| Package | Description |
|---|---|
| com.imsl.stat.distributions |
Probability distributions and parameter estimation.
|
| Class and Description |
|---|
| ClosedFormMaximumLikelihoodInterface
A public interface for probability distributions that provide a method for a
closed form solution of the maximum likelihood function
|
| MaximumLikelihoodEstimation.OptimizationMethod
Indicates which optimization method to use in maximizing the likelihood.
|
| PDFGradientInterface
A public interface for probability distributions that provide a method
to calculate the gradient of the density function
|
| PDFHessianInterface
A public interface for probability distributions that provide methods
to calculate the gradient and hessian of the density function
|
| ProbabilityDistribution
The ProbabilityDistribution abstract class defines members and methods common
to univariate probability distributions and useful in parameter estimation.
|
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