com.imsl.stat.distributions

Interface PDFHessianInterface

All Superinterfaces:

PDFGradientInterface

All Known Implementing Classes:

ContinuousUniformPD, ExponentialPD, ExtremeValuePD, GeometricPD, LogisticPD, LogNormalPD, NormalPD, ParetoPD, PoissonPD, RayleighPD, WeibullPD

public interface PDFHessianInterface
extends PDFGradientInterface

A public interface for probability distributions that provide methods to calculate the gradient and hessian of the density function

Method Summary

Modifier and Type	Method and Description
double[][]	getPDFHessian(double x, double... params) Returns the hessian of the probability density function.

Methods inherited from interface com.imsl.stat.distributions.PDFGradientInterface

getPDFGradient

Method Detail

getPDFHessian

double[][] getPDFHessian(double x,
                         double... params)

Returns the hessian of the probability density function.

Parameters:

x - a double value in the range of the random variable

params - a double array or a comma-separated list of doubles giving the values of the parameters

Note: The argument params is a variable length argument list (varargs).

Returns:

a double matrix equal to the second partial derivatives of the probability density function with respect to the parameters evaluated at X=x