Package org.drip.sample.statistics

Correlated R^d Random Sequence Statistics

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
CorrelatedRdSequence	CorrelatedRdSequence demonstrates the Generation of the Statistical Measures for the Input Correlated Sequence Set created using the Multi-Path Correlated Random Variable Generator without Quadratic Re-sampling or Antithetic Variables.
CorrelatedRdSequenceAntithetic	CorrelatedRdSequenceAntithetic demonstrates the Generation of the Statistical Measures for the Input Correlated Sequence Set created using the Multi-Path Correlated Random Variable Generator without Quadratic Re-sampling, but with Antithetic Variables.
CorrelatedRdSequenceQR	CorrelatedRdSequenceQR demonstrates the Generation of the Statistical Measures for the Input Correlated Sequence Set created using the Multi-Path Correlated Random Variable Generator using Quadratic Re-sampling but without Antithetic Variables.
CorrelatedRdSequenceQRUnbiased	CorrelatedRdSequenceQRUnbiased demonstrates the Generation of the Statistical Measures for the Input Correlated Sequence Set created using the Multi-Path Correlated Random Variable Generator using Unbiased Quadratic Re-sampling but without Antithetic Variables.
MultivariateSequence	MultivariateSequence demonstrates the Generation of the Statistical Measures for the Input Series of Multivariate Sequences.
UnivariateSequence	UnivariateSequence demonstrates the Generation of the Statistical Measures for the Input Series of Univariate Sequences.