repicea.stats.integral

Class GaussHermiteQuadrature

java.lang.Object

repicea.stats.integral.NumericalIntegrationMethod

repicea.stats.integral.GaussQuadrature

repicea.stats.integral.GaussHermiteQuadrature

All Implemented Interfaces:

java.io.Serializable

Direct Known Subclasses:

AdaptativeGaussHermiteQuadrature

public class GaussHermiteQuadrature
extends GaussQuadrature
implements java.io.Serializable

The GaussHermiteQuadrature class provides the x values and their weights for numerical integration. The class implements the 5-point, 10-point and 15-point quadrature.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class repicea.stats.integral.GaussQuadrature

GaussQuadrature.NumberOfPoints

Field Summary

Fields inherited from class repicea.stats.integral.NumericalIntegrationMethod

rescalingFactors, weights, xValues

Constructor Summary

Constructors

Constructor and Description
GaussHermiteQuadrature() Constructor.
GaussHermiteQuadrature(GaussQuadrature.NumberOfPoints numberOfPoints) Constructor.

Method Summary

Modifier and Type	Method and Description
double	getIntegralApproximation(AbstractMathematicalFunction functionToEvaluate, java.util.List<java.lang.Integer> parameterIndices, Matrix lowerCholeskyTriangle) This method returns the value of a multi-dimension integral
protected double	getMultiDimensionIntegral(AbstractMathematicalFunction functionToEvaluate, java.util.List<java.lang.Integer> parameterIndices, Matrix lowerCholeskyTriangle) This method returns the value of a multi-dimension integral
protected double	getOneDimensionIntegral(AbstractMathematicalFunction functionToEvaluate, java.lang.Integer parameterIndex, double standardDeviation) This method makes it possible to integrate an AbstractStatisticalExpression through Gauss-Hermite quadrature.
java.util.List<java.lang.Double>	getRescalingFactors() This method returns the rescaling factor for the numerical integration.
java.util.List<java.lang.Double>	getWeights() This method returns the weights associated to the numerical integration.
java.util.List<java.lang.Double>	getXValues() This method returns the x values for the numerical integration.

Methods inherited from class repicea.stats.integral.GaussQuadrature

getOrderedNodes

Methods inherited from class repicea.stats.integral.NumericalIntegrationMethod

getLowerBound, getUpperBound, setLowerBound, setUpperBound, setXValuesFromListOfPoints

Methods inherited from class java.lang.Object

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

Constructor Detail

GaussHermiteQuadrature

public GaussHermiteQuadrature(GaussQuadrature.NumberOfPoints numberOfPoints)

Constructor.

Parameters:

numberOfPoints - a NumberOfPoints enum variable (either NumberOfPoints.N5, NumberOfPoints.N10, or NumberOfPoints.N15)

GaussHermiteQuadrature

public GaussHermiteQuadrature()

Constructor. Default Gauss-Hermite quadrature with 5 points.

Method Detail

getWeights

public java.util.List<java.lang.Double> getWeights()

Description copied from class: NumericalIntegrationMethod

This method returns the weights associated to the numerical integration.

Specified by:

getWeights in class NumericalIntegrationMethod

Returns:

a List of Double instances

getXValues

public java.util.List<java.lang.Double> getXValues()

Description copied from class: NumericalIntegrationMethod

This method returns the x values for the numerical integration.

Specified by:

getXValues in class NumericalIntegrationMethod

Returns:

a List of Double instances

getRescalingFactors

public java.util.List<java.lang.Double> getRescalingFactors()

Description copied from class: NumericalIntegrationMethod

This method returns the rescaling factor for the numerical integration.

Specified by:

getRescalingFactors in class NumericalIntegrationMethod

Returns:

a List of Double instances

getOneDimensionIntegral

protected double getOneDimensionIntegral(AbstractMathematicalFunction functionToEvaluate,
                                         java.lang.Integer parameterIndex,
                                         double standardDeviation)

This method makes it possible to integrate an AbstractStatisticalExpression through Gauss-Hermite quadrature.

Parameters:

functionToEvaluate - an EvaluableFunction instance that returns Double

parameterIndex - the index of the parameter over which the integration is made

standardDeviation - the standard deviation of this variable

Returns:

the approximation of the integral

getMultiDimensionIntegral

protected double getMultiDimensionIntegral(AbstractMathematicalFunction functionToEvaluate,
                                           java.util.List<java.lang.Integer> parameterIndices,
                                           Matrix lowerCholeskyTriangle)

This method returns the value of a multi-dimension integral

Parameters:

functionToEvaluate - an EvaluableFunction instance that returns Double

parameterIndices - the indices of the parameters over which the integration is made

lowerCholeskyTriangle - the lower triangle of the Cholesky factorization of the variance-covariance matrix

Returns:

the approximation of the integral

getIntegralApproximation

public double getIntegralApproximation(AbstractMathematicalFunction functionToEvaluate,
                                       java.util.List<java.lang.Integer> parameterIndices,
                                       Matrix lowerCholeskyTriangle)

This method returns the value of a multi-dimension integral

Parameters:

functionToEvaluate - an EvaluableFunction instance that returns Double

parameterIndices - the indices of the parameters over which the integration is made

lowerCholeskyTriangle - the lower triangle of the Cholesky factorization of the variance-covariance matrix

Returns:

the approximation of the integral