Package com.imsl.stat.distributions

Interface PDFGradientInterface

All Known Subinterfaces:
PDFHessianInterface
All Known Implementing Classes:
BinomialPD, ContinuousUniformPD, DiscreteUniformPD, ExponentialPD, ExtremeValuePD, GeometricPD, InverseGaussianPD, LogisticPD, LogLogisticPD, LogNormalPD, NegativeBinomialPD, NormalPD, ParetoPD, PoissonPD, RayleighPD, WeibullPD
public interface PDFGradientInterface
A public interface for probability distributions that provide a method to calculate the gradient of the density function

  • Method Summary

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

  • Method Details

    • getPDFGradient

      double[] getPDFGradient(double x, double... params)
      Returns the gradient of the probability density function.
      Parameters:
      x - a double value
      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 array equal to the first partial derivatives of the probability density function with respect to the parameters evaluated at X=x