Uses of Class
org.drip.validation.riskfactorjoint.NormalLatentStateSampleCohort
| Package | Description |
|---|---|
| org.drip.validation.riskfactorjoint |
Joint Risk Factor Aggregate Tests
|
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Uses of NormalLatentStateSampleCohort in org.drip.validation.riskfactorjoint
Methods in org.drip.validation.riskfactorjoint that return NormalLatentStateSampleCohort Modifier and Type Method Description static NormalLatentStateSampleCohortNormalLatentStateSampleCohort. Correlated(java.util.List<java.lang.String> labelList, double[] annualMeanArray, double[] annualVolatilityArray, double[][] correlationMatrix, int vertexCount, double horizon)Generate a Correlated NormalLatentStateSampleCohort