repicea.stats.model.glm.copula

Class FGMCompositeLogLikelihood

java.lang.Object

repicea.math.AbstractMathematicalFunction

repicea.math.AbstractMathematicalFunctionWrapper

repicea.stats.model.CompositeLogLikelihood

repicea.stats.model.glm.copula.FGMCompositeLogLikelihood

All Implemented Interfaces:

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

public class FGMCompositeLogLikelihood
extends CompositeLogLikelihood
implements OptimizerListener

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
protected java.util.Map<java.util.List<java.lang.Integer>,Matrix>	additionalGradients
protected boolean	additionalGradientTermUptoDate
protected java.util.Map<java.util.List<java.lang.Integer>,Matrix>	additionalHessians
protected boolean	additionalHessianTermUptoDate
protected java.util.Map<java.util.List<java.lang.Integer>,java.lang.Double>	additionalLlkTerm
protected boolean	additionalLlkTermUptoDate
protected CopulaExpression	copulaExpression
protected Matrix	gradientVector
protected boolean	gradientVectorUptoDate
protected Matrix	hessianMatrix
protected boolean	hessianMatrixUptoDate
protected HierarchicalStatisticalDataStructure	hierarchicalStructure
protected double	llk
protected boolean	llkUptoDate

Fields inherited from class repicea.math.AbstractMathematicalFunction

parameterBounds

Fields inherited from interface repicea.math.optimizer.OptimizerListener

optimizationEnded, optimizationStarted

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	FGMCompositeLogLikelihood(IndividualLogLikelihood innerLogLikelihoodFunction, Matrix xValues, Matrix yValues, HierarchicalStatisticalDataStructure hierarchicalStructure, CopulaExpression copulaExpression)

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.
double	getParameterValue(int index) This method retrieve the parameter defined by the parameterName parameter.
java.lang.Double	getValue() This method provides the result of the function evaluation.
void	optimizerDidThis(java.lang.String actionString)
protected void	reset()
void	setParameterValue(int index, double value) This method sets the parameter value.

Methods inherited from class repicea.stats.model.CompositeLogLikelihood

getBeta, getOriginalFunction, getPredictions, setBeta, setValuesInLikelihoodFunction

Methods inherited from class repicea.math.AbstractMathematicalFunctionWrapper

getNumberOfParameters, getNumberOfVariables, getVariableValue, setBounds, setVariableValue, setX

Methods inherited from class java.lang.Object

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

Field Detail

llk

protected double llk

llkUptoDate

protected boolean llkUptoDate

additionalLlkTerm

protected java.util.Map<java.util.List<java.lang.Integer>,java.lang.Double> additionalLlkTerm

additionalLlkTermUptoDate

protected boolean additionalLlkTermUptoDate

gradientVector

protected Matrix gradientVector

gradientVectorUptoDate

protected boolean gradientVectorUptoDate

additionalGradients

protected java.util.Map<java.util.List<java.lang.Integer>,Matrix> additionalGradients

additionalGradientTermUptoDate

protected boolean additionalGradientTermUptoDate

hessianMatrix

protected Matrix hessianMatrix

hessianMatrixUptoDate

protected boolean hessianMatrixUptoDate

additionalHessians

protected java.util.Map<java.util.List<java.lang.Integer>,Matrix> additionalHessians

additionalHessianTermUptoDate

protected boolean additionalHessianTermUptoDate

hierarchicalStructure

protected final HierarchicalStatisticalDataStructure hierarchicalStructure

copulaExpression

protected final CopulaExpression copulaExpression

Constructor Detail

FGMCompositeLogLikelihood

protected FGMCompositeLogLikelihood(IndividualLogLikelihood innerLogLikelihoodFunction,
                                    Matrix xValues,
                                    Matrix yValues,
                                    HierarchicalStatisticalDataStructure hierarchicalStructure,
                                    CopulaExpression copulaExpression)

Method Detail

reset

protected void reset()

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

Overrides:

getGradient in class CompositeLogLikelihood

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

Overrides:

getHessian in class CompositeLogLikelihood

Returns:

a Matrix instance

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>

Overrides:

getValue in class CompositeLogLikelihood

Returns:

a P instance

getParameterValue

public double getParameterValue(int index)

Description copied from class: AbstractMathematicalFunction

This method retrieve the parameter defined by the parameterName parameter.

Overrides:

getParameterValue in class AbstractMathematicalFunctionWrapper

Parameters:

index - the index of the parameter to be retrieved

Returns:

a double

setParameterValue

public void setParameterValue(int index,
                              double value)

Description copied from class: AbstractMathematicalFunction

This method sets the parameter value.

Overrides:

setParameterValue in class AbstractMathematicalFunctionWrapper

Parameters:

index - the parameter index

value - the parameter value

optimizerDidThis

public void optimizerDidThis(java.lang.String actionString)

Specified by:

optimizerDidThis in interface OptimizerListener