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All Classes and Interfaces|All Packages|Constant Field Values|Serialized Form

A

a - Variable in class jdistlib.Arcsine
 
a - Variable in class jdistlib.Beta
 
a - Variable in class jdistlib.HyperGeometric.RandomState
 
a - Variable in class jdistlib.Kumaraswamy
 
a - Variable in class jdistlib.NonCentralBeta
 
a - Variable in class jdistlib.Uniform
 
aad(double[]) - Static method in class jdistlib.math.VectorMath
Average Absolute Deviation (AAD) (i.e., mean(abs(e - median(e))))
About the Mersenne Twister - Search tag in class jdistlib.rng.MersenneTwister
Section
About the Mersenne Twister - Search tag in class jdistlib.rng.MersenneTwisterSafe
Section
About this Version - Search tag in class jdistlib.rng.MersenneTwister
Section
About this Version - Search tag in class jdistlib.rng.MersenneTwisterSafe
Section
abs() - Method in class jdistlib.math.Complex
 
abserr - Variable in class jdistlib.math.IntegrationResult
 
absoluteError - Variable in class jdistlib.CopulaMeasureResult
 
absoluteError - Variable in class jdistlib.MultivariateProbabilityResult
Replication-based absolute error indicator.
absoluteMcse() - Method in class jdistlib.inference.PrecisionGoal
 
absoluteMcse(double) - Method in class jdistlib.inference.PrecisionGoal.Builder
 
AbsoluteMomentAnalysis - Class in jdistlib
Estimate and independent left/right convergence evidence for E[|X|^p].
absoluteTolerance - Variable in class jdistlib.inference.solver.OdeSolver.Options
 
absoluteTolerance - Variable in class jdistlib.inference.solver.StiffOdeSolver.Options
 
absoluteTolerance - Variable in class jdistlib.MultivariateProbabilityOptions
 
accelerated() - Method in class jdistlib.accelerator.ComputeSelection
 
accelerated() - Method in class jdistlib.accelerator.ExecutionPlan
 
AcceleratedLogisticRegression - Class in jdistlib.inference
Device-resident batched logistic-regression posterior with a spherical normal prior.
AcceleratedLogisticRegression(ComputeBackend, double[][], double[], double) - Constructor for class jdistlib.inference.AcceleratedLogisticRegression
 
acceleration(double, double[], double[], double[], double[], double[]) - Method in interface jdistlib.inference.solver.HolonomicDaeSystem
Writes unconstrained acceleration into acceleration.
accept(int, double[], double, IterationStats) - Method in class jdistlib.inference.ChunkedDrawSink
 
accept(int, double[], double, IterationStats) - Method in interface jdistlib.inference.DrawSink
 
accept(int, double[], double, IterationStats) - Method in class jdistlib.inference.GeneratedQuantitySink
 
accept(int, double[], double, IterationStats) - Method in class jdistlib.inference.MappedDrawStore
 
accept(int, ReversibleJumpState, double, ReversibleJumpIterationStats) - Method in interface jdistlib.inference.ReversibleJumpDrawSink
 
accept(long, SparseSubsetState, double, SparseSubsetIterationStats) - Method in interface jdistlib.inference.SparseSubsetDrawSink
 
acceptanceProbabilities() - Method in class jdistlib.inference.AdjustedMclmcTuningResult
 
acceptanceProbability() - Method in class jdistlib.inference.HybridKernelTransition
 
acceptanceProbability() - Method in class jdistlib.inference.IterationStats
 
acceptanceProbability() - Method in class jdistlib.inference.ReversibleJumpWithinModelTransition
 
acceptanceRate(int) - Method in class jdistlib.inference.HybridSamplerDiagnostics
 
accepted() - Method in class jdistlib.inference.ColumnarDraws
 
accepted() - Method in class jdistlib.inference.HybridKernelTransition
 
accepted() - Method in class jdistlib.inference.IterationStats
 
accepted() - Method in class jdistlib.inference.ReversibleJumpWithinModelTransition
 
acceptedSwaps() - Method in class jdistlib.inference.ParallelTemperingResult
 
accepts(int) - Method in class jdistlib.inference.HybridSamplerDiagnostics
 
active(int) - Method in class jdistlib.inference.SparseSubsetState
 
active(long, int) - Method in class jdistlib.inference.SubsetSelectionTarget
 
activeCandidate(int) - Method in class jdistlib.inference.SparseSubsetState
 
activeCandidates() - Method in class jdistlib.inference.SparseSubsetState
 
activeCandidates(long) - Method in class jdistlib.inference.SubsetSelectionTarget
 
activeIndex(int) - Method in class jdistlib.inference.SparseSubsetState
 
adaptationState() - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
adaptationState() - Method in class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
adaptationState() - Method in class jdistlib.inference.ModelSpecificRjKernel
 
adaptationState() - Method in class jdistlib.inference.ReversibleJumpCheckpoint
 
adaptationState() - Method in interface jdistlib.inference.ReversibleJumpMove
 
adaptationState() - Method in interface jdistlib.inference.ReversibleJumpWithinModelKernel
 
adaptationState() - Method in interface jdistlib.inference.RjBirthProposal
 
adaptationState() - Method in class jdistlib.inference.SubsetBirthMove
 
adaptationState() - Method in class jdistlib.inference.SubsetDeathMove
 
adaptationState() - Method in class jdistlib.inference.SubsetSwapMove
 
ADAPTIVE_LOG_CONCAVE_REJECTION - Enum constant in enum class jdistlib.SamplingStrategy
 
AdaptiveGaussianRjBirthProposal - Class in jdistlib.inference
Warmup-only candidate-specific Gaussian birth adaptation with checkpointable moments.
AdaptiveGaussianRjBirthProposal(int, double, double, double) - Constructor for class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
adaptiveProbeRounds(int) - Method in class jdistlib.FunctionAnalysisOptions.Builder
 
AdaptiveRejectionGibbsKernel - Class in jdistlib.inference
Rebuilds and draws a caller-certified log-concave full conditional.
AdaptiveRejectionGibbsKernel(int, AdaptiveRejectionGibbsKernel.ConditionalFactory) - Constructor for class jdistlib.inference.AdaptiveRejectionGibbsKernel
 
AdaptiveRejectionGibbsKernel.ConditionalFactory - Interface in jdistlib.inference
 
adaptiveRejectionLimits(int, int) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
AdaptiveRejectionSampler - Class in jdistlib
Adaptive tangent-envelope rejection sampler for a caller-certified differentiable log-concave density on finite support.
AdaptiveRejectionSampler(NumericalContinuousDistribution, UnivariateFunction, int, int, double...) - Constructor for class jdistlib.AdaptiveRejectionSampler
 
adaptiveRejectionSampling(UnivariateFunction, double...) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
AdaptiveRjRandomWalkKernel - Class in jdistlib.inference
Per-model isotropic random walk with warmup-only Robbins-Monro scale adaptation.
AdaptiveRjRandomWalkKernel(String, double, double) - Constructor for class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
AdaptiveStaticHamiltonianMonteCarlo - Class in jdistlib.inference
Coordinated many-chain static HMC with ChEES or SNAPER trajectory adaptation.
AdaptiveStaticHmcOptions - Class in jdistlib.inference
Controls coordinated ChEES/SNAPER trajectory-length adaptation across chains.
AdaptiveStaticHmcOptions.Builder - Class in jdistlib.inference
 
AdaptiveStaticHmcOptions.Criterion - Enum Class in jdistlib.inference
 
AdaptiveStaticHmcResult - Class in jdistlib.inference
Draws plus the shared trajectory adaptation selected by ChEES or SNAPER.
adaptMassMatrix() - Method in class jdistlib.inference.SamplingOptions
 
adaptMassMatrix(boolean) - Method in class jdistlib.inference.SamplingOptions.Builder
 
adaptMoveWeights() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
adaptMoveWeights() - Method in class jdistlib.inference.SparseSubsetSamplingOptions
 
adaptMoveWeights(boolean) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
adaptMoveWeights(boolean) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
adaptStepSize() - Method in class jdistlib.inference.SamplingOptions
 
adaptStepSize(boolean) - Method in class jdistlib.inference.SamplingOptions.Builder
 
add(int, double) - Method in class jdistlib.inference.autodiff.ReverseTape
 
add(int, int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
add(Complex) - Method in class jdistlib.math.Complex
 
addGradient(String, int, double, double[]) - Method in class jdistlib.inference.ModelState
 
adjoint(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
adjust(double[], MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Adjusts p-values, counting only non-missing inputs as tests.
adjust(double[], MultipleTesting.Method, int) - Static method in class jdistlib.disttest.MultipleTesting
Adjusts p-values for a declared total number of comparisons.
AdjustedMclmcTuner - Class in jdistlib.inference
Automatic adjusted-MCLMC pilot search for integrator step and decorrelation length.
AdjustedMclmcTuningOptions - Class in jdistlib.inference
Pilot-search controls for adjusted MCLMC step size and decorrelation length.
AdjustedMclmcTuningOptions.Builder - Class in jdistlib.inference
 
AdjustedMclmcTuningResult - Class in jdistlib.inference
Final adjusted-MCLMC chain and auditable pilot objective values.
AdjustedMicrocanonicalLangevin - Class in jdistlib.inference
Metropolis-adjusted microcanonical Langevin sampler (MHMCHMC).
AdjustedMicrocanonicalLangevin() - Constructor for class jdistlib.inference.AdjustedMicrocanonicalLangevin
 
adjustLog(double[], MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Adjusts natural-log p-values without exponentiating them.
adjustLog(double[], MultipleTesting.Method, int) - Static method in class jdistlib.disttest.MultipleTesting
Adjusts natural-log p-values for a declared total family size.
adjustLogWeightedBenjaminiHochberg(double[], double[]) - Static method in class jdistlib.disttest.MultipleTesting
Computes weighted BH adjusted values directly from natural-log p-values.
adjustLogWeightedBenjaminiYekutieli(double[], double[]) - Static method in class jdistlib.disttest.MultipleTesting
Weighted BY adjustment for natural-log p-values.
adjustLogWeightedBonferroni(double[], double[]) - Static method in class jdistlib.disttest.MultipleTesting
Weighted Bonferroni adjustment for natural-log p-values.
adjustLogWeightedHolm(double[], double[]) - Static method in class jdistlib.disttest.MultipleTesting
Weighted Holm adjustment for natural-log p-values.
adjustWeightedBenjaminiHochberg(double[], double[]) - Static method in class jdistlib.disttest.MultipleTesting
Computes weighted Benjamini-Hochberg adjusted p-values.
adjustWeightedBenjaminiYekutieli(double[], double[]) - Static method in class jdistlib.disttest.MultipleTesting
Computes weighted Benjamini-Yekutieli adjusted p-values.
adjustWeightedBonferroni(double[], double[]) - Static method in class jdistlib.disttest.MultipleTesting
Computes weighted Bonferroni adjusted p-values.
adjustWeightedHolm(double[], double[]) - Static method in class jdistlib.disttest.MultipleTesting
Computes weighted Holm adjusted p-values.
AdvancedRiskMeasures - Class in jdistlib.finance
Spectral, distortion/Choquet, and entropic risk measures.
AdvancedRiskMeasures.Distortion - Interface in jdistlib.finance
 
