repicea.stats.model.glm.copula

Class CopulaLibrary.SimpleLogisticCopulaExpression

java.lang.Object

repicea.math.AbstractMathematicalFunction

repicea.math.AbstractMathematicalFunctionWrapper

repicea.stats.model.glm.copula.CopulaExpression

repicea.stats.model.glm.copula.CopulaLibrary.SimpleLogisticCopulaExpression

All Implemented Interfaces:

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

Enclosing class:

CopulaLibrary

public static class CopulaLibrary.SimpleLogisticCopulaExpression
extends CopulaExpression

This copula is a logistic copula with a single intercept parameter. Equivalent to the SimpleCopulaExpression, but under a logistic form.

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
SimpleLogisticCopulaExpression(double origin, 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.
int	getNumberOfVariables() This method returns the number of variables in the function.
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)

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

getBeta, getHierarchicalLevelSpecifications, getOriginalFunction, setBeta, setX

Methods inherited from class repicea.math.AbstractMathematicalFunctionWrapper

getNumberOfParameters, 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

SimpleLogisticCopulaExpression

public SimpleLogisticCopulaExpression(double origin,
                                      java.lang.String hierarchicalLevelSpecifications)
                               throws StatisticalDataException

Throws:

StatisticalDataException

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)

Specified by:

setX in class CopulaExpression

getNumberOfVariables

public int getNumberOfVariables()

Description copied from class: AbstractMathematicalFunction

This method returns the number of variables in the function.

Overrides:

getNumberOfVariables in class AbstractMathematicalFunctionWrapper

Returns:

an integer

initialize

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

Overrides:

initialize in class CopulaExpression

Throws:

StatisticalDataException