Package com.irurueta.statistics

Interface MultivariateNormalDist.JacobianEvaluator

Enclosing class:
MultivariateNormalDist
public static interface MultivariateNormalDist.JacobianEvaluator
Interface to evaluate a multivariate function at multivariate point x to obtain multivariate result y and its corresponding jacobian at point x.

  • Method Summary

    Modifier and Type
    Method
    Description
    void
    evaluate(double[] x, double[] y, Matrix jacobian)
    Evaluates multivariate point
    int
    getNumberOfVariables()
    Number of variables in output of evaluated function.

  • Method Details

    • evaluate

      void evaluate(double[] x, double[] y, Matrix jacobian)
      Evaluates multivariate point
      Parameters:
      x - array containing multivariate point where function is evaluated.
      y - result of evaluating multivariate point.
      jacobian - jacobian of multivariate function at point x.

    • getNumberOfVariables

      int getNumberOfVariables()
      Number of variables in output of evaluated function. This is equal to the length of the array y obtained as function evaluations.
      Returns:
      number of variables of the function.