Package org.drip.measure.state

Labels for Latent State Identifiers
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    LabelledRd
    LabelledRd is the Base Class that holds the Labeled Latent State Vertex Content.
    LabelledRdContinuousDistribution
    LabelledRdContinuousDistribution contains the Generalized, Labelled R1 Multivariate Distributions.
    LabelledRdCorrelation
    LabelledRdCorrelation holds the Correlations between any Stochastic Variates identified by their Labels.
    LabelledRdCovariance
    LabelledRdCovariance holds the Covariance between any Stochastic Variates identified by their Labels, as well as their Means.
    LabelledRdRealizationSequence
    LabelledRdRealizationSequence holds the Labeled Rd Multi-Factor Latent State Vertex Realizations.