AdvancedRiskMeasures.SpectralWeight - Interface in jdistlib.finance
 
affine(GenericDistribution, double, double) - Static method in class jdistlib.Distributions
 
affine(GenericDistribution, double, double) - Static method in class jdistlib.MonotoneTransformDistribution
Creates the distribution of shift + scale * X.
afterFinitePrefix(long, DiscreteTailBound) - Static method in class jdistlib.DiscreteTailBounds
Activates a remainder certificate only after a caller-verified finite prefix has been included.
aic() - Method in class jdistlib.CopulaFitResult
 
aic() - Method in class jdistlib.VineFitResult
 
AIC - Enum constant in enum class jdistlib.CopulaSelectionCriterion
 
algdiv(double, double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- COMPUTATION OF LN(GAMMA(B)/GAMMA(A+B)) WHEN B >= 8.
AlgebraicSolver - Class in jdistlib.inference.solver
Finite-difference Newton solver for small and medium dense algebraic systems.
AlgebraicSolver.Options - Class in jdistlib.inference.solver
Solver controls.
AlgebraicSolver.Result - Class in jdistlib.inference.solver
Converged root and diagnostic counts.
AlgebraicSystem - Interface in jdistlib.inference.solver
Residual function F(state, parameters, data) = 0.
allEq(double[], double) - Static method in class jdistlib.math.VectorMath
 
allEqual(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
allEqual(double[], double[], double) - Static method in class jdistlib.math.VectorMath
 
allEqualScaled(double[], double[], double) - Static method in class jdistlib.math.VectorMath
 
allFinite(double[]) - Static method in class jdistlib.math.VectorMath
 
allGt(double[], double) - Static method in class jdistlib.math.VectorMath
 
allLt(double[], double) - Static method in class jdistlib.math.VectorMath
 
allowFiniteDifferences() - Method in class jdistlib.inference.SamplingOptions
 
allowFiniteDifferences(boolean) - Method in class jdistlib.inference.SamplingOptions.Builder
 
allReal() - Static method in class jdistlib.finance.TransformDomain
 
allVariables() - Method in class jdistlib.inference.ProjectionPredictiveSelection.Result
 
alnrel(double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- Evaluation of the function ln(1 + a) -----------------------------------------------------------------------
analysisOptions(FunctionAnalysisOptions) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
analyze(String[], double[][], double, double) - Static method in class jdistlib.inference.ShrinkageSelection
 
analyze(String[], ChainResult...) - Static method in class jdistlib.inference.McmcDiagnostics
 
analyze(ChainResult...) - Static method in class jdistlib.inference.GeometryAdvisor
 
analyze(ChainResult...) - Static method in class jdistlib.inference.McmcDiagnostics
 
analyze(ReversibleJumpTarget, ReversibleJumpResult...) - Static method in class jdistlib.inference.ReversibleJumpDiagnostics
 
analyze(UnivariateFunction, double, double) - Static method in class jdistlib.NumericalContinuousDistribution
Analyzes a kernel and attempts construction using the analyzer's integration settings plus any suggested breakpoints.
analyze(UnivariateFunction, double, double) - Static method in class jdistlib.ProbabilityFunctionAnalyzer
 
analyze(UnivariateFunction, double, double, ConstructionPolicy) - Static method in class jdistlib.NumericalContinuousDistribution
Analyzes using defaults and an explicit construction policy.
analyze(UnivariateFunction, double, double, FunctionAnalysisOptions) - Static method in class jdistlib.NumericalContinuousDistribution
Analyzes and attempts construction with explicit analysis settings.
analyze(UnivariateFunction, double, double, FunctionAnalysisOptions) - Static method in class jdistlib.ProbabilityFunctionAnalyzer
 
analyze(NumericalContinuousDistribution) - Static method in class jdistlib.NumericalDistributionAnalyzer
 
analyze(NumericalContinuousDistribution, MomentAnalysisOptions) - Static method in class jdistlib.NumericalDistributionAnalyzer
Analyzes a continuous distribution with user-selected absolute moments.
analyze(NumericalDiscreteDistribution) - Static method in class jdistlib.NumericalDistributionAnalyzer
 
analyze(NumericalDiscreteDistribution, MomentAnalysisOptions) - Static method in class jdistlib.NumericalDistributionAnalyzer
Analyzes a finite discrete distribution with selected moment orders.
analyzeDistribution() - Method in class jdistlib.NumericalContinuousDistribution
Runs CDF, quantile, tail, normalization, and moment diagnostics.
analyzeDistribution() - Method in class jdistlib.NumericalDiscreteDistribution
Runs mass, CDF, quantile, tail, and moment diagnostics.
analyzeDistribution(MomentAnalysisOptions) - Method in class jdistlib.NumericalContinuousDistribution
Runs diagnostics with user-selected absolute-moment orders and tail split.
analyzeDistribution(MomentAnalysisOptions) - Method in class jdistlib.NumericalDiscreteDistribution
Runs diagnostics with user-selected absolute-moment orders and tail split.
analyzeLogKernel(UnivariateFunction, double, double) - Static method in class jdistlib.NumericalContinuousDistribution
Analyzes a log-kernel in log space and attempts construction using the default settings.
analyzeLogKernel(UnivariateFunction, double, double) - Static method in class jdistlib.ProbabilityFunctionAnalyzer
Analyzes a log-kernel without exponentiating its probe values.
analyzeLogKernel(UnivariateFunction, double, double, ConstructionPolicy) - Static method in class jdistlib.NumericalContinuousDistribution
Analyzes a log-kernel with defaults and an explicit policy.
analyzeLogKernel(UnivariateFunction, double, double, FunctionAnalysisOptions) - Static method in class jdistlib.NumericalContinuousDistribution
Analyzes and attempts log-kernel construction with explicit settings.
analyzeLogKernel(UnivariateFunction, double, double, FunctionAnalysisOptions) - Static method in class jdistlib.ProbabilityFunctionAnalyzer
Analyzes a log-kernel with explicit settings.
anderson_darling_pvalue(double, int) - Static method in class jdistlib.disttest.NormalityTest
 
anderson_darling_statistic(double[]) - Static method in class jdistlib.disttest.NormalityTest
 
anderson_darling_statistic(double[], GenericDistribution) - Static method in class jdistlib.disttest.DistributionTest
One-sample Anderson-Darling statistic against a fully specified continuous reference distribution.
anderson_darling_test(double[], GenericDistribution) - Static method in class jdistlib.disttest.DistributionTest
One-sample Anderson-Darling test using a deterministic parametric bootstrap.
anderson_darling_test(double[], GenericDistribution, int, RandomEngine) - Static method in class jdistlib.disttest.DistributionTest
One-sample Anderson-Darling test with caller-controlled bootstrap sampling.
Ansari - Class in jdistlib
Ansari-Bradley test statistic
Ansari(int, int) - Constructor for class jdistlib.Ansari
 
ansari_bradley_test(double[], double[], boolean) - Static method in class jdistlib.disttest.DistributionTest
Return the two-sided test of Ansari-Bradley.
ansari_bradley_test(double[], double[], boolean, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Ansari-Bradley test.
any(boolean...) - Static method in class jdistlib.util.Utilities
 
anyNA(double...) - Static method in class jdistlib.util.Utilities
 
api() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
apiVersion() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
applicable(ReversibleJumpState, ReversibleJumpTarget) - Method in class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
applicable(ReversibleJumpState, ReversibleJumpTarget) - Method in class jdistlib.inference.FixedDimensionSamplerRjKernel
 
applicable(ReversibleJumpState, ReversibleJumpTarget) - Method in class jdistlib.inference.ModelSpecificRjKernel
 
applicable(ReversibleJumpState, ReversibleJumpTarget) - Method in interface jdistlib.inference.ReversibleJumpMove
 
applicable(ReversibleJumpState, ReversibleJumpTarget) - Method in interface jdistlib.inference.ReversibleJumpWithinModelKernel
 
applicable(ReversibleJumpState, ReversibleJumpTarget) - Method in class jdistlib.inference.SubsetBirthMove
 
applicable(ReversibleJumpState, ReversibleJumpTarget) - Method in class jdistlib.inference.SubsetDeathMove
 
applicable(ReversibleJumpState, ReversibleJumpTarget) - Method in class jdistlib.inference.SubsetSwapMove
 
apply(double) - Method in interface jdistlib.finance.DistributionAggregation.ScenarioTransformation
 
apply(SamplingOptions, String, String, boolean) - Method in class jdistlib.inference.WarmupBundle
 
applyTo(SamplingOptions.Builder) - Method in class jdistlib.inference.InferenceCliOptions
Applies parsed compute switches without replacing other builder settings.
ApproximationFunction - Class in jdistlib.math.approx
Create an approximation function.
ApproximationFunction(ApproximationType, double[], double[], double, double, double) - Constructor for class jdistlib.math.approx.ApproximationFunction
 
ApproximationType - Enum Class in jdistlib.math.approx
Types of approximation
apser(double, double, double, double) - Static method in class jdistlib.math.MathFunctions
 
architecture() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
Arcsine - Class in jdistlib
Bounded Arcsine distribution; bounded by [a, b].
Arcsine(double, double) - Constructor for class jdistlib.Arcsine
 
areDecisionsExact() - Method in class jdistlib.disttest.MultipleTesting.CensoredTestResult
Returns whether the censoring limit rules out every unrecorded hypothesis from rejection at the requested level.
areMomentsStable() - Method in class jdistlib.DistributionAnalysis
 
arg() - Method in class jdistlib.math.Complex
 
as_numeric(Collection<String>) - Static method in class jdistlib.math.VectorMath
 
asMap() - Method in class jdistlib.inference.ModelData
 
assess(Copula, double[][]) - Static method in class jdistlib.CopulaLikelihoodDiagnostics
Evaluates every row without modifying the supplied observations.
assess(McmcDiagnosticReport) - Static method in class jdistlib.inference.InferenceHealth
 
assess(McmcDiagnosticReport, PathfinderFit, GradientCheckResult) - Static method in class jdistlib.inference.InferenceHealth
 
assessStability(UnivariateFunction, double, double, IntegrationOptions) - Static method in class jdistlib.math.Integrate
Repeats an integral with tighter tolerances and an additional midpoint split.
ASUM - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
AsymmetricLaplace - Class in jdistlib
Three-parameter asymmetric Laplace distribution used in quantile regression.
AsymmetricLaplace(double, double, double) - Constructor for class jdistlib.AsymmetricLaplace
 
atom(double) - Method in class jdistlib.NumericalSupport.Builder
 
AtomAwareDistribution - Interface in jdistlib
A scalar distribution that can report probability mass at an exact point.
atomic(double, int[], double[]) - Method in class jdistlib.inference.autodiff.ReverseTape
Creates an allocation-free many-input atomic node.
atomProbability(double) - Method in interface jdistlib.AtomAwareDistribution
Returns P(X = x); zero means no declared atom at x.
atomProbability(double) - Method in class jdistlib.CensoredDistribution
 
atomProbability(double) - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
atomProbability(double) - Method in class jdistlib.finance.DelaporteDistribution
 
atomProbability(double) - Method in class jdistlib.finance.EmpiricalDistribution
 
atomProbability(double) - Method in class jdistlib.finance.FiniteGridDistribution
 
atomProbability(double) - Method in class jdistlib.finance.OptionImpliedDistribution
 
atomProbability(double) - Method in class jdistlib.finance.PolyaAeppliDistribution
 
atomProbability(double) - Method in class jdistlib.MixtureDistribution
 
atomProbability(double) - Method in class jdistlib.MonotoneTransformDistribution
 
atomProbability(double) - Method in class jdistlib.NumericalDiscreteDistribution
 
atomProbability(double) - Method in class jdistlib.NumericalPiecewiseDistribution
 
atomProbability(double) - Method in class jdistlib.PhaseType
 
atomWeights(UnivariateFunction) - Method in class jdistlib.NumericalPiecewiseDistribution.Builder
 
attemptedSwaps() - Method in class jdistlib.inference.ParallelTemperingResult
 
attempts(int) - Method in class jdistlib.inference.HybridSamplerDiagnostics
 
AUTO - Enum constant in enum class jdistlib.accelerator.Compute
Route eligible large operations to an available accelerator and small work to CPU.
AUTO - Enum constant in enum class jdistlib.inference.ComputeNuts
Use the configured compute policy and its profitability thresholds.
AUTO - Enum constant in enum class jdistlib.math.IntegrationOptions.Method
QUADPACK with CQUAD and double-exponential fallbacks.
autocorrelation(String, int, int, ChainResult...) - Static method in class jdistlib.inference.DiagnosticGraphs
 
