public class ExponentialPD extends ProbabilityDistribution implements Serializable, Cloneable, PDFHessianInterface, ClosedFormMaximumLikelihoodInterface, com.imsl.stat.distributions.MethodOfMomentsInterface
Constructor and Description |
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ExponentialPD()
Constructs an exponential 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 exponential 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 for the scale parameter of the exponential
distribution.
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double[] |
getParameterUpperBounds()
Returns the upper bounds for the scale parameter of the exponential
distribution.
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double[] |
getPDFGradient(double x,
double[] params)
Returns the analytic gradient of the exponential pdf evaluated at a
point,
x . |
double[][] |
getPDFHessian(double x,
double[] params)
Returns the analytic Hessian matrix of the exponential pdf evaluated at a
point,
x . |
double |
pdf(double x,
double[] params)
Returns the value of the exponential probability density function.
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getNumberOfParameters, getPDFGradientApproximation, getPDFHessianApproximation, getRangeOfX, setRangeOfX
public ExponentialPD()
public double[] getClosedFormMLE(double[] x)
getClosedFormMLE
in interface ClosedFormMaximumLikelihoodInterface
x
- a double
array containing the datadouble
array containing maximum likelihood valuespublic 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 1 containing the lower
bound. b is strictly positive.public double[] getParameterUpperBounds()
getParameterUpperBounds
in class ProbabilityDistribution
double
array of length 1 containing the upper
bound. b is strictly positive.public double[] getPDFGradient(double x, double[] params)
x
.getPDFGradient
in interface PDFGradientInterface
x
- a double
value. x
must be non
negative.params
- a double
array containing values of the
parameters. params
(b) is strictly positive.double
array containing the first partial
derivative of the parameterspublic double[][] getPDFHessian(double x, double[] params)
x
.getPDFHessian
in interface PDFHessianInterface
x
- a double
value. x
must be non
negative.params
- a double
array containing values of the
parameters. params
(b) is strictly positive.double
matrix containing the second partial
derivatives of the parameterspublic double pdf(double x, double[] params)
The probability density function of the exponential distribution is
where b is a scale parameter.pdf
in class ProbabilityDistribution
x
- a double
indicating where the pdf is to be
evaluated. x
must be non negative.params
- a double
specifying the scale parameter.
params
(b) is strictly positive.double
value equal to the probability density at
x
given the parameter valueCopyright © 1970-2016 Rogue Wave Software
Built May 19 2016.