public class ContinuousUniformPD extends ProbabilityDistribution implements Serializable, Cloneable, PDFHessianInterface, ClosedFormMaximumLikelihoodInterface, com.imsl.stat.distributions.MethodOfMomentsInterface
Constructor and Description |
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ContinuousUniformPD()
Constructs a continuous uniform probability distribution.
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Modifier and Type | Method and Description |
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double[] |
getClosedFormMLE(double[] x)
Returns the closed form determination of the maximum likelihood values
for the continuous uniform distribution.
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double[] |
getClosedFormMlStandardError(double[] x)
Returns the standard error based on the closed form solution of the
maximum likelihood for the sample data.
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double[] |
getParameterLowerBounds()
Returns the lower bounds of the continuous uniform distribution.
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double[] |
getParameterUpperBounds()
Returns the upper bounds of the continuous uniform distribution.
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double[] |
getPDFGradient(double x,
double[] params)
Returns the analytic gradient of the continuous uniform PDF evaluated at
a point,
x . |
double[][] |
getPDFHessian(double x,
double[] params)
Returns the analytic Hessian matrix of the continuous uniform pdf
evaluated at a point,
x . |
double |
pdf(double x,
double[] params)
Returns the value of the continuous uniform probability density function.
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getNumberOfParameters, getPDFGradientApproximation, getPDFHessianApproximation, getRangeOfX, setRangeOfX
public ContinuousUniformPD()
public double[] getClosedFormMLE(double[] x)
getClosedFormMLE
in interface ClosedFormMaximumLikelihoodInterface
x
- a double
array containing the datadouble
array containing distribution parameterspublic double[] getClosedFormMlStandardError(double[] x)
getClosedFormMlStandardError
in interface ClosedFormMaximumLikelihoodInterface
x
- a double
array containing the datadouble
array containing the standard errorspublic double[] getParameterLowerBounds()
getParameterLowerBounds
in class ProbabilityDistribution
double
array of length 2 containing the lower
bounds. a and b can be any real number.public double[] getParameterUpperBounds()
getParameterUpperBounds
in class ProbabilityDistribution
double
array of length 2 containing the upper
bounds. a and b can be any real number.public double[] getPDFGradient(double x, double[] params)
x
.getPDFGradient
in interface PDFGradientInterface
x
- a double
value. The function is undefined when
x
= a or x
= b.params
- a double
array containing values of the
parameters. params[0]
(a) must be less than
param[1]
(b).double
array containing the first partial
derivative of the parameterspublic double[][] getPDFHessian(double x, double[] params)
x
.getPDFHessian
in interface PDFHessianInterface
x
- a double
valueparams
- a double
array containing values of the
parametersdouble
matrix containing the second partial
derivatives of the parameterspublic double pdf(double x, double[] params)
The probability density function of the continuous uniform distribution is
pdf
in class ProbabilityDistribution
x
- a double
indicating where the pdf is to be
evaluatedparams
- a double
specifying the probability of
success. params[0]
(a) must be less than
param[1]
(b) or a probability of 0.0 is returned.double
value equal to the probability density at
x
given the parameter valueCopyright © 1970-2016 Rogue Wave Software
Built May 19 2016.