AUTOMATIC - Enum constant in enum class jdistlib.accelerator.ComputeApi
 
AUTOMATIC - Enum constant in enum class jdistlib.accelerator.ExecutionKind
 
automaticRouting() - Method in interface jdistlib.accelerator.ComputeBackend
Whether individual operations may route between CPU and the selected provider.
automaticRouting() - Method in class jdistlib.accelerator.ComputeSelection
 
auxiliary() - Method in class jdistlib.inference.DimensionMatchingResult
 
available() - Method in interface jdistlib.accelerator.ComputeBackend
 
available() - Static method in class jdistlib.accelerator.ComputeBackends
 
available() - Method in class jdistlib.accelerator.CpuComputeBackend
 
AVERAGE - Enum constant in enum class jdistlib.util.Utilities.RankTies
 
axpy(double, double[], double[]) - Method in interface jdistlib.accelerator.ComputeBackend
 
axpy(double, double[], double[]) - Method in class jdistlib.accelerator.CpuComputeBackend
 
AXPY - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 

B

b - Variable in class jdistlib.Arcsine
 
b - Variable in class jdistlib.Beta
 
b - Variable in class jdistlib.HyperGeometric
 
b - Variable in class jdistlib.Kumaraswamy
 
b - Variable in class jdistlib.NonCentralBeta
 
b - Variable in class jdistlib.Uniform
 
bachelier(double, double, double, double, double, boolean) - Static method in class jdistlib.finance.ReferenceOptions
 
backend() - Method in class jdistlib.accelerator.ComputeCapabilities
 
backend() - Method in class jdistlib.accelerator.ComputeSelection
Returns the owned backend; closing this selection closes it.
backend() - Method in class jdistlib.inference.AcceleratedLogisticRegression
 
backend(Compute) - Method in class jdistlib.inference.SamplingOptions.Builder
backendId() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
backendId() - Method in class jdistlib.accelerator.ExecutionPlan
 
backendVersion() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
BAD_INTEGRAND_BEHAVIOUR - Enum constant in enum class jdistlib.math.IntegrationStatus
 
Bandwidth - Class in jdistlib.math.density
 
Bandwidth() - Constructor for class jdistlib.math.density.Bandwidth
 
BAR - Enum constant in enum class jdistlib.inference.ChartSpec.Type
 
BarkerGradientSampler - Class in jdistlib.inference
Exact gradient-informed Barker proposal with symmetric Gaussian magnitudes.
BarkerGradientSampler() - Constructor for class jdistlib.inference.BarkerGradientSampler
 
bartlett_test(double[], int[]) - Static method in class jdistlib.disttest.DistributionTest
Bartlett's test
baseLogDensity(double[]) - Method in interface jdistlib.inference.TemperedLogDensity
 
basym(double, double, double, double, boolean) - Static method in class jdistlib.math.MathFunctions
 
BATCHED_GEMM - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
BATCHED_GETRF - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
BATCHED_POTRF - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
BatchedDifferentiableLogDensity - Interface in jdistlib.inference
Optional accelerator-facing contract for evaluating independent states in one call.
batchedLinearAlgebra() - Method in class jdistlib.accelerator.ComputeCapabilities
Whether the provider accepts batched dense operations through the public contract.
BayesianModel - Class in jdistlib.inference
Compiled named model evaluated on an unconstrained state space.
BB1 - Enum constant in enum class jdistlib.CopulaFamily
 
BB1Copula - Class in jdistlib
Bivariate BB1 (Clayton-Gumbel) copula, theta >= 0 and delta >= 1.
BB1Copula(double, double) - Constructor for class jdistlib.BB1Copula
 
bcorr(double, double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- EVALUATION OF DEL(A0) + DEL(B0) - DEL(A0 + B0) WHERE LN(GAMMA(A)) = (A - 0.5)*LN(A) - A + 0.5*LN(2*PI) + DEL(A).
BCV - Static variable in class jdistlib.math.density.Bandwidth
 
bd - Variable in class jdistlib.BetaBinomial
 
bd0(double, double) - Static method in class jdistlib.math.MathFunctions
 
beforeFinitePrefix(long, DiscreteTailBound) - Static method in class jdistlib.DiscreteTailBounds
BENJAMINI_HOCHBERG - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
Benjamini-Hochberg false-discovery-rate control.
BENJAMINI_YEKUTIELI - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
Benjamini-Yekutieli FDR control under arbitrary dependence.
benjaminiKriegerYekutieli(double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Runs the Benjamini-Krieger-Yekutieli two-stage linear step-up test.
benjaminiKriegerYekutieli(double[], double, int) - Static method in class jdistlib.disttest.MultipleTesting
Runs two-stage BKY for a declared total family size.
Bessel - Class in jdistlib.math
Collection of Bessel functions.
Bessel() - Constructor for class jdistlib.math.Bessel
 
beta(double, double) - Static method in class jdistlib.math.MathFunctions
This function returns the value of the beta function evaluated with arguments a and b.
Beta - Class in jdistlib
 
Beta(double, double) - Constructor for class jdistlib.Beta
 
BetaBinomial - Class in jdistlib
Beta binomial distribution, taken from gamlss.dist package, plus some underflow guard.
BetaBinomial(double, double, int) - Constructor for class jdistlib.BetaBinomial
 
betaln(double, double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- Evaluation of the logarithm of the beta function ln(beta(a0,b0)) -----------------------------------------------------------------------
BetaNegativeBinomial - Class in jdistlib
Beta-negative-binomial distribution using the extraDistr parameterization.
BetaNegativeBinomial(double, double, double) - Constructor for class jdistlib.BetaNegativeBinomial
 
BetaPrime - Class in jdistlib
Beta-prime (beta of the second kind) distribution.
BetaPrime(double, double) - Constructor for class jdistlib.BetaPrime
 
betaPrior(String, double, double) - Static method in class jdistlib.inference.ModelFactors
 
bfrac(double, double, double, double, double, double, boolean) - Static method in class jdistlib.math.MathFunctions
 
bgrat(double, double, double, double, double, double, int[], boolean) - Static method in class jdistlib.math.MathFunctions
 
bic() - Method in class jdistlib.CopulaFitResult
 
bic() - Method in class jdistlib.VineFitResult
 
BIC - Enum constant in enum class jdistlib.CopulaSelectionCriterion
 
bigx - Static variable in class jdistlib.math.MathFunctions
 
binary() - Static method in class jdistlib.inference.CoordinateSupport
 
bind(String, StanExternalFunction) - Method in class jdistlib.inference.lang.ExternalFunctionRegistry.Builder
 
Binomial - Class in jdistlib
 
Binomial(double, double) - Constructor for class jdistlib.Binomial
 
Binomial(double, double, Binomial.BinomialKind) - Constructor for class jdistlib.Binomial
 
binomial_test(int, int, double, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Binomial test
Binomial.BinomialKind - Enum Class in jdistlib
Selects the BTPE acceptance test used for binomial random generation.
Binomial.RandomState - Class in jdistlib
 
binomialObservation(String, String, String) - Static method in class jdistlib.inference.ModelFactors
 
BirnbaumSaunders - Class in jdistlib
Birnbaum-Saunders (fatigue-life) distribution with shape alpha, scale beta, and location mu.
BirnbaumSaunders(double, double, double) - Constructor for class jdistlib.BirnbaumSaunders
 
BivariateLogistic - Class in jdistlib
Gumbel's type-I bivariate logistic distribution as used by VGAM.
BivariatePoisson - Class in jdistlib
Bivariate Poisson distribution formed from three independent Poisson counts.
BIWEIGHT - Enum constant in enum class jdistlib.math.density.Kernel
 
blackScholes(double, double, double, double, double, boolean) - Static method in class jdistlib.finance.ReferenceOptions
 
BLOCK_DIAGONAL - Enum constant in enum class jdistlib.inference.MetricConfiguration.Type
 
blockDiagonal(int[]...) - Static method in class jdistlib.inference.MetricConfiguration
 
blocks() - Method in class jdistlib.inference.MetricConfiguration
 
blockSizes() - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
blockSizes() - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
bobyqa(double[], double[], double[], MultivariableFunction, int, double, double, int, boolean) - Static method in class jdistlib.math.opt.Bobyqa
This subroutine seeks the least value of a function of many variables, by applying a trust region method that forms quadratic models by interpolation.
Bobyqa - Class in jdistlib.math.opt
Translation of the infamous Bobyqa algorithm by Michael J.
Bobyqa() - Constructor for class jdistlib.math.opt.Bobyqa
 
BobyqaConfig - Class in jdistlib.math.opt
 
BobyqaConfig() - Constructor for class jdistlib.math.opt.BobyqaConfig
 
BobyqaConfig(double[], double[], double[], MultivariableFunction) - Constructor for class jdistlib.math.opt.BobyqaConfig
 
BobyqaConfig(double[], double[], double[], MultivariableFunction, int, boolean) - Constructor for class jdistlib.math.opt.BobyqaConfig
 
BobyqaConfig(double[], double[], double[], MultivariableFunction, int, boolean, double, double, int) - Constructor for class jdistlib.math.opt.BobyqaConfig
 
BobyqaConfig(OptimizationConfig) - Constructor for class jdistlib.math.opt.BobyqaConfig
 
BONFERRONI - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
Bonferroni family-wise error-rate control.
Bool3 - Enum Class in jdistlib.util
Three-state boolean: TRUE, FALSE, NA
bootstrapReturnLevel(double[], double, int, long) - Static method in class jdistlib.finance.ExtremeValueInference
 
BOUNDARY - Enum constant in enum class jdistlib.CopulaDiagnostics.Classification
 
boundaryProbability(double, double, double) - Static method in class jdistlib.Wiener
Boundary-choice probability, equal to the integral of Wiener.density(double, double, double, double, double, boolean).
bounded(double, double) - Static method in class jdistlib.inference.Constraints
 
