Uses of Package
org.drip.measure.statistics
| Package | Description |
|---|---|
| org.drip.analytics.output |
Period Product Targeted Valuation Measures
|
| org.drip.dynamics.meanreverting |
Mean Reverting Stochastic Process Dynamics
|
| org.drip.dynamics.process |
Ito-Dynamics Based Stochastic Process
|
| org.drip.measure.continuous |
R1 Rd Continuous Random Measure
|
| org.drip.measure.statistics |
R1 Rd Thin Thick Moments
|
| org.drip.portfolioconstruction.params |
Asset Universe Statistical Properties Container
|
| org.drip.xva.gross |
XVA Gross Adiabat Exposure Aggregation
|
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Classes in org.drip.measure.statistics used by org.drip.analytics.output Class Description UnivariateDiscreteThin UnivariateDiscreteThin analyzes and computes the "Thin" Statistics for the Realized Univariate Sequence. -
Classes in org.drip.measure.statistics used by org.drip.dynamics.meanreverting Class Description PopulationCentralMeasures PopulationCentralMeasures holds the Population Central Measures (Mean, and Variance) of the Population. -
Classes in org.drip.measure.statistics used by org.drip.dynamics.process Class Description PopulationCentralMeasures PopulationCentralMeasures holds the Population Central Measures (Mean, and Variance) of the Population. -
Classes in org.drip.measure.statistics used by org.drip.measure.continuous Class Description PopulationCentralMeasures PopulationCentralMeasures holds the Population Central Measures (Mean, and Variance) of the Population. -
Classes in org.drip.measure.statistics used by org.drip.measure.statistics Class Description MultivariateMoments MultivariateMoments generates and holds the Specified Multivariate Series Mean, Co-variance, and other selected Moments.UnivariateDiscreteThin UnivariateDiscreteThin analyzes and computes the "Thin" Statistics for the Realized Univariate Sequence.UnivariateMoments UnivariateMoments generates and holds the Specified Univariate Series Mean, Variance, and a few selected Moments. -
Classes in org.drip.measure.statistics used by org.drip.portfolioconstruction.params Class Description MultivariateMoments MultivariateMoments generates and holds the Specified Multivariate Series Mean, Co-variance, and other selected Moments. -
Classes in org.drip.measure.statistics used by org.drip.xva.gross Class Description UnivariateDiscreteThin UnivariateDiscreteThin analyzes and computes the "Thin" Statistics for the Realized Univariate Sequence.