ConstrainedCovarianceEllipsoid

java.lang.Object

org.drip.sample.rdtor1.ConstrainedCovarianceEllipsoid

public class ConstrainedCovarianceEllipsoid
extends java.lang.Object

ConstrainedCovarianceEllipsoid demonstrates the Construction and Usage of a Co-variance Ellipsoid with Linear Constraints.

Module = Computational Core Module
Library = Numerical Optimizer Library
Project = DROP API Construction and Usage
Package = Constrained/Unconstrained Covariance Ellipsoid Function

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

ConstrainedCovarianceEllipsoid()
Method Summary

Modifier and Type Method Description

static void main(java.lang.String[] astrArgs)
Entry Point

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- ConstrainedCovarianceEllipsoid
  
  public ConstrainedCovarianceEllipsoid()
Method Details
- main
  
  public static final void main(java.lang.String[] astrArgs) throws java.lang.Exception
  
  Entry Point
  
  Parameters:
  
  astrArgs - Command Line Argument Array
  
  Throws:
  
  java.lang.Exception - Thrown on Error/Exception Situation