BOUNDED_REAL - Enum constant in enum class jdistlib.inference.CoordinateSupport.Kind
 
boundedReal(double, double) - Static method in class jdistlib.inference.CoordinateSupport
 
boundedVector(double, double, int) - Static method in class jdistlib.inference.Constraints
 
bpser(double, double, double, double, boolean) - Static method in class jdistlib.math.MathFunctions
 
bratio(double, double, double, double, boolean) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- Evaluation of the Incomplete Beta function I_x(a,b) -------------------- It is assumed that a and b are nonnegative, and that x <= 1 and y = 1 - x.
brcmp1(int, double, double, double, double, boolean) - Static method in class jdistlib.math.MathFunctions
 
brcomp(double, double, double, double, boolean) - Static method in class jdistlib.math.MathFunctions
 
breakpoints(double...) - Method in class jdistlib.math.IntegrationOptions.Builder
Declares finite locations at which the interval should be split.
BTPE - Enum constant in enum class jdistlib.Binomial.BinomialKind
 
BUGGY_BTPE - Enum constant in enum class jdistlib.Binomial.BinomialKind
 
build() - Method in class jdistlib.CdfTableOptions.Builder
 
build() - Method in class jdistlib.CertifiedDiscreteOptions.Builder
 
build() - Method in class jdistlib.FunctionAnalysisOptions.Builder
 
build() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
build() - Method in class jdistlib.inference.AdjustedMclmcTuningOptions.Builder
 
build() - Method in class jdistlib.inference.lang.ExternalFunctionRegistry.Builder
 
build() - Method in class jdistlib.inference.ModelBuilder
 
build() - Method in class jdistlib.inference.PathfinderOptions.Builder
 
build() - Method in class jdistlib.inference.PrecisionGoal.Builder
 
build() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
build() - Method in class jdistlib.inference.SamplingOptions.Builder
 
build() - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
build() - Method in class jdistlib.math.IntegrationOptions.Builder
 
build() - Method in class jdistlib.MomentAnalysisOptions.Builder
 
build() - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
build() - Method in class jdistlib.NumericalDiscreteDistribution.Builder
 
build() - Method in class jdistlib.NumericalDistributionBuildResult
Returns the constructed distribution or throws with the retained cause.
build() - Method in class jdistlib.NumericalPiecewiseDistribution.Builder
 
build() - Method in class jdistlib.NumericalSupport.Builder
 
build(double, double, double, OptionObservation...) - Static method in class jdistlib.finance.OptionCurve
 
builder() - Static method in class jdistlib.CdfTableOptions
 
builder() - Static method in class jdistlib.CertifiedDiscreteOptions
 
builder() - Static method in class jdistlib.FunctionAnalysisOptions
 
builder() - Static method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
builder() - Static method in class jdistlib.inference.AdjustedMclmcTuningOptions
 
builder() - Static method in class jdistlib.inference.lang.ExternalFunctionRegistry
 
builder() - Static method in class jdistlib.inference.PathfinderOptions
 
builder() - Static method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
builder() - Static method in class jdistlib.inference.SamplingOptions
 
builder() - Static method in class jdistlib.inference.SparseSubsetSamplingOptions
 
builder() - Static method in class jdistlib.math.IntegrationOptions
Returns a builder initialized to R-compatible integration defaults.
builder() - Static method in class jdistlib.MomentAnalysisOptions
 
builder() - Static method in class jdistlib.NumericalContinuousDistribution
Returns a fluent builder for a custom continuous distribution.
builder() - Static method in class jdistlib.NumericalDiscreteDistribution
Returns a fluent builder for a finite custom discrete distribution.
builder() - Static method in class jdistlib.NumericalPiecewiseDistribution
Returns a fluent builder for interval unions with optional atoms.
builder() - Static method in class jdistlib.NumericalSupport
 
builder(int) - Static method in class jdistlib.inference.PrecisionGoal
 
builder(ToDoubleFunction<double[]>) - Static method in class jdistlib.inference.PrecisionGoal
 
Builder() - Constructor for class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
Builder() - Constructor for class jdistlib.inference.AdjustedMclmcTuningOptions.Builder
 
Builder() - Constructor for class jdistlib.inference.lang.ExternalFunctionRegistry.Builder
 
Builder() - Constructor for class jdistlib.inference.PathfinderOptions.Builder
 
bulkEffectiveSampleSize() - Method in class jdistlib.inference.ParameterDiagnostics
 
bup(double, double, double, double, int, double, boolean) - Static method in class jdistlib.math.MathFunctions
 
byId(String) - Static method in class jdistlib.accelerator.ComputeBackends
 

C

c - Variable in class jdistlib.Binomial.RandomState
 
c(double...) - Static method in class jdistlib.util.Utilities
 
c(double[]...) - Static method in class jdistlib.util.Utilities
 
c(int...) - Static method in class jdistlib.util.Utilities
 
c(int[]...) - Static method in class jdistlib.util.Utilities
 
C_VINE - Enum constant in enum class jdistlib.VineStructure
 
calculate(double[]) - Method in class jdistlib.math.density.Bandwidth
 
calculate_count(double, int) - Static method in class jdistlib.Kendall
 
calculate_ecdf(double[]) - Static method in class jdistlib.disttest.Utils
Calculate the CDF of empirical distribution
calculate_ncp(double, double, double, double) - Static method in class jdistlib.NonCentralBeta
Given prob, x, a and b, this function returns the corresponding noncentrality parameter of the noncentral beta distribution.
calculate_tau(double, int) - Static method in class jdistlib.Kendall
 
calculateXtY(double[][], double[][]) - Static method in class jdistlib.matrix.QMatrixUtils
Deprecated.
Calculate X'Y.
calculateXY(double[][], double[][]) - Static method in class jdistlib.matrix.QMatrixUtils
Deprecated.
Calculate XY.
calculateXYt(double[][], double[][]) - Static method in class jdistlib.matrix.QMatrixUtils
Deprecated.
Calculate XY'.
CALLBACK_FAILED - Enum constant in enum class jdistlib.math.IntegrationStatus
 
CALLBACK_TIME_LIMIT_EXCEEDED - Enum constant in enum class jdistlib.math.IntegrationStatus
 
callbackExecution(IntegrationOptions.CallbackExecution) - Method in class jdistlib.math.IntegrationOptions.Builder
Selects direct or opt-in private-daemon callback execution.
callbackProfile - Variable in class jdistlib.math.IntegrationResult
Callback timing captured by the hardened API.
CallbackProfile - Class in jdistlib.math
Immutable wall-clock cost profile for integrand callback evaluations.
CALLER_THREAD - Enum constant in enum class jdistlib.math.IntegrationOptions.CallbackExecution
Evaluate on the integrating thread with no worker overhead.
callPayoff(GenericDistribution, double) - Static method in class jdistlib.finance.FinancialRisk
 
calls() - Method in class jdistlib.inference.FactorProfile
 
canBuild() - Method in class jdistlib.NumericalDistributionBuildResult
 
cancellation(BooleanSupplier) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
cancellation(BooleanSupplier) - Method in class jdistlib.inference.SamplingOptions.Builder
 
cancellation(BooleanSupplier) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
cancellation(BooleanSupplier) - Method in class jdistlib.math.IntegrationOptions.Builder
 
cancelled() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
cancelled() - Method in class jdistlib.inference.SamplingOptions
 
CANCELLED - Enum constant in enum class jdistlib.inference.ChainResult.Status
 
CANCELLED - Enum constant in enum class jdistlib.inference.ReversibleJumpResult.Status
 
CANCELLED - Enum constant in enum class jdistlib.inference.SparseSubsetResult.Status
 
CANCELLED - Enum constant in enum class jdistlib.math.IntegrationStatus
 
candidate() - Method in class jdistlib.inference.SparseCandidateChoice
 
candidateCount() - Method in class jdistlib.inference.SparseSubsetTarget
 
candidateCount() - Method in class jdistlib.inference.SubsetSelectionTarget
 
candidateName(int) - Method in class jdistlib.inference.SparseSubsetTarget
 
candidateName(int) - Method in class jdistlib.inference.SubsetSelectionTarget
 
candidateNames() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
candidateNames() - Method in class jdistlib.inference.SparseSubsetTarget
 
candidateNames() - Method in class jdistlib.inference.SubsetSelectionTarget
 
candidates() - Method in class jdistlib.inference.AdjustedMclmcTuningResult
 
candidateScores() - Method in class jdistlib.inference.AdaptiveStaticHmcResult
 
capabilities() - Method in interface jdistlib.accelerator.ComputeBackend
 
capabilities() - Method in class jdistlib.accelerator.CpuComputeBackend
 
capacity() - Method in class jdistlib.inference.autodiff.ReverseTape
Current reusable arena capacity.
categorical(int) - Static method in class jdistlib.inference.CoordinateSupport
 
Categorical - Class in jdistlib
Finite categorical distribution over numeric outcomes.
Categorical(double[]) - Constructor for class jdistlib.Categorical
 
Categorical(double[], double[]) - Constructor for class jdistlib.Categorical
 
CATEGORICAL - Enum constant in enum class jdistlib.inference.CoordinateSupport.Kind
 
categoryCount() - Method in class jdistlib.inference.CoordinateSupport
 
Cauchy - Class in jdistlib
 
Cauchy() - Constructor for class jdistlib.Cauchy
Standard constructor for Cauchy (location = 0, scale = 1)
Cauchy(double, double) - Constructor for class jdistlib.Cauchy
 
cause - Variable in class jdistlib.math.IntegrationResult
Original callback failure, when one was caught by the hardened API.
cc - Variable in class jdistlib.Tukey
 
cdf(double) - Method in class jdistlib.disttest.DiscretePValueDistribution
Evaluates the right-continuous CDF.
cdfEvaluations - Variable in class jdistlib.CopulaMeasureResult
 
cdfTable(CdfTableOptions) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
CdfTableOptions - Class in jdistlib
Immutable settings for an adaptive monotone numerical CDF table.
CdfTableOptions.Builder - Class in jdistlib
 
censor(GenericDistribution, double, double) - Static method in class jdistlib.Distributions
 
CensoredDistribution - Class in jdistlib
Winsorized/censored scalar distribution with explicit atoms at both bounds.
CensoredDistribution(GenericDistribution, double, double) - Constructor for class jdistlib.CensoredDistribution
 
centralMoment(double) - Method in class jdistlib.NumericalContinuousDistribution
Numerically evaluates E[(X-E[X])^order].
centralMoment(double) - Method in class jdistlib.NumericalDiscreteDistribution
 
CERTIFIED_REJECTION - Enum constant in enum class jdistlib.SamplingStrategy
 
CertifiedDiscreteOptions - Class in jdistlib
Immutable truncation settings for certified infinite discrete supports.
CertifiedDiscreteOptions.Builder - Class in jdistlib
 
CertifiedInfiniteDiscreteDistribution - Class in jdistlib
Finite approximation to an infinite integer-supported distribution, stopped only when user-provided tail certificates bound the omitted probability.
CgmyDistribution - Class in jdistlib.finance
CGMY/KoBoL infinitely-divisible return law in (C,G,M,Y,location) form.
CgmyDistribution(double, double, double, double, double) - Constructor for class jdistlib.finance.CgmyDistribution
 
