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