biz.sc.mm.dm.supervised.statistical

Interface LikelihoodFunction

All Superinterfaces:

InputDataInfo

All Known Subinterfaces:

BivariateLikelihoodFunction, ClassificationLikelihoodFunction, GLMLikelihoodFunction

public interface LikelihoodFunction
extends InputDataInfo

Interface for likelihood functions (common for all likelihood-based models).

Method Summary

Methods

Modifier and Type	Method and Description
double[][]	getCorrelationMatrix() Gets the correlation matrix for the estimated parameters.
double[][]	getCovarianceMatrix() Gets the covariance matrix for the estimated parameters.
double[]	getGradientVector() Gets the gradient (vector of the first order partial log-likelihood derivatives).
double	getLog() Gets log-likelihood value for the present parameters estimator.
double	getLog1stDeriv(java.lang.String attrName) Gets log-likelihood first order partial derivative value for the present parameters estimator.
double	getLog2ndDeriv(java.lang.String attr1Name, java.lang.String attr2Name) Gets log-likelihood second order partial derivative value for the present parameters estimator.
double[]	getSignatureBeta() Gets the values of the parameters included in the model signature.
int	getSigVarIndex(java.lang.String varName) Gets the index of the signature variable for a given name.
java.util.HashMap	getSigVarIndexDictionary() Gets the dictionary of the variables included in the model signature (map: index -> name).
java.lang.String	getSigVarName(int varIdx) Gets the name of the signature variable for a given index.
java.util.HashMap	getSigVarNameDictionary() Gets the dictionary of the variable names included in the model signature (map: name -> index).
double[]	getStandardDeviationVector() Gets the vector of standard deviation estimator for the present parameters estimator.
double[]	getVarianceVector() Gets the vector of variance estimator for the present parameters estimator.

Methods inherited from interface biz.sc.mm.dm.supervised.statistical.InputDataInfo

getGroupUsage, getInternalFunctionSettings, getUniqueName, getUsage, getVarGroupName, getVarName, intcp, n, ptotal

Method Detail

getLog

double getLog()

Gets log-likelihood value for the present parameters estimator.

Returns:

log-likelihood function value.

getLog1stDeriv

double getLog1stDeriv(java.lang.String attrName)

Gets log-likelihood first order partial derivative value for the present parameters estimator.

Parameters:

attrName - the name of the parameter.

Returns:

log-likelihood function first order partial derivative value.

getLog2ndDeriv

double getLog2ndDeriv(java.lang.String attr1Name,
                    java.lang.String attr2Name)

Gets log-likelihood second order partial derivative value for the present parameters estimator.

Parameters:

attr1Name - the name of the first parameter.

attr2Name - the name of the second parameter.

Returns:

log-likelihood function second order partial derivative value.

getSignatureBeta

double[] getSignatureBeta()

Gets the values of the parameters included in the model signature.

Returns:

the values of the parameters included in the model signature.

getGradientVector

double[] getGradientVector()

Gets the gradient (vector of the first order partial log-likelihood derivatives).

Returns:

log-likelihood gradient for the present parameters estimator.

getVarianceVector

double[] getVarianceVector()

Gets the vector of variance estimator for the present parameters estimator.

Returns:

the vector of variance estimator for the present parameters estimator.

getStandardDeviationVector

double[] getStandardDeviationVector()

Gets the vector of standard deviation estimator for the present parameters estimator.

Returns:

the vector of standard deviation estimator for the present parameters estimator.

getCovarianceMatrix

double[][] getCovarianceMatrix()

Gets the covariance matrix for the estimated parameters.

Returns:

the covariance matrix for the estimated parameters.

getCorrelationMatrix

double[][] getCorrelationMatrix()

Gets the correlation matrix for the estimated parameters.

Returns:

the correlation matrix for the estimated parameters.

getSigVarName

java.lang.String getSigVarName(int varIdx)

Gets the name of the signature variable for a given index.

Parameters:

varIdx - index of the variable.

Returns:

the name of the signature variable.

getSigVarIndex

int getSigVarIndex(java.lang.String varName)

Gets the index of the signature variable for a given name.

Parameters:

varName - signature variable name.

Returns:

index of the variable.

getSigVarNameDictionary

java.util.HashMap getSigVarNameDictionary()

Gets the dictionary of the variable names included in the model signature (map: name -> index).

Returns:

the dictionary of the variable names.

getSigVarIndexDictionary

java.util.HashMap getSigVarIndexDictionary()

Gets the dictionary of the variables included in the model signature (map: index -> name).

Returns:

the dictionary of the variable indexes.