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com.kutsyy.lvspod
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| Field Summary | |
double[] |
beta
estimated value of beta |
protected double[] |
betaKeep
used internaly for keeping old beta |
protected brent |
Brent
used internaly for calculation of maximum |
protected double |
EPS
Relative error of maximizaton |
protected boolean |
gradient
internaly identified if gradient is implemented |
int |
itotal
total number of call s to lL() during given maximization |
protected int |
K
numer of covarites |
protected boolean[] |
keepConstant
correlation coeffitient |
protected int |
L
number of leveles |
(package private) double[] |
lambda
Description of the Field |
protected SpatialPoint[] |
Loc
Keep infoemation about neighborhood structure |
protected double[][] |
M
used internaly for calculating Sigma[][] during simulation |
protected int |
max_over
Identified over which parameters to maximize 0 - over all 1 - over all but phi 2 - over all but beta 3 - over theta only |
protected mnbrak |
Mnbrak
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protected int |
N
number of data points |
protected int[][] |
NeighborDefinition
definition of the neighborhood by default it is nearest neighbor" |
protected double[] |
p
Used internaly as point for maximization |
double |
phi
Description of the Field |
double |
PHI_LIMIT
identified maximum and minimum for maximuzation over Phi Can be change prier to MLE |
protected double |
phiKeep
used internaly for keeping old value of Phi |
double |
phiVar
Description of the Field |
protected powell |
Powell
used internaly for multivariate maximization |
MersenneTwister |
rnd
Description of the Field |
protected double[][] |
Sigma
Description of the Field |
protected double[][] |
sqrtSigma
used internaly, square rot of Sigma, used for simulations. |
double[] |
theta
estimated cut off points |
double |
THETA_BETWEEN
Description of the Field |
double |
THETA_LIMIT
Description of the Field |
protected double[] |
thetaKeep
used internaly for keeping old value of theta |
protected double[] |
thetal
used for internal computations, keeping value of lower limit for the neighborhood |
protected double[] |
thetaL
used for internal computations, keeping value of lower limit for all points |
protected double[] |
thetau
used for internal computations, keeping value of upper limit for the neighborhood |
protected double[] |
thetaU
used for internal computations, keeping value of upper limit for all points |
protected boolean |
TimeSeries
identified if particular field is a time series Simulations are done differently |
protected double[] |
TrueBeta
Keep true value of beta, used for simulations only |
protected double |
TruePhi
True Value of phi, used only when data is generated |
protected double[] |
TrueTheta
True Value of theta, used only when data is generated |
double[] |
TrueX
True Value of X, used only when data is generated |
double[][] |
W
Variance matrix, used for simulations |
protected double[] |
x
used internaly for any double arrays of length N |
protected double[][] |
xi
used for multivariate maximization directions |
protected int[] |
xLoc
x coordinated of the data in Y |
protected double[] |
xx
|
int[] |
Y
obesved data Y |
protected int[] |
yLoc
y coordinated of the data in Y |
protected double[][] |
Z
covariates matrix |
| Constructor Summary | |
OrdinalSpatialAbstract()
Insert the method's description here. |
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OrdinalSpatialAbstract(int[] y)
Insert the method's description here. |
|
OrdinalSpatialAbstract(int[] y,
double[][] z)
Insert the method's description here. |
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OrdinalSpatialAbstract(int[] y,
double Phi,
double[] Theta,
SpatialPoint[] loc,
double[] Beta,
double[][] z,
int[][] neighborDefinition)
put your documentation comment here |
|
OrdinalSpatialAbstract(int[] y,
int[] xLocation,
int[] yLocation,
double[][] z)
Insert the method's description here. |
|
OrdinalSpatialAbstract(int[] y,
int[] xLocation,
int[] yLocation,
double[][] z,
int[][] Neighborgood)
Constructor for the OrdinalSpatialAbstract object |
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OrdinalSpatialAbstract(OrdinalSpatialAbstract T)
Insert the method's description here. |
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| Method Summary | |
double[] |
beta()
Description of the Method |
protected void |
createEigenvalues()
Gets the Eigenvalues attribute of the OrdinalSpatialAbstract object |
protected void |
createLoc()
Insert the method's description here. |
protected void |
createSigma(double Phi)
Insert the method's description here. |
protected void |
createW()
Description of the Method |
protected void |
define()
put your documentation comment here |
void |
estimate()
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void |
estimate(double Phi)
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void |
estimate(double[] Theta)
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void |
estimate(double[] Theta,
double[] Beta)
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void |