CgmyDistribution(double, double, double, double, double, FourierInversionOptions) - Constructor for class jdistlib.finance.CgmyDistribution
 
chain() - Method in class jdistlib.inference.AdjustedMclmcTuningResult
 
chain() - Method in class jdistlib.inference.HybridSamplingResult
 
chain() - Method in class jdistlib.inference.PrecisionContinuationResult
 
ChainCheckpoint - Class in jdistlib.inference
In-memory state-and-stream restart point including a cloned random engine.
ChainCheckpoint(double[], double, int, RandomEngine) - Constructor for class jdistlib.inference.ChainCheckpoint
 
ChainCheckpoint(double[], double, int, RandomEngine, SamplerCheckpoint) - Constructor for class jdistlib.inference.ChainCheckpoint
 
ChainExport - Class in jdistlib.inference
Versioned JSON and tidy CSV interchange for retained chain draws.
ChainResult - Class in jdistlib.inference
Immutable retained samples, sampler statistics, adaptation and restart state.
ChainResult(double[][], double[], IterationStats[], WarmupResult, ChainCheckpoint, ChainResult.Status, List<String>) - Constructor for class jdistlib.inference.ChainResult
 
ChainResult.Status - Enum Class in jdistlib.inference
 
chains() - Method in class jdistlib.inference.AdaptiveStaticHmcResult
 
chains() - Method in class jdistlib.inference.Fit
 
chains() - Method in class jdistlib.inference.ManyShortChainsResult
 
chains() - Method in class jdistlib.inference.McmcDiagnosticReport
 
chains() - Method in class jdistlib.inference.PointwiseLogLikelihoodDraws
 
Chains - Class in jdistlib.inference
Deterministic multi-chain execution and checkpoint continuation helpers.
chainsPerSuperchain() - Method in class jdistlib.inference.SuperchainPlan
 
chainStarts() - Method in class jdistlib.inference.PointwiseLogLikelihoodDraws
 
ChartSpec - Class in jdistlib.inference
Chart-neutral immutable dataset suitable for SVG, JSON, CSV, or UI adapters.
ChartSpec(String, String, String, ChartSpec.Type, List<ChartSpec.Series>) - Constructor for class jdistlib.inference.ChartSpec
 
ChartSpec.Series - Class in jdistlib.inference
 
ChartSpec.Type - Enum Class in jdistlib.inference
 
chebyshev_eval(double, double[], int) - Static method in class jdistlib.math.MathFunctions
evaluate the n-term Chebyshev series "a" at "x".
check(DifferentiableLogDensity, double[], double, double) - Static method in class jdistlib.inference.Gradients
 
checkpoint() - Method in class jdistlib.inference.ChainResult
 
checkpoint() - Method in class jdistlib.inference.PortableCheckpoint
 
checkpoint() - Method in class jdistlib.inference.PortableReversibleJumpCheckpoint
 
checkpoint() - Method in class jdistlib.inference.PortableSparseSubsetCheckpoint
 
checkpoint() - Method in class jdistlib.inference.ReversibleJumpResult
 
checkpoint() - Method in class jdistlib.inference.SparseSubsetResult
 
CheckpointIO - Class in jdistlib.inference
Checksummed, versioned binary checkpoint envelope with compatibility fingerprints.
CHEES - Enum constant in enum class jdistlib.inference.AdaptiveStaticHmcOptions.Criterion
 
Chi - Class in jdistlib
 
Chi(double) - Constructor for class jdistlib.Chi
 
chi_square_goodness_of_fit_test(long[], double[], int) - Static method in class jdistlib.disttest.DistributionTest
Pearson chi-square goodness-of-fit test for categorical counts.
chi_square_independence_test(long[][]) - Static method in class jdistlib.disttest.DistributionTest
Pearson chi-square test of independence for a contingency table.
ChiSquare - Class in jdistlib
 
ChiSquare(double) - Constructor for class jdistlib.ChiSquare
 
CholeskyFactor - Class in jdistlib.accelerator
Immutable lower Cholesky factor with reusable SPD solves.
CholeskyFactor(int, double[]) - Constructor for class jdistlib.accelerator.CholeskyFactor
Creates a factor from a row-major lower-triangular matrix.
choleskyFactorCorrelation(int) - Static method in class jdistlib.inference.Constraints
Stan-compatible Cholesky factor of a correlation matrix, stored row-major.
choleskyFactorCovariance(int, int) - Static method in class jdistlib.inference.Constraints
Stan-compatible lower Cholesky factor of an rows x columns covariance matrix.
choose(double, double) - Static method in class jdistlib.math.MathFunctions
 
chooseHigherDegreePolynomial(Polynomial, Polynomial) - Static method in class jdistlib.math.Polynomial
 
chooseLowerDegreePolynomial(Polynomial, Polynomial) - Static method in class jdistlib.math.Polynomial
 
ChunkedDrawSink - Class in jdistlib.inference
Selected-coordinate streaming sink with independently compressed, recoverable chunks.
ChunkedDrawSink(Path, int[], int) - Constructor for class jdistlib.inference.ChunkedDrawSink
 
chunks() - Method in class jdistlib.inference.PrecisionContinuationResult
 
CLAYTON - Enum constant in enum class jdistlib.CopulaFamily
 
ClaytonCopula - Class in jdistlib
Exchangeable Clayton copula with nonnegative dependence.
ClaytonCopula(int, double) - Constructor for class jdistlib.ClaytonCopula
 
clearAdaptiveRejectionSampling() - Method in class jdistlib.NumericalContinuousDistribution
 
clearCdfTable() - Method in class jdistlib.NumericalContinuousDistribution
Drops the table so the next CDF or central quantile call rebuilds it.
clearGaussian() - Method in class jdistlib.rng.MersenneTwister
Clears the internal gaussian variable from the RNG.
clearGaussian() - Method in class jdistlib.rng.MersenneTwisterSafe
Clears the internal gaussian variable from the RNG.
clearRejectionSampling() - Method in class jdistlib.NumericalContinuousDistribution
Restores inverse-CDF sampling.
CLOCKWISE_270 - Enum constant in enum class jdistlib.RotatedCopula.Rotation
 
CLOCKWISE_90 - Enum constant in enum class jdistlib.RotatedCopula.Rotation
 
clone() - Method in class jdistlib.math.Polynomial
Clone this polynomial
clone() - Method in class jdistlib.rng.MersenneTwister
 
clone() - Method in class jdistlib.rng.MersenneTwisterSafe
 
clone() - Method in class jdistlib.rng.RandomCMWC
 
clone() - Method in class jdistlib.rng.RandomEngine
 
clone() - Method in class jdistlib.rng.RandomWELL44497b
 
close() - Method in interface jdistlib.accelerator.ComputeBackend
 
close() - Method in class jdistlib.accelerator.ComputeSelection
 
close() - Method in class jdistlib.accelerator.CpuComputeBackend
 
close() - Method in interface jdistlib.accelerator.PreparedCholesky
 
close() - Method in interface jdistlib.accelerator.PreparedCsrMatrix
 
close() - Method in interface jdistlib.accelerator.PreparedDenseMatrix
 
close() - Method in interface jdistlib.accelerator.PreparedFloatCholesky
 
close() - Method in interface jdistlib.accelerator.PreparedFloatCsrMatrix
 
close() - Method in interface jdistlib.accelerator.PreparedFloatDenseMatrix
 
close() - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
close() - Method in interface jdistlib.accelerator.PreparedLogisticRegression
 
close() - Method in interface jdistlib.accelerator.PreparedSparseCholesky
 
close() - Method in interface jdistlib.accelerator.PreparedTransposeProduct
 
close() - Method in class jdistlib.inference.AcceleratedLogisticRegression
 
close() - Method in class jdistlib.inference.ChunkedDrawSink
 
close() - Method in class jdistlib.inference.lang.LoadedGeneratedModel
 
close() - Method in class jdistlib.inference.MappedDrawStore
 
close() - Method in class jdistlib.inference.ResidualInformedSparseCandidateProposal
 
close() - Method in interface jdistlib.inference.SparseCandidateProposal
 
code() - Method in class jdistlib.inference.HealthIssue
 
code() - Method in enum class jdistlib.MultivariateProbabilityStatus
Stable legacy integer code.
coefficient(int) - Method in class jdistlib.inference.SparseSubsetState
 
coefficientCounts() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
coefficients() - Method in class jdistlib.inference.SparseSubsetState
 
coefficientSquareSums() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
coefficientSums() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
coldChain() - Method in class jdistlib.inference.ParallelTemperingResult
 
colon(double, double) - Static method in class jdistlib.util.Utilities
 
colon(int, int) - Static method in class jdistlib.util.Utilities
 
column() - Method in class jdistlib.inference.lang.ScriptDiagnostic
 
column(int) - Method in class jdistlib.inference.ColumnarDraws
 
ColumnarDraws - Class in jdistlib.inference
Selected-coordinate columns read from a chunked draw store.
columnIndices() - Method in class jdistlib.matrix.CsrMatrix
 
columnIndices() - Method in class jdistlib.matrix.FloatCsrMatrix
 
columns() - Method in class jdistlib.accelerator.FloatPivotedQrFactor
 
columns() - Method in class jdistlib.accelerator.FloatSingularValueDecomposition
 
columns() - Method in class jdistlib.accelerator.PivotedQrFactor
Returns the number of columns in the original matrix.
columns() - Method in interface jdistlib.accelerator.PreparedCsrMatrix
 
columns() - Method in interface jdistlib.accelerator.PreparedDenseMatrix
 
columns() - Method in interface jdistlib.accelerator.PreparedFloatCsrMatrix
 
columns() - Method in interface jdistlib.accelerator.PreparedFloatDenseMatrix
 
columns() - Method in interface jdistlib.accelerator.PreparedTransposeProduct
 
columns() - Method in class jdistlib.accelerator.SingularValueDecomposition
 
columns() - Method in class jdistlib.matrix.CsrMatrix
 
columns() - Method in class jdistlib.matrix.FloatCsrMatrix
 
combine(CallbackProfile...) - Static method in class jdistlib.math.CallbackProfile
Combines sequential profiles, saturating nanosecond totals on overflow.
commonDimension() - Method in class jdistlib.inference.SparseSubsetState
 
commonDimension() - Method in class jdistlib.inference.SparseSubsetTarget
 
commonDimension() - Method in class jdistlib.inference.SubsetSelectionTarget
 
commonMean(int) - Method in class jdistlib.inference.SparseSubsetSummary
 
commonParameter(int) - Method in class jdistlib.inference.SparseSubsetState
 
commonParameterName(int) - Method in class jdistlib.inference.SparseSubsetTarget
 
commonParameterNames() - Method in class jdistlib.inference.SparseSubsetTarget
 
commonParameterNames() - Method in class jdistlib.inference.SubsetSelectionTarget
 
commonParameters() - Method in class jdistlib.inference.SparseSubsetState
 
commonSquareSums() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
commonStandardDeviation(int) - Method in class jdistlib.inference.SparseSubsetSummary
 
commonSums() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
compact() - Method in class jdistlib.math.Polynomial
Compacts the representation of this polynomial.
compare(LooModelComparison.NamedResult...) - Static method in class jdistlib.inference.LooModelComparison
 
compile(String) - Static method in class jdistlib.inference.lang.ModelScript
 
compile(String, Path) - Static method in class jdistlib.inference.lang.ModelCompilationCache
 
compile(String, Map<String, double[]>) - Static method in class jdistlib.inference.lang.ModelScript
 
compile(String, Map<String, double[]>, ExternalFunctionRegistry) - Static method in class jdistlib.inference.lang.ModelScript
Compiles with Java bindings for forward-declared external functions.
compile(Map<String, double[]>) - Method in interface jdistlib.inference.lang.GeneratedModelFactory
 
