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(ScopingContainer scopingContainer, java.lang.String viewName, R1MultivariateNormal unconditionalDistribution)	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(ScopingContainer scopingContainer, java.lang.String viewName1, java.lang.String viewName2, R1MultivariateNormal unconditionalDistribution)	Generate the Combined R1 Multivariate Normal Distribution from the Scoping Container and the Named Views
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(ScopingContainer scopingContainer, java.lang.String viewName, R1MultivariateNormal unconditionalDistribution)	Generate the Combined R1 Multivariate Normal Distribution from the Scoping Container, the NATIVE Projection, and the Named View
static R1MultivariateConvolutionMetrics	TheilMixedEstimationModel.GenerateComposite(LabelledRd multivariateMeta, ViewLoading viewLoading1, ViewLoading viewLoading2, R1MultivariateNormal unconditionalDistribution)	Generate the Joint Mixed Estimation Model Joint/Posterior Metrics
static R1MultivariateNormal	TheilMixedEstimationModel.ProjectionInducedScopingDistribution(ScopingContainer scopingContainer, java.lang.String viewName, R1MultivariateNormal unconditionalDistribution)	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[] variateIDArray, double[] meanArray, double[][] covarianceMatrix)	Construct a Standard R1MultivariateNormal Instance #2
static R1MultivariateNormal	R1MultivariateNormal.Standard(LabelledRd metaRd, double[] meanArray, double[][] covarianceMatrix)	Construct a Standard R1MultivariateNormal Instance #1

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