estimate(double Phi,
double[] Theta)
put your documentation comment here |
void |
estimate(double Phi,
double[] Theta,
double[] Beta)
|
double |
f(double x)
return value of the likelihood for value phi defined by x. |
double |
f(double[] x)
put your documentation comment here |
void |
g(double[] x,
double[] g)
put your documentation comment here |
protected void |
grad(double[] g)
Description of the Method |
protected void |
initializeL()
Description of the Method |
protected double |
ll()
Insert the method's description here. |
double |
lL()
Insert the method's description here. |
double |
lL(double phi,
double[] theta)
Insert the method's description here. |
double |
lL(double phi,
double[] theta,
double[] beta)
Insert the method's description here. |
protected double |
ll(int i)
Description of the Method |
protected void |
makeThetaLU()
Description of the Method |
protected double |
test(double Phi,
double[] Beta)
put your documentation comment here |
double |
testBeta(double[] Beta)
put your documentation comment here |
double |
testPhi(double Phi)
put your documentation comment here |
double |
testPhiBeta(double Phi,
double[] Beta)
put your documentation comment here |
void |
updateY(int[] y)
put your documentation comment here |
| Methods inherited from class java.lang.Object |
|
| Field Detail |
public MersenneTwister rnd
public double phi
public double phiVar
public double[] theta
public double[] beta
public int[] Y
public int itotal
public final double THETA_LIMIT
public final double PHI_LIMIT
public final double THETA_BETWEEN
public double[] TrueX
public double[][] W
protected boolean[] keepConstant
protected int[] yLoc
protected int[] xLoc
protected int[][] NeighborDefinition
protected double[][] Z
protected double[] TrueBeta
protected double[][] Sigma
protected final double EPS
protected SpatialPoint[] Loc
protected int K
protected int N
protected int L
protected double[] TrueTheta
protected double TruePhi
protected double[][] M
protected double[][] sqrtSigma
protected int max_over
protected boolean TimeSeries
protected double[] betaKeep
protected double[] thetaKeep
protected double[] thetal
protected double[] thetaL
protected double[] thetau
protected double[] thetaU
protected double phiKeep
protected double[] x
protected double[] xx
protected brent Brent
protected powell Powell
protected mnbrak Mnbrak
protected double[][] xi
protected double[] p
protected boolean gradient
double[] lambda
| Constructor Detail |
public OrdinalSpatialAbstract(int[] y)
y - int[]
public OrdinalSpatialAbstract(int[] y,
double[][] z)
y - int[]z - double[][]public OrdinalSpatialAbstract(OrdinalSpatialAbstract T)
T - Description of Parameter
public OrdinalSpatialAbstract(int[] y,
int[] xLocation,
int[] yLocation,
double[][] z,
int[][] Neighborgood)
y - Description of ParameterxLocation - Description of ParameteryLocation - Description of Parameterz - Description of ParameterNeighborgood - Description of Parameterpublic OrdinalSpatialAbstract()
public OrdinalSpatialAbstract(int[] y,
int[] xLocation,
int[] yLocation,
double[][] z)
y - Description of ParameterxLocation - Description of ParameteryLocation - Description of Parameterz - Description of Parameter
public OrdinalSpatialAbstract(int[] y,
double Phi,
double[] Theta,
SpatialPoint[] loc,
double[] Beta,
double[][] z,
int[][] neighborDefinition)
y - Description of ParameterPhi - Description of ParameterTheta - Description of Parameterloc - Description of ParameterBeta - Description of Parameterz - Description of ParameterneighborDefinition - Description of Parameter| Method Detail |
public double f(double x)
x - new value of phipublic double f(double[] x)
f in interface MvFunctionx -
public void g(double[] x,
double[] g)
throws UnsupportedOperationException
g in interface MvFunctionx - g - Description of ParameterUnsupportedOperationException - Description of Exceptionpublic void updateY(int[] y)
y - public double lL()
public double lL(double phi,
double[] theta)
phi - doubletheta - double[]public void estimate(double[] Theta)
public void estimate(double[] Theta,
double[] Beta)
public void estimate(double Phi)
public void estimate(double Phi,
double[] Theta)
Phi - Theta -
public void estimate(double Phi,
double[] Theta,
double[] Beta)
public void estimate()
public double lL(double phi,
double[] theta,
double[] beta)
phi - doubletheta - double[]beta - double[]public double testPhi(double Phi)
Phi - public double testBeta(double[] Beta)
Beta -
public double testPhiBeta(double Phi,
double[] Beta)
Phi - Beta - public double[] beta()
protected void createEigenvalues()
protected double ll(int i)
i - Description of Parameterprotected void initializeL()
protected void grad(double[] g)
throws UnsupportedOperationException
g - Description of ParameterUnsupportedOperationException - Description of Exceptionprotected void createSigma(double Phi)
Phi - Description of Parameterprotected void createW()
protected double ll()
protected void createLoc()
protected void define()
protected void makeThetaLU()
protected double test(double Phi,
double[] Beta)
Phi - Beta -
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