Package org.drip.measure.identifier

Labels for Latent State Identifiers
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    LabelledVertex
    LabelledVertex is the Base Class that holds the Labeled Latent State Vertex Content.
    LabelledVertexCorrelation
    LabelledVertexCorrelation holds the Correlations between any Stochastic Variates identified by their Labels.
    LabelledVertexCovariance
    LabelledVertexCovariance holds the Covariance between any Stochastic Variates identified by their Labels, as well as their Means.
    LabelledVertexRd
    LabelledVertexRd holds the Labeled Rd Multi-Factor Latent State Vertex Realizations.