repicea.stats.integral

Class LaplacianApproximation

java.lang.Object

repicea.stats.integral.NumericalIntegrationMethod

repicea.stats.integral.GaussQuadrature

repicea.stats.integral.GaussHermiteQuadrature

repicea.stats.integral.AdaptativeGaussHermiteQuadrature

repicea.stats.integral.LaplacianApproximation

All Implemented Interfaces:

java.io.Serializable

public class LaplacianApproximation
extends AdaptativeGaussHermiteQuadrature

The LaplacianApproximation class implements the Laplace approximation for integrals.

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
LaplacianApproximation() 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
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.AdaptativeGaussHermiteQuadrature

getOneDimensionIntegral

Methods inherited from class repicea.stats.integral.GaussHermiteQuadrature

getMultiDimensionIntegral, getRescalingFactors

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

LaplacianApproximation

public LaplacianApproximation()

Constructor.

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.

Overrides:

getWeights in class GaussHermiteQuadrature

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.

Overrides:

getXValues in class GaussHermiteQuadrature

Returns:

a List of Double instances

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

Overrides:

getIntegralApproximation in class AdaptativeGaussHermiteQuadrature

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