Package com.imsl.stat.distributions

Interface PDFHessianInterface

All Superinterfaces:
PDFGradientInterface
All Known Implementing Classes:
BinomialPD, ContinuousUniformPD, DiscreteUniformPD, ExponentialPD, ExtremeValuePD, GeometricPD, InverseGaussianPD, LogisticPD, LogLogisticPD, LogNormalPD, NegativeBinomialPD, 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
    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 Details

    • 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