Uses of Interface
org.drip.validation.riskfactorjoint.SampleCohort
Package | Description |
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org.drip.validation.riskfactorjoint |
Joint Risk Factor Aggregate Tests
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Uses of SampleCohort in org.drip.validation.riskfactorjoint
Classes in org.drip.validation.riskfactorjoint that implement SampleCohort Modifier and Type Class Description class
NormalSampleCohort
NormalSampleCohort holds the Joint Realizations from a Multivariate Normal Distribution and its Reduction to a Synthetic Single Risk Factor.