repicea.stats.model.glm.copula

Class CopulaLibrary.SimpleCopulaExpression

java.lang.Object

repicea.math.AbstractMathematicalFunction

repicea.math.AbstractMathematicalFunctionWrapper

repicea.stats.model.glm.copula.CopulaExpression

repicea.stats.model.glm.copula.CopulaLibrary.SimpleCopulaExpression

All Implemented Interfaces:

java.io.Serializable, DerivableMathematicalFunction, EvaluableFunction<java.lang.Double>

Enclosing class:

CopulaLibrary

public static class CopulaLibrary.SimpleCopulaExpression
extends CopulaExpression

This copula is a simple copula with one constant parameter.

See Also:

Serialized Form

Field Summary

Fields inherited from class repicea.stats.model.glm.copula.CopulaExpression

levels

Fields inherited from class repicea.math.AbstractMathematicalFunction

parameterBounds

Constructor Summary

Constructors

Constructor and Description
SimpleCopulaExpression(double value, java.lang.String hierarchicalLevelSpecifications)

Method Summary

Modifier and Type	Method and Description
Matrix	getGradient() This method returns a vector that contains the first derivatives of the function with respect to its parameters.
Matrix	getHessian() This method returns a matrix that contains the second derivatives of the function with respect to its parameters.
java.lang.Double	getValue() This method provides the result of the function evaluation.
protected void	initialize(StatisticalModel<?> model, HierarchicalStatisticalDataStructure data)
protected void	setX(int indexFirstObservation, int indexSecondObservation) This method is not necessary for this copula since the parameter is constant

Methods inherited from class repicea.stats.model.glm.copula.CopulaExpression

getBeta, getHierarchicalLevelSpecifications, getOriginalFunction, setBeta, setX

Methods inherited from class repicea.math.AbstractMathematicalFunctionWrapper

getNumberOfParameters, getNumberOfVariables, getParameterValue, getVariableValue, setBounds, setParameterValue, setVariableValue

Methods inherited from class java.lang.Object

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

Constructor Detail

SimpleCopulaExpression

public SimpleCopulaExpression(double value,
                              java.lang.String hierarchicalLevelSpecifications)

Method Detail

getValue

public java.lang.Double getValue()

Description copied from interface: EvaluableFunction

This method provides the result of the function evaluation.

Specified by:

getValue in interface EvaluableFunction<java.lang.Double>

Specified by:

getValue in class AbstractMathematicalFunctionWrapper

Returns:

a P instance

getGradient

public Matrix getGradient()

Description copied from interface: DerivableMathematicalFunction

This method returns a vector that contains the first derivatives of the function with respect to its parameters.

Specified by:

getGradient in interface DerivableMathematicalFunction

Specified by:

getGradient in class AbstractMathematicalFunctionWrapper

Returns:

a Matrix instance

getHessian

public Matrix getHessian()

Description copied from interface: DerivableMathematicalFunction

This method returns a matrix that contains the second derivatives of the function with respect to its parameters.

Specified by:

getHessian in interface DerivableMathematicalFunction

Specified by:

getHessian in class AbstractMathematicalFunctionWrapper

Returns:

a Matrix instance

setX

protected void setX(int indexFirstObservation,
                    int indexSecondObservation)

This method is not necessary for this copula since the parameter is constant

Specified by:

setX in class CopulaExpression

initialize

protected void initialize(StatisticalModel<?> model,
                          HierarchicalStatisticalDataStructure data)
                   throws StatisticalDataException

Overrides:

initialize in class CopulaExpression

Throws:

StatisticalDataException