repicea.stats.estimates

Class GaussianErrorTermEstimate

java.lang.Object

repicea.stats.RandomVariable<D>

repicea.stats.estimates.Estimate<CenteredGaussianDistribution>

repicea.stats.estimates.GaussianErrorTermEstimate

All Implemented Interfaces:

java.io.Serializable, CentralMomentsGettable

public final class GaussianErrorTermEstimate
extends Estimate<CenteredGaussianDistribution>

The GaussianErrorTermEstimate class handles the complex covariance structure in linear and nonlinear models. It assumes the mean of the distribution is 0 and the variance-covariance matrix adapts to the size of the GaussianErrorTermList instance that is passed to the object through the setErrorTermList method. IMPORTANT: this method should be called before any other regular method. Otherwise, a null object is returned. The class is not thread safe either.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class repicea.stats.estimates.Estimate

Estimate.EstimatorType

Field Summary

Fields inherited from class repicea.stats.estimates.Estimate

estimatorType, rowIndex

Constructor Summary

Constructors

Constructor and Description
GaussianErrorTermEstimate(Matrix variance) Constructor for univariate distribution.
GaussianErrorTermEstimate(Matrix variance, double correlationParameter, StatisticalUtility.TypeMatrixR type) General constructor.

Method Summary

Modifier and Type	Method and Description
ConfidenceInterval	getConfidenceIntervalBounds(double oneMinusAlpha) This method returns the probability of getting a lower valueand upper bound of a confidence intervals at probability level 1 - alpha
Matrix	getMean(GaussianErrorTermList errorTermList)
protected Matrix	getQuantileForProbability(double probability)
Matrix	getRandomDeviate(GaussianErrorTermList errorTermList)
Matrix	getVariance(GaussianErrorTermList errorTermList)

Methods inherited from class repicea.stats.estimates.Estimate

getDifferenceEstimate, getEstimatorType, getProductEstimate, getProductEstimate, getProductOfManyEstimates, getRandomDeviate, getRowIndex, getSumEstimate, isMergeableEstimate, setRowIndex

Methods inherited from class repicea.stats.RandomVariable

getDistribution, getMean, getVariance

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GaussianErrorTermEstimate

public GaussianErrorTermEstimate(Matrix variance,
                                 double correlationParameter,
                                 StatisticalUtility.TypeMatrixR type)

General constructor.

Parameters:

variance - a double

correlationParameter - a double

type - a TypeMatrixR enum

GaussianErrorTermEstimate

public GaussianErrorTermEstimate(Matrix variance)

Constructor for univariate distribution.

Parameters:

variance - a double

Method Detail

getMean

public Matrix getMean(GaussianErrorTermList errorTermList)

getVariance

public Matrix getVariance(GaussianErrorTermList errorTermList)

getRandomDeviate

public Matrix getRandomDeviate(GaussianErrorTermList errorTermList)

getQuantileForProbability

protected Matrix getQuantileForProbability(double probability)

getConfidenceIntervalBounds

public ConfidenceInterval getConfidenceIntervalBounds(double oneMinusAlpha)

Description copied from class: Estimate

This method returns the probability of getting a lower valueand upper bound of a confidence intervals at probability level 1 - alpha

Specified by:

getConfidenceIntervalBounds in class Estimate<CenteredGaussianDistribution>

Parameters:

oneMinusAlpha - is 1 minus the probability of Type I error

Returns:

a ConfidenceInterval instance