Compute the Projection Induced Scoping Deviation Adjusted Mean

Methods in org.drip.measure.bayesian with parameters of type R1MultivariateNormal

Modifier and Type	Method	Description
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection1, java.lang.String strProjection2, R1MultivariateNormal r1mnUnconditional)	Generate the Combined R^1 Multivariate Normal Distribution from the SPVD and the Named Projections
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection, R1MultivariateNormal r1mnUnconditional)	Generate the Combined R^1 Multivariate Normal Distribution from the SPVD, the NATIVE Projection, and the Named Projection
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(MultivariateMeta meta, ProjectionDistributionLoading pdl1, ProjectionDistributionLoading pdl2, R1MultivariateNormal r1mnUnconditional)	Generate the Joint Mixed Estimation Model Joint/Posterior Metrics
static R1MultivariateNormal	TheilMixedEstimationModel.ProjectionInducedScopingDistribution(ScopingProjectionVariateDistribution spvd, java.lang.String strProjection, R1MultivariateNormal r1mnUnconditional)	Compute the Projection Induced Scoping Deviation Adjusted Mean

Uses of R1MultivariateNormal in org.drip.measure.gaussian

Methods in org.drip.measure.gaussian that return R1MultivariateNormal

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

Uses of R1MultivariateNormal in org.drip.portfolioconstruction.bayesian

Methods in org.drip.portfolioconstruction.bayesian that return R1MultivariateNormal

Modifier and Type	Method	Description
R1MultivariateNormal	ProjectionSpecification.excessReturnsDistribution()	Retrieve the R1 Projection Space Excess Returns Normal Distribution

Constructors in org.drip.portfolioconstruction.bayesian with parameters of type R1MultivariateNormal

Constructor	Description
ProjectionSpecification(R1MultivariateNormal excessReturnsDistribution, double[][] assetSpaceLoadingMatrix)	ProjectionSpecification Constructor