KSLCore/ksl.utilities.distributions/PDFIfc

PDFIfc

interface PDFIfc : DomainIfc, LogLikelihoodIfc

Represents the probability density function for 1-d continuous distributions

Author

rossetti

Inheritors

Functions

Link copied to clipboard
abstract fun domain(): Interval
Link copied to clipboard
open fun likelihood(data: DoubleArray): Double

Assuming that the observations in the array data are from a random sample, this function computes the likelihood function. This is computed using as the sum of the log-likelihood function raised to e. Implementation may want to specify other computationally efficient formulas for this function or (most likely) the sum of the log-likelihood function.

Link copied to clipboard
open override fun logLikelihood(x: Double): Double

Computes the natural log of the pdf function evaluated at x. Implementations may want to specify computationally efficient formulas for this function.

Link copied to clipboard
abstract fun pdf(x: Double): Double

Returns the f(x) where f represents the probability density function for the distribution. Note this is not a probability.

Link copied to clipboard
open fun sumLogLikelihood(data: DoubleArray): Double

Computes the sum of the log-likelihood function evaluated at each observation in the data. Implementations may want to specify computationally efficient formulas for this function.