public class EstimateByLogLikelihood extends Object
Constructor and Description |
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EstimateByLogLikelihood(Vector fittedParameters,
RealScalarFunction logLikelihoodFunction) |
Modifier and Type | Method and Description |
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ConfidenceInterval |
confidenceInterval(double confidenceLevel)
Compute the \((1 - \alpha)100\%\) confidence intervals for each element of the fitted
parameter, given the required confidence level.
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Matrix |
covarianceMatrix()
Get the covariance matrix, which is estimated as the inverse of negative Hessian matrix of
the log-likelihood function valued at the fitted parameter.
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ImmutableVector |
getFittedParameters()
Get the fitted parameters.
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RealScalarFunction |
getLogLikelihoodFunction()
Get the log-likelihood function.
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double |
logLikelihood()
Compute the log-likelihood at the fitted value.
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Vector |
standardError()
Get the standard errors of the fitted parameters.
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public EstimateByLogLikelihood(Vector fittedParameters, RealScalarFunction logLikelihoodFunction)
public ImmutableVector getFittedParameters()
public RealScalarFunction getLogLikelihoodFunction()
public double logLikelihood()
public Matrix covarianceMatrix()
public Vector standardError()
public ConfidenceInterval confidenceInterval(double confidenceLevel)
confidenceLevel
- the required confidence levelCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.