Uses of Class
org.drip.measure.state.LabelledRd
| Package | Description |
|---|---|
| org.drip.measure.bayesian |
Prior, Conditional, Posterior Theil Bayesian
|
| org.drip.measure.gaussian |
R1 Rd Covariant Gaussian Quadrature
|
| org.drip.measure.state |
Labels for Latent State Identifiers
|
| org.drip.portfolioconstruction.asset |
Asset Characteristics, Bounds, Portfolio Benchmarks
|
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Uses of LabelledRd in org.drip.measure.bayesian
Methods in org.drip.measure.bayesian with parameters of type LabelledRd Modifier and Type Method Description static ViewLoadingViewLoading. FromConfidence(LabelledRd metaRd, double[] meanArray, double[][] scopingCovarianceMatrix, double[][] scopingLoadingMatrix, double tau)Generate the ViewLoading Instance from the Confidence Levelstatic R1MultivariateConvolutionMetricsTheilMixedEstimationModel. GenerateComposite(LabelledRd multivariateMeta, ViewLoading viewLoading1, ViewLoading viewLoading2, R1MultivariateNormal unconditionalDistribution)Generate the Joint Mixed Estimation Model Joint/Posterior Metrics -
Uses of LabelledRd in org.drip.measure.gaussian
Methods in org.drip.measure.gaussian with parameters of type LabelledRd Modifier and Type Method Description static R1MultivariateNormalR1MultivariateNormal. Standard(LabelledRd metaRd, double[] meanArray, double[][] covarianceMatrix)Construct a Standard R1MultivariateNormal Instance #1Constructors in org.drip.measure.gaussian with parameters of type LabelledRd Constructor Description R1MultivariateNormal(LabelledRd metaRd, double[] meanArray, JointVariance jointVariance)R1MultivariateNormal Constructor -
Uses of LabelledRd in org.drip.measure.state
Subclasses of LabelledRd in org.drip.measure.state Modifier and Type Class Description classLabelledRdCorrelationLabelledRdCorrelation holds the Correlations between any Stochastic Variates identified by their Labels.classLabelledRdCovarianceLabelledRdCovariance holds the Covariance between any Stochastic Variates identified by their Labels, as well as their Means.classLabelledRdRealizationSequenceLabelledRdRealizationSequence holds the Labeled Rd Multi-Factor Latent State Vertex Realizations.Methods in org.drip.measure.state that return LabelledRd Modifier and Type Method Description static LabelledRdLabelledRd. FromArray(java.lang.String[] idArray)Construct a LabelledRd Instance from the ID ArrayLabelledRdLabelledRdContinuousDistribution. stateLabels()Retrieve the Multivariate Distribution State Labels -
Uses of LabelledRd in org.drip.portfolioconstruction.asset
Methods in org.drip.portfolioconstruction.asset that return LabelledRd Modifier and Type Method Description LabelledRdPortfolio. meta()Retrieve the Multivariate Meta Instance around the Assets