Uses of Class
org.drip.measure.gaussian.R1UnivariateNormal

Packages that use R1UnivariateNormal

Package	Description
org.drip.execution.bayesian	Bayesian Price Based Optimal Execution
org.drip.execution.capture	Execution Trajectory Transaction Cost Capture
org.drip.execution.discrete	Trajectory Slice Execution Cost Distribution
org.drip.execution.principal	Information Ratio Based Principal Trades
org.drip.function.e2erf	E2 erf and erf-1 Implementations
org.drip.measure.chisquare	Chi-Square Distribution Implementation/Properties
org.drip.measure.gamma	R1 Gamma Distribution Implementation/Properties
org.drip.measure.gaussian	R1 Rd Covariant Gaussian Quadrature
org.drip.validation.distance	Hypothesis Target Distance Test Builders

Uses of R1UnivariateNormal in org.drip.execution.bayesian

Subclasses of R1UnivariateNormal in org.drip.execution.bayesian

Modifier and Type	Class	Description
class	ConditionalPriceDistribution	ConditionalPriceDistribution holds the Price Distribution Conditional on a given Drift.
class	PriorDriftDistribution	PriorDriftDistribution holds the Prior Belief Distribution associated with the Directional Drift.

Methods in org.drip.execution.bayesian that return R1UnivariateNormal

Modifier and Type	Method	Description
R1UnivariateNormal	PriorConditionalCombiner.jointPriceDistribution()	Generate the Joint Price Distribution
R1UnivariateNormal	PriorConditionalCombiner.posteriorDriftDistribution(double dblDeltaS)	Generate the Posterior Drift Distribution

Uses of R1UnivariateNormal in org.drip.execution.capture

Methods in org.drip.execution.capture that return R1UnivariateNormal

Modifier and Type	Method	Description
R1UnivariateNormal	TrajectoryShortfallAggregate.totalCostDistribution()	Generate the Total Cost R^1 Normal Distribution
R1UnivariateNormal	LinearImpactBlockTrajectoryEstimator.totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters apep)
R1UnivariateNormal	LinearImpactTrajectoryEstimator.totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters apep)
R1UnivariateNormal	LinearImpactUniformTrajectoryEstimator.totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters apep)
R1UnivariateNormal	TrajectoryShortfallEstimator.totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters apep)	Generate the Total Cost Distribution Synopsis Distribution for the Trading Trajectory

Uses of R1UnivariateNormal in org.drip.execution.discrete

Subclasses of R1UnivariateNormal in org.drip.execution.discrete

Modifier and Type	Class	Description
class	ShortfallIncrementDistribution	ShortfallIncrementDistribution holds the Parameters of the R1 Normal Short fall Increment Distribution.

Uses of R1UnivariateNormal in org.drip.execution.principal

Methods in org.drip.execution.principal that return R1UnivariateNormal

Modifier and Type	Method	Description
R1UnivariateNormal	GrossProfitEstimator.horizonPrincipalMeasure(double dblPrincipalDiscount)	Generate R^1 Univariate Normal Gross Profit Distribution from the specified Principal Discount
R1UnivariateNormal	GrossProfitEstimator.principalMeasure(double dblPrincipalDiscount)	Generate R^1 Univariate Normal Gross Profit Distribution from the specified Principal Discount

Uses of R1UnivariateNormal in org.drip.function.e2erf

Methods in org.drip.function.e2erf with parameters of type R1UnivariateNormal

Modifier and Type	Method	Description
double	ErrorFunction.gaussianDensityIntegral(double a, double b, R1UnivariateNormal r1UnivariateNormal)	Compute the E2 erf Gaussian Density Integral over -inf to +inf

Uses of R1UnivariateNormal in org.drip.measure.chisquare

Methods in org.drip.measure.chisquare that return R1UnivariateNormal

Modifier and Type	Method	Description
R1UnivariateNormal	R1Central.cltProxy()	Retrieve the Central Limit Theorem Equivalent Normal Distribution Proxy
R1UnivariateNormal	R1CentralFisherProxy.r1UnivariateNormal()	Retrieve the R^1 Univariate Normal
R1UnivariateNormal	R1WilsonHilferty.r1UnivariateNormal()	Retrieve the R1 Univariate Normal

Uses of R1UnivariateNormal in org.drip.measure.gamma

Methods in org.drip.measure.gamma that return R1UnivariateNormal

Modifier and Type	Method	Description
R1UnivariateNormal	R1ShapeScaleDistribution.cltProxy()	Retrieve the Central Limit Theorem Equivalent Normal Distribution Proxy
R1UnivariateNormal	R1ScaleInvariantScaleParameterEstimator.inferScaleParameterDistribution(double shape)	Infer the Scale Parameter Distribution

Uses of R1UnivariateNormal in org.drip.measure.gaussian

Methods in org.drip.measure.gaussian that return R1UnivariateNormal

Modifier and Type	Method	Description
static R1UnivariateNormal	R1UnivariateNormal.Standard()	Generate a N (0, 1) distribution

Uses of R1UnivariateNormal in org.drip.validation.distance

Methods in org.drip.validation.distance with parameters of type R1UnivariateNormal

Modifier and Type	Method	Description
static ImportanceWeight	ImportanceWeight.Normal(R1UnivariateNormal r1UnivariateNormal)	Construct the Importance Weight Version based on Normal Distribution