Package org.drip.measure.gaussian

R1 Rd Covariant Gaussian Quadrature
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    Covariance
    Covariance holds the Standard Covariance Matrix, and provides functions to manipulate it.
    NormalQuadrature
    NormalQuadrature implements the Quadrature Metrics behind the Univariate Normal Distribution.
    R1MultivariateNormal
    R1MultivariateNormal contains the Generalized Joint Multivariate R1 Normal Distributions.
    R1UnivariateNormal
    R1UnivariateNormal implements the Univariate R1 Normal Distribution.