Uses of Package
org.drip.measure.gaussian
| Package | Description |
|---|---|
| org.drip.dynamics.ito |
Ito Stochastic Process Dynamics Foundation
|
| 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.bayesian |
Prior, Conditional, Posterior Theil Bayesian
|
| 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.portfolioconstruction.bayesian |
Black Litterman Bayesian Portfolio Construction
|
| org.drip.validation.distance |
Hypothesis Target Distance Test Builders
|
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Classes in org.drip.measure.gaussian used by org.drip.dynamics.ito Class Description Covariance Covariance holds the Standard Covariance Matrix, and provides functions to manipulate it. -
Classes in org.drip.measure.gaussian used by org.drip.execution.bayesian Class Description R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. -
Classes in org.drip.measure.gaussian used by org.drip.execution.capture Class Description R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. -
Classes in org.drip.measure.gaussian used by org.drip.execution.discrete Class Description R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. -
Classes in org.drip.measure.gaussian used by org.drip.execution.principal Class Description R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. -
Classes in org.drip.measure.gaussian used by org.drip.function.e2erf Class Description R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. -
Classes in org.drip.measure.gaussian used by org.drip.measure.bayesian Class Description Covariance Covariance holds the Standard Covariance Matrix, and provides functions to manipulate it.R1MultivariateNormal R1MultivariateNormal contains the Generalized Joint Multivariate R1 Normal Distributions. -
Classes in org.drip.measure.gaussian used by org.drip.measure.chisquare Class Description R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. -
Classes in org.drip.measure.gaussian used by org.drip.measure.gamma Class Description R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. -
Classes in org.drip.measure.gaussian used by org.drip.measure.gaussian Class Description Covariance Covariance holds the Standard Covariance Matrix, and provides functions to manipulate it.R1MultivariateNormal R1MultivariateNormal contains the Generalized Joint Multivariate R1 Normal Distributions.R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. -
Classes in org.drip.measure.gaussian used by org.drip.portfolioconstruction.bayesian Class Description Covariance Covariance holds the Standard Covariance Matrix, and provides functions to manipulate it.R1MultivariateNormal R1MultivariateNormal contains the Generalized Joint Multivariate R1 Normal Distributions. -
Classes in org.drip.measure.gaussian used by org.drip.validation.distance Class Description R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution.