public interface SampleCohort

SampleCohort exposes the Multiple Risk Factor Sample Realizations and its Reduction to a Synthetic Single Risk Factor.

Anfuso, F., D. Karyampas, and A. Nawroth (2017): A Sound Basel III Compliant Framework for Back-testing Credit Exposure Models https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2264620 eSSRN
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Kenyon, C., and R. Stamm (2012): Discounting, LIBOR, CVA, and Funding: Interest Rate and Credit Pricing, Palgrave Macmillan
Wikipedia (2018): Probability Integral Transform https://en.wikipedia.org/wiki/Probability_integral_transform
Wikipedia (2019): p-value https://en.wikipedia.org/wiki/P-value

Module = Computational Core Module
Library = Model Validation Analytics Library
Project = Risk Factor and Hypothesis Validation, Evidence Processing, and Model Testing
Package = Joint Risk Factor Aggregate Tests

Method Summary

Modifier and Type	Method	Description
`java.util.List<java.lang.String>`	`latentStateLabelList()`	Retrieve the List of Latent State Labels
`Sample`	`reduce(java.lang.String label1, java.lang.String label2)`	Reduce the Joint Realizations for the Pair of State Labels to a Single Risk Factor Sample
`LabelRdVertex`	`vertexRd()`	Retrieve the Vertex R^d Multi-Factor Realizations

Interface SampleCohort