Uses of Class
org.drip.measure.statistics.MultivariateMoments

Packages that use MultivariateMoments

Package	Description
org.drip.measure.statistics	R1 Rd Thin Thick Moments
org.drip.portfolioconstruction.params	Asset Universe Statistical Properties Container

Uses of MultivariateMoments in org.drip.measure.statistics

Methods in org.drip.measure.statistics that return MultivariateMoments

Modifier and Type	Method	Description
static MultivariateMoments	MultivariateMoments.Standard(java.lang.String[] astrVariateName, double[][] aadblVariate)	Generate the MultivariateMetrics Instance from the Series Realizations provided
static MultivariateMoments	MultivariateMoments.Standard(java.lang.String[] astrVariateName, double[] adblMean, double[][] aadblCovariance)	Generate the MultivariateMetrics Instance from the Specified Mean and Co-variance Inputs

Uses of MultivariateMoments in org.drip.portfolioconstruction.params

Methods in org.drip.portfolioconstruction.params with parameters of type MultivariateMoments

Modifier and Type	Method	Description
static AssetUniverseStatisticalProperties	AssetUniverseStatisticalProperties.FromMultivariateMetrics(MultivariateMoments multivariateMoments)	Construct an Instance of AssetUniverseStatisticalProperties from the corresponding MultivariateMetrics Instance