Package jdistlib.finance

Class OptionInference

java.lang.Object

jdistlib.finance.OptionInference

public final class OptionInference
extends Object

Option-price likelihood factors and posterior-predictive distribution adapters.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static interface	OptionInference.DrawDistribution
static enum	OptionInference.Measure
static final class	OptionInference.PosteriorEnsemble
static interface	OptionInference.StateNoiseModel
static interface	OptionInference.StatePriceModel

Method Summary

Modifier and Type	Method	Description
static ModelFactor	likelihood(OptionObservation[] observations, OptionInference.StatePriceModel model, OptionInference.StateNoiseModel noise)
static OptionInference.PosteriorEnsemble	posterior(double[][] draws, OptionInference.DrawDistribution factory, OptionInference.Measure measure, long seed, String chainProvenance)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

likelihood

public static ModelFactor likelihood(OptionObservation[] observations,
 OptionInference.StatePriceModel model,
 OptionInference.StateNoiseModel noise)

posterior

public static OptionInference.PosteriorEnsemble posterior(double[][] draws,
 OptionInference.DrawDistribution factory,
 OptionInference.Measure measure,
 long seed,
 String chainProvenance)