com.imsl.stat.distributions

Interface PDFGradientInterface

All Known Subinterfaces:

PDFHessianInterface

All Known Implementing Classes:

NormalPD

public interface PDFGradientInterface

A public interface for probability distributions that provide a method to calculate the gradient of the density function

Method Summary

Methods

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

Method Detail

getPDFGradient

double[] getPDFGradient(double x,
                      double[] params)

Returns the gradient of the probability density function.

Parameters:

x - a double value

params - a double array containing the parameter values

Returns:

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