CompiledModelScript - Class in jdistlib.inference.lang
Compiled model plus deterministic or random generated-quantity program.
compileStan(String) - Static method in class jdistlib.inference.lang.ModelScript
Compiles a data-free Stan source program supported by the compatibility core.
compileStan(String, Map<String, double[]>) - Static method in class jdistlib.inference.lang.ModelScript
Compiles ordinary Stan syntax supported by the Java-native compatibility core.
compileStan(String, Map<String, double[]>, ExternalFunctionRegistry) - Static method in class jdistlib.inference.lang.ModelScript
Compiles Stan-compatible source with Java external-function bindings.
COMPLETE - Enum constant in enum class jdistlib.inference.WarmupSchedule.Phase
 
completedIterations() - Method in class jdistlib.inference.ChainCheckpoint
 
completedIterations() - Method in class jdistlib.inference.ReversibleJumpCheckpoint
 
completedTransitions() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
Complex - Class in jdistlib.math
Immutable double-precision complex value used by Java integrations.
Complex(double, double) - Constructor for class jdistlib.math.Complex
 
components() - Method in class jdistlib.accelerator.FloatSingularValueDecomposition
 
components() - Method in class jdistlib.accelerator.SingularValueDecomposition
 
ComponentWiseMetropolis - Class in jdistlib.inference
Gaussian Metropolis sweeps with independently adapted coordinate scales.
ComponentWiseMetropolis() - Constructor for class jdistlib.inference.ComponentWiseMetropolis
 
compoundSum(GenericDistribution, GenericDistribution, int, int, long) - Static method in class jdistlib.finance.DistributionAggregation
 
compute(PointwiseLogLikelihoodDraws) - Static method in class jdistlib.inference.PsisLoo
 
compute(PointwiseLogLikelihoodDraws) - Static method in class jdistlib.inference.Waic
 
compute(PointwiseLogLikelihoodDraws, PsisLoo.ExactLooFallback) - Static method in class jdistlib.inference.PsisLoo
 
Compute - Enum Class in jdistlib.accelerator
Selects automatic, CPU, or required accelerator execution.
ComputeApi - Enum Class in jdistlib.accelerator
Concrete compute API or native library family.
ComputeBackedLogDensity - Interface in jdistlib.inference
A differentiable target whose numerical evaluation is bound to a compute backend.
computeBackend() - Method in class jdistlib.inference.AcceleratedLogisticRegression
 
computeBackend() - Method in interface jdistlib.inference.ComputeBackedLogDensity
 
computeBackend() - Method in class jdistlib.inference.InferenceCliOptions
 
computeBackend() - Method in class jdistlib.inference.RunManifest
 
computeBackend() - Method in class jdistlib.inference.SamplingOptions
Compute policy for accelerator-aware numerical targets and operations.
computeBackend(Compute) - Method in class jdistlib.inference.SamplingOptions.Builder
Selects automatic, CPU, or a required accelerator backend.
ComputeBackend - Interface in jdistlib.accelerator
Optional backend for vector, dense-linear-algebra, and batched likelihood work.
ComputeBackends - Class in jdistlib.accelerator
Discovers optional accelerator providers without making them core dependencies.
ComputeCapabilities - Class in jdistlib.accelerator
Immutable compute-device capabilities relevant to statistical kernels.
ComputeCapabilities(String, String, boolean, boolean, long) - Constructor for class jdistlib.accelerator.ComputeCapabilities
 
ComputeCapabilities(String, String, boolean, boolean, long, boolean, boolean, boolean) - Constructor for class jdistlib.accelerator.ComputeCapabilities
 
ComputeCapabilities(String, String, boolean, boolean, long, boolean, boolean, boolean, boolean, boolean, boolean) - Constructor for class jdistlib.accelerator.ComputeCapabilities
 
ComputeCapabilities(String, String, boolean, boolean, long, boolean, boolean, boolean, boolean, boolean, boolean, boolean, boolean) - Constructor for class jdistlib.accelerator.ComputeCapabilities
 
computeDevice() - Method in class jdistlib.inference.RunManifest
 
ComputeDeviceInfo - Class in jdistlib.accelerator
Immutable backend, runtime, driver, and device provenance.
ComputeDeviceInfo(String, String, ComputeApi, String, String, String, String, String, String, long) - Constructor for class jdistlib.accelerator.ComputeDeviceInfo
 
ComputeNuts - Enum Class in jdistlib.inference
Controls whether NUTS target evaluation may or must use an accelerator.
computePolicy() - Method in class jdistlib.inference.RunManifest
 
ComputeSelection - Class in jdistlib.accelerator
Selected compute backend, device provenance, and ownership for one workflow.
conditionalCoefficientMean(int) - Method in class jdistlib.inference.SparseSubsetSummary
 
conditionalCoefficientStandardDeviation(int) - Method in class jdistlib.inference.SparseSubsetSummary
 
ConditionalDistribution - Class in jdistlib.finance
Exact scalar law conditional on lower < X <= upper.
ConditionalDistribution(GenericDistribution, double, double) - Constructor for class jdistlib.finance.ConditionalDistribution
 
conditionalFirstGivenSecond(double, double) - Method in class jdistlib.PairCopula
Returns P[U1 <= first | U2 = second].
conditionalSecondGivenFirst(double, double) - Method in class jdistlib.PairCopula
Returns P[U2 <= second | U1 = first].
configureAdaptiveRejectionSampling(UnivariateFunction, int, int, double...) - Method in class jdistlib.NumericalContinuousDistribution
Configures adaptive rejection under a caller-certified log-concavity promise.
configureRejectionSampling(RejectionEnvelope, int) - Method in class jdistlib.NumericalContinuousDistribution
Configures rejection-envelope sampling for subsequent NumericalContinuousDistribution.random() calls.
configureUniformRejectionSampling(double, int) - Method in class jdistlib.NumericalContinuousDistribution
Configures a uniform rejection envelope over this finite support.
conjugate() - Method in class jdistlib.math.Complex
 
constant(double) - Static method in class jdistlib.DiscreteTailBounds
Uses a fixed finite upper bound, which must include the first term.
constant(double) - Method in class jdistlib.inference.autodiff.ReverseTape
 
constant(double, double[], double[], double, double, double) - Static method in class jdistlib.math.approx.ApproximationFunction
Constant approximation
CONSTANT - Enum constant in enum class jdistlib.math.approx.ApproximationType
 
Constants - Class in jdistlib.math
Class defining constants.
Constants() - Constructor for class jdistlib.math.Constants
 
constrain(double[]) - Method in class jdistlib.inference.BayesianModel
 
constrain(double[], int, double[], int) - Method in interface jdistlib.inference.ParameterConstraint
Constrains a slice and returns its log absolute Jacobian determinant.
constrained() - Method in class jdistlib.inference.DivergenceLocation
 
constrainedDimension() - Method in class jdistlib.inference.ModelState
 
constrainedDimension() - Method in interface jdistlib.inference.ParameterConstraint
 
constrainedDimension() - Method in class jdistlib.inference.ParameterSpec
 
constrainedOffset() - Method in class jdistlib.inference.ParameterSpec
 
constrainedOffset(String) - Method in class jdistlib.inference.ModelState
 
constrainedSamples(BayesianModel) - Method in class jdistlib.inference.ChainResult
 
constraint() - Method in class jdistlib.inference.ParameterSpec
 
constraintCount() - Method in interface jdistlib.inference.solver.HolonomicDaeSystem
Number of independent position constraints.
constraints(double, double[], double[], double[], double[]) - Method in interface jdistlib.inference.solver.HolonomicDaeSystem
Writes g(time, position) = 0 into residual.
Constraints - Class in jdistlib.inference
Standard parameter constraints and their Jacobian-aware transforms.
constructionPolicy(ConstructionPolicy) - Method in class jdistlib.FunctionAnalysisOptions.Builder
 
constructionPolicy(ConstructionPolicy) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
ConstructionPolicy - Enum Class in jdistlib
Determines which advisory findings prevent analyzed construction.
contains(double) - Method in class jdistlib.finance.TransformDomain
 
contains(double) - Method in class jdistlib.inference.CoordinateSupport
 
contains(double) - Method in class jdistlib.NumericalSupport.Interval
 
contains(double[]) - Method in class jdistlib.inference.MixedStateSpace
 
contains(String) - Method in class jdistlib.inference.ModelData
 
containsContinuous(double) - Method in class jdistlib.NumericalSupport
 
continuous(GenericDistribution) - Static method in class jdistlib.CopulaMarginal
Declares an atom-free marginal.
CONTINUOUS - Enum constant in enum class jdistlib.CopulaMarginal.Kind
 
ContinuousBlockMetropolisKernel - Class in jdistlib.inference
Gaussian random-walk update of a continuous block conditional on all other coordinates.
ContinuousBlockMetropolisKernel(int[], double) - Constructor for class jdistlib.inference.ContinuousBlockMetropolisKernel
 
ContinuousBlockMetropolisKernel(int[], double[]) - Constructor for class jdistlib.inference.ContinuousBlockMetropolisKernel
 
continuousCoordinates() - Method in class jdistlib.inference.MixedStateSpace
 
converged() - Method in class jdistlib.inference.OptimizationResult
 
converged() - Method in class jdistlib.inference.PredictiveStacking.Result
 
CONVERGED - Enum constant in enum class jdistlib.finance.ImpliedVolatilityResult.Status
 
convolution(GenericDistribution, GenericDistribution, int, long) - Static method in class jdistlib.finance.DistributionAggregation
 
coordinate() - Method in class jdistlib.inference.GeometryAdvice
 
coordinate() - Method in class jdistlib.inference.PrecisionGoal
 
CoordinateInsertionTransformation - Class in jdistlib.inference
Unit-Jacobian birth/death mapping that inserts or removes one parameter coordinate.
CoordinateInsertionTransformation(long, long, int) - Constructor for class jdistlib.inference.CoordinateInsertionTransformation
 
coordinates() - Method in class jdistlib.inference.ColumnarDraws
 
CoordinateSplitTransformation - Class in jdistlib.inference
Split/merge map x,u to x+u,x-u with forward log-Jacobian log(2).
CoordinateSplitTransformation(long, long, int) - Constructor for class jdistlib.inference.CoordinateSplitTransformation
 
CoordinateSupport - Class in jdistlib.inference
Typed support for one coordinate in a mixed continuous/discrete state.
CoordinateSupport.Kind - Enum Class in jdistlib.inference
 
