com.imsl.stat.distributions

Interface PDFHessianInterface

All Superinterfaces:

PDFGradientInterface

All Known Implementing Classes:

NormalPD

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

Methods

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