Copula - Interface in jdistlib
A copula on the unit hypercube.
CopulaDiagnostics - Class in jdistlib
Immutable classification of a proposed copula evaluation point.
CopulaDiagnostics.Classification - Enum Class in jdistlib
Location of the point relative to the unit hypercube.
CopulaDistribution - Class in jdistlib
Joint distribution composed from a copula and continuous univariate marginals.
CopulaDistribution(Copula, GenericDistribution...) - Constructor for class jdistlib.CopulaDistribution
 
CopulaFamily - Enum Class in jdistlib
Built-in families supported by dependence fitting and selection.
CopulaFitOptions - Class in jdistlib
Controls rank-based initialization and optional likelihood refinement.
CopulaFitOptions() - Constructor for class jdistlib.CopulaFitOptions
 
CopulaFitOptions.Method - Enum Class in jdistlib
 
CopulaFitResult - Class in jdistlib
Result of fitting one copula family to pseudo-observations.
CopulaFitResult.Status - Enum Class in jdistlib
 
CopulaFitter - Class in jdistlib
Rank transformation and dependence fitting for the built-in copula families.
CopulaLikelihoodDiagnostics - Class in jdistlib
Row-level log-density and unit-cube boundary diagnostics for a copula model.
CopulaLikelihoodDiagnostics.Status - Enum Class in jdistlib
 
CopulaLogLikelihoodResult - Class in jdistlib
Auditable likelihood aggregation for continuous, discrete, or mixed data.
CopulaLogLikelihoodResult.Status - Enum Class in jdistlib
 
CopulaMarginal - Class in jdistlib
A scalar marginal together with its continuity/atom contract.
CopulaMarginal.Kind - Enum Class in jdistlib
Measure used by a joint likelihood contribution.
CopulaMeasureOptions - Class in jdistlib
Numerical controls for mixed continuous/discrete copula likelihoods.
CopulaMeasureOptions() - Constructor for class jdistlib.CopulaMeasureOptions
 
CopulaMeasureResult - Class in jdistlib
Joint density, mass, or mixed-measure likelihood contribution.
CopulaMeasureResult.Status - Enum Class in jdistlib
 
CopulaSelectionCriterion - Enum Class in jdistlib
Information criterion used by automatic copula-family selection.
CopulaSelectionResult - Class in jdistlib
Ranked family fits and the selected successful candidate.
CopulaSelector - Class in jdistlib
Fits candidate families and ranks them by AIC or BIC.
CopulaTailAnalysis - Class in jdistlib.finance
Tail dependence, finite-level concentration, and bivariate stress regions.
COPY - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
copyBackward(double[], int, double[], int, int) - Static method in class jdistlib.generic.GenericDistribution
Whether an in-place, right-shifted operation must run from right to left.
correlationFromKendallsTau(double[][]) - Static method in class jdistlib.GaussianCopula
Converts a Kendall tau matrix to its elliptical correlation matrix.
correlationMatrix(int) - Static method in class jdistlib.inference.Constraints
Stan-compatible correlation-matrix (LKJ/CPC) transform, stored row-major.
cos() - Method in class jdistlib.math.Complex
 
cos(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
cosh() - Method in class jdistlib.math.Complex
 
COSINE - Enum constant in enum class jdistlib.math.density.Kernel
 
cosInversion(TransformDistribution, double, double, int, int) - Static method in class jdistlib.finance.DistributionAggregation
Fourier-cosine density discretization on a caller-declared finite interval.
cospi(double) - Static method in class jdistlib.math.MathFunctions
 
count(int, int) - Method in class jdistlib.SignRank
 
count(int, int, int) - Method in class jdistlib.Wilcoxon
 
countNearBoundary(double) - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
countRejected(double[], double, MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Returns the number of hypotheses rejected at the requested level.
countRejected(double[], double, MultipleTesting.Method, int) - Static method in class jdistlib.disttest.MultipleTesting
Returns the rejection count for a declared total family size.
countRejectedLog(double[], double, MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Returns the rejection count for natural-log p-values.
countRejectedLog(double[], double, MultipleTesting.Method, int) - Static method in class jdistlib.disttest.MultipleTesting
Returns the log-p rejection count for a declared total family size.
covarianceCount() - Method in class jdistlib.inference.SamplerCheckpoint
 
covarianceMatrix(int) - Static method in class jdistlib.inference.Constraints
Stan-compatible covariance-matrix transform, stored row-major.
covarianceMean() - Method in class jdistlib.inference.SamplerCheckpoint
 
covarianceProducts() - Method in class jdistlib.inference.SamplerCheckpoint
 
CPU - Enum constant in enum class jdistlib.accelerator.Compute
Always use the deterministic CPU reference implementation.
CpuComputeBackend - Class in jdistlib.accelerator
Deterministic CPU reference implementation for every accelerated primitive.
CpuComputeBackend() - Constructor for class jdistlib.accelerator.CpuComputeBackend
 
CQUAD - Enum constant in enum class jdistlib.math.IntegrationOptions.Method
Doubly-adaptive Clenshaw-Curtis quadrature on finite intervals.
cramer_von_mises_statistic(double[], GenericDistribution) - Static method in class jdistlib.disttest.DistributionTest
One-sample Cramer-von Mises statistic against a fully specified continuous reference distribution.
cramer_von_mises_test(double[], double[]) - Static method in class jdistlib.disttest.DistributionTest
Two-sample Cramer-von Mises test using a deterministic permutation p-value.
cramer_von_mises_test(double[], double[], int, RandomEngine) - Static method in class jdistlib.disttest.DistributionTest
Two-sample Cramer-von Mises test with caller-controlled permutations.
cramer_von_mises_test(double[], GenericDistribution) - Static method in class jdistlib.disttest.DistributionTest
One-sample Cramer-von Mises test using a deterministic parametric bootstrap.
cramer_von_mises_test(double[], GenericDistribution, int, RandomEngine) - Static method in class jdistlib.disttest.DistributionTest
One-sample Cramer-von Mises test with caller-controlled bootstrap sampling.
cramer_vonmises_pvalue(double, int) - Static method in class jdistlib.disttest.NormalityTest
 
cramer_vonmises_statistic(double[]) - Static method in class jdistlib.disttest.NormalityTest
 
cramer_vonmises_statistic(double[], double[]) - Static method in class jdistlib.disttest.DistributionTest
Two-sample Cramer-Von Mises test
create() - Method in interface jdistlib.inference.ReversibleJumpSamplerFactory
 
create(double[]) - Method in interface jdistlib.inference.AdaptiveRejectionGibbsKernel.ConditionalFactory
 
create(Compute, double[][], double[], double) - Static method in class jdistlib.inference.AcceleratedLogisticRegression
Selects a backend directly for vectorized or regular many-chain workflows.
create(Sampler, String, SamplingOptions, long, long, long) - Static method in class jdistlib.inference.RunManifest
 
create(Sampler, LogDensity, String, SamplingOptions, long, long, long) - Static method in class jdistlib.inference.RunManifest
Creates a manifest that records the target's concrete compute backend when available.
create_instance_from_mu(double, double) - Static method in class jdistlib.NegBinomial
 
create_random_state() - Static method in class jdistlib.Binomial
 
create_random_state() - Static method in class jdistlib.HyperGeometric
 
create_random_state() - Static method in class jdistlib.Poisson
 
create_random_state(Binomial.BinomialKind) - Static method in class jdistlib.Binomial
 
criterion() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
criterion(AdaptiveStaticHmcOptions.Criterion) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
CSR_ANALYZE - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
CSR_GEMM - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
CSR_MM - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
CSR_MV - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
CSR_POTRF - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
CSR_REFACTOR - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
CSR_SOLVE - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
CSR_TRSV - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
CsrMatrix - Class in jdistlib.matrix
Immutable one-based compressed-row sparse matrix compatible with Stan CSR arrays.
CsrMatrix(int, int, double[], int[], int[]) - Constructor for class jdistlib.matrix.CsrMatrix
 
CUDA - Enum constant in enum class jdistlib.accelerator.Compute
Require the optional CUDA provider.
CUDA - Enum constant in enum class jdistlib.accelerator.ComputeApi
 
cumsum(double[]) - Static method in class jdistlib.math.VectorMath
 
cumsum(int[]) - Static method in class jdistlib.math.VectorMath
 
cumulant(GenericDistribution, int) - Static method in class jdistlib.finance.DistributionTransforms
Numerical cumulant obtained by centered finite differences of log M(t).
cumulative(double) - Method in class jdistlib.generic.GenericDistribution
Assume lower tail and non-log
cumulative(double) - Method in class jdistlib.NumericalCdfTable
 
cumulative(double[]) - Method in class jdistlib.BB1Copula
 
cumulative(double[]) - Method in class jdistlib.ClaytonCopula
 
cumulative(double[]) - Method in interface jdistlib.Copula
Copula distribution function at u.
cumulative(double[]) - Method in class jdistlib.CopulaDistribution
Joint lower-orthant CDF.
cumulative(double[]) - Method in class jdistlib.CVineCopula
 
cumulative(double[]) - Method in class jdistlib.DVineCopula
 
cumulative(double[]) - Method in class jdistlib.FrankCopula
 
cumulative(double[]) - Method in class jdistlib.GaussianCopula
 
cumulative(double[]) - Method in class jdistlib.generic.GenericDistribution
Assume lower tail and non-log
cumulative(double[]) - Method in class jdistlib.GumbelCopula
 
cumulative(double[]) - Method in class jdistlib.IndependenceCopula
 
cumulative(double[]) - Method in class jdistlib.JoeCopula
 
cumulative(double[]) - Method in class jdistlib.MixedCopulaDistribution
 
cumulative(double[]) - Method in class jdistlib.RotatedCopula
 
cumulative(double[]) - Method in class jdistlib.StudentTCopula
 
cumulative(double[], boolean, boolean) - Method in class jdistlib.generic.GenericDistribution
 
cumulative(double[], double[]) - Static method in class jdistlib.Dirichlet
 
cumulative(double[], double[], double[][]) - Static method in class jdistlib.MultivariateCauchy
 
cumulative(double[], double[], double[][]) - Static method in class jdistlib.MultivariateLaplace
 
cumulative(double[], double[], double[][]) - Static method in class jdistlib.MultivariateLogNormal
 
cumulative(double[], double[], double[][]) - Static method in class jdistlib.MultivariateNormal
 
cumulative(double[], double[], double[][], double) - Static method in class jdistlib.MultivariatePowerExponential
 
cumulative(double[], double[], double[][], double) - Static method in class jdistlib.MultivariateStudentT
 
cumulative(double[], double[], double[][], double, MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariatePowerExponential
Computes P(X[i] <= upper[i], all i).
cumulative(double[], double[], double[][], double, MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateStudentT
Computes P[X[i] <= upper[i] for every i].
cumulative(double[], double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateCauchy
 
cumulative(double[], double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateLaplace
Computes P(X[i] <= upper[i], all i).
cumulative(double[], double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateLogNormal
 
cumulative(double[], double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateNormal
Computes P[X[i] <= upper[i] for every i].
cumulative(double[], double[], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.Dirichlet
Computes P(X[i] <= upper[i], all i) on the simplex.
cumulative(double, boolean, boolean) - Method in class jdistlib.Ansari
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Arcsine
 
cumulative(double, boolean, boolean) - Method in class jdistlib.AsymmetricLaplace
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Beta
 
cumulative(double, boolean, boolean) - Method in class jdistlib.BetaBinomial
 
cumulative(double, boolean, boolean) - Method in class jdistlib.BetaNegativeBinomial
 
cumulative(double, boolean, boolean) - Method in class jdistlib.BetaPrime
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Binomial
 
cumulative(double, boolean, boolean) - Method in class jdistlib.BirnbaumSaunders
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Categorical
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Cauchy
 
cumulative(double, boolean, boolean) - Method in class jdistlib.CensoredDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Chi
 
cumulative(double, boolean, boolean) - Method in class jdistlib.ChiSquare
 
cumulative(double, boolean, boolean) - Method in class jdistlib.DiscreteLaplace
 
cumulative(double, boolean, boolean) - Method in class jdistlib.DiscreteWeibull
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Empirical
 
cumulative(double, boolean, boolean) - Method in class jdistlib.evd.Extreme
 
cumulative(double, boolean, boolean) - Method in class jdistlib.evd.Fretchet
 
cumulative(double, boolean, boolean) - Method in class jdistlib.evd.GeneralizedPareto
 
cumulative(double, boolean, boolean) - Method in class jdistlib.evd.GEV
 
cumulative(double, boolean, boolean) - Method in class jdistlib.evd.Gumbel
 
cumulative(double, boolean, boolean) - Method in class jdistlib.evd.Order
 
cumulative(double, boolean, boolean) - Method in class jdistlib.evd.Rayleigh
 
cumulative(double, boolean, boolean) - Method in class jdistlib.evd.ReverseWeibull
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Exponential
 
cumulative(double, boolean, boolean) - Method in class jdistlib.ExponentiallyModifiedGaussian
 
cumulative(double, boolean, boolean) - Method in class jdistlib.F
 
cumulative(double, boolean, boolean) - Method in class jdistlib.FellerPareto
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.ConditionalDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.DelaporteDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.EmpiricalDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.FiniteGridDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.OptionImpliedDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.OrderStatisticDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.PolyaAeppliDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.StableDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.CgmyDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.LevyIncrementDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.MeixnerDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.finance.VarianceGammaDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.FoldedNormal
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Gamma
 
cumulative(double, boolean, boolean) - Method in class jdistlib.GeneralizedBetaSecondKind
 
cumulative(double, boolean, boolean) - Method in class jdistlib.GeneralizedF
 
cumulative(double, boolean, boolean) - Method in class jdistlib.GeneralizedGamma
 
cumulative(double, boolean, boolean) - Method in class jdistlib.generic.GenericDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Geometric
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Gompertz
 
cumulative(double, boolean, boolean) - Method in class jdistlib.HalfCauchy
 
cumulative(double, boolean, boolean) - Method in class jdistlib.HalfNormal
 
cumulative(double, boolean, boolean) - Method in class jdistlib.HalfT
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Huber
 
cumulative(double, boolean, boolean) - Method in class jdistlib.HurdleNegativeBinomial
 
cumulative(double, boolean, boolean) - Method in class jdistlib.HurdlePoisson
 
cumulative(double, boolean, boolean) - Method in class jdistlib.HyperGeometric
 
cumulative(double, boolean, boolean) - Method in class jdistlib.InvGamma
 
cumulative(double, boolean, boolean) - Method in class jdistlib.InvNormal
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Kendall
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Kumaraswamy
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Laplace
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Levy
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Lindley
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Logarithmic
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Logistic
 
cumulative(double, boolean, boolean) - Method in class jdistlib.LogitNormal
 
cumulative(double, boolean, boolean) - Method in class jdistlib.LogLogistic
 
cumulative(double, boolean, boolean) - Method in class jdistlib.LogNormal
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Makeham
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Maxwell
 
cumulative(double, boolean, boolean) - Method in class jdistlib.MaxwellBoltzmann
 
cumulative(double, boolean, boolean) - Method in class jdistlib.MixtureDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.MonotoneTransformDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Nakagami
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NegativeHypergeometric
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NegBinomial
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NonCentralBeta
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NonCentralChiSquare
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NonCentralF
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NonCentralT
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Normal
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NumericalContinuousDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NumericalDiscreteDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.NumericalPiecewiseDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.PhaseType
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Poisson
 
cumulative(double, boolean, boolean) - Method in class jdistlib.PoissonBinomial
 
cumulative(double, boolean, boolean) - Method in class jdistlib.PoissonInverseGaussian
 
cumulative(double, boolean, boolean) - Method in class jdistlib.PositiveNormal
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Rice
 
cumulative(double, boolean, boolean) - Method in class jdistlib.SignRank
 
cumulative(double, boolean, boolean) - Method in class jdistlib.SinhArcsinh
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Skellam
 
cumulative(double, boolean, boolean) - Method in class jdistlib.SkewedT
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Slash
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Spearman
 
cumulative(double, boolean, boolean) - Method in class jdistlib.T
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Triangular
 
cumulative(double, boolean, boolean) - Method in class jdistlib.TruncatedContinuousDistribution
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Tukey
 
cumulative(double, boolean, boolean) - Method in class jdistlib.TukeyLambda
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Tweedie
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Uniform
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Weibull
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Wilcoxon
 
cumulative(double, boolean, boolean) - Method in class jdistlib.ZeroInflatedNegativeBinomial
 
cumulative(double, boolean, boolean) - Method in class jdistlib.ZeroInflatedPoisson
 
cumulative(double, boolean, boolean) - Method in class jdistlib.ZeroTruncatedNegativeBinomial
 
cumulative(double, boolean, boolean) - Method in class jdistlib.ZeroTruncatedPoisson
 
cumulative(double, boolean, boolean) - Method in class jdistlib.Zipf
 
cumulative(double, double[], boolean, boolean) - Static method in class jdistlib.PoissonBinomial
 
cumulative(double, double[], double[][], boolean, boolean) - Static method in class jdistlib.PhaseType
 
cumulative(double, double[], double[], boolean, boolean) - Static method in class jdistlib.Categorical
 
cumulative(double, double, boolean) - Static method in class jdistlib.evd.Rayleigh
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.Chi
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.ChiSquare
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.Exponential
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.Geometric
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.HalfCauchy
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.HalfNormal
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.Lindley
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.Logarithmic
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.Maxwell
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.MaxwellBoltzmann
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.Poisson
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.T
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.TukeyLambda
 
cumulative(double, double, boolean, boolean) - Static method in class jdistlib.ZeroTruncatedPoisson
 
cumulative(double, double, double) - Static method in class jdistlib.Levy
 
cumulative(double, double, double) - Static method in class jdistlib.Normal
 
cumulative(double, double, double, boolean) - Static method in class jdistlib.evd.Gumbel
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Arcsine
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Beta
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.BetaPrime
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Binomial
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Cauchy
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.DiscreteLaplace
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.DiscreteWeibull
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.F
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Gamma
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Gompertz
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.HalfT
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.HurdlePoisson
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.InvGamma
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.InvNormal
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Kumaraswamy
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Laplace
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Levy
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Logistic
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.LogitNormal
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.LogLogistic
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.LogNormal
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Nakagami
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.NegBinomial
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.NonCentralChiSquare
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.NonCentralT
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Normal
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.PoissonInverseGaussian
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.PositiveNormal
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Rice
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Skellam
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.SkewedT
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Slash
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Uniform
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.Weibull
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.ZeroInflatedPoisson
 
cumulative(double, double, double, boolean, boolean) - Static method in class jdistlib.ZeroTruncatedNegativeBinomial
 
cumulative(double, double, double, double, boolean) - Static method in class jdistlib.evd.Fretchet
 
cumulative(double, double, double, double, boolean) - Static method in class jdistlib.evd.GeneralizedPareto
 
cumulative(double, double, double, double, boolean) - Static method in class jdistlib.evd.GEV
 
cumulative(double, double, double, double, boolean) - Static method in class jdistlib.evd.ReverseWeibull
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.AsymmetricLaplace
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.BetaBinomial
Cumulative.
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.BetaNegativeBinomial
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.BirnbaumSaunders
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.ExponentiallyModifiedGaussian
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.GeneralizedGamma
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Huber
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.HurdleNegativeBinomial
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.HyperGeometric
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Makeham
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.NegativeHypergeometric
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.NonCentralBeta
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.NonCentralF
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Triangular
 
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Tukey
function ptukey() [was qprob() ]:
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Tweedie
Returns the Tweedie distribution function.
cumulative(double, double, double, double, boolean, boolean) - Static method in class jdistlib.ZeroInflatedNegativeBinomial
 
cumulative(double, double, double, double, double) - Static method in class jdistlib.Wiener
Defective CDF matching the upper-boundary density component.
cumulative(double, double, double, double, double, boolean) - Static method in class jdistlib.BivariatePoisson
Returns P[X <= x, Y <= y].
cumulative(double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.FoldedNormal
 
cumulative(double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.GeneralizedBetaSecondKind
 
cumulative(double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.GeneralizedF
 
cumulative(double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.SinhArcsinh
 
cumulative(double, double, double, double, double, double, boolean) - Static method in class jdistlib.BivariateLogistic
Returns P[X1 <= q1, X2 <= q2].
cumulative(double, double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.FellerPareto
 
cumulative(double, int) - Static method in class jdistlib.Kendall
Cumulative density function of Kendall distribution.
cumulative(double, int, boolean) - Static method in class jdistlib.Spearman
Spearman exact cumulative distribution function for n <= 22.
cumulative(double, GenericDistribution, int, boolean, boolean) - Static method in class jdistlib.evd.Extreme
 
cumulative(double, GenericDistribution, int, int, boolean, boolean) - Static method in class jdistlib.evd.Order
 
cumulative(double, GenericDistribution, int, int, boolean, boolean, boolean) - Static method in class jdistlib.evd.Order
 
cumulative(int[], int[], int) - Static method in class jdistlib.MultivariateHypergeometric
Exact lower-orthant probability P(X[i] <= upper[i], all i).
cumulative(int[], int, double[]) - Static method in class jdistlib.DirichletMultinomial
Exact lower-orthant probability P(X[i] <= upper[i], all i).
cumulative(int[], int, double[]) - Static method in class jdistlib.Multinomial
Exact lower-orthant probability P(X[i] <= upper[i], all i).
cumulative(int[], int, int) - Static method in class jdistlib.Ansari
 
cumulative(int[], int, int, boolean) - Static method in class jdistlib.Ansari
 
cumulative(int, boolean, boolean) - Method in class jdistlib.SignRank
 
cumulative(int, boolean, boolean) - Method in class jdistlib.Wilcoxon
 
cumulative(int, int, double, boolean, boolean) - Static method in class jdistlib.Zipf
 
cumulative(int, int, int) - Static method in class jdistlib.Ansari
 
cumulative(int, int, int, boolean) - Static method in class jdistlib.Ansari
 
cumulative(int, int, int, double[][][]) - Static method in class jdistlib.Ansari
 
cumulative(int, int, int, double[][][], boolean) - Static method in class jdistlib.Ansari
 
cumulative(TransformDistribution, double) - Static method in class jdistlib.finance.DistributionTransforms
Gil-Pelaez inversion of a characteristic function.
cumulative_as89(double, int, boolean) - Static method in class jdistlib.Spearman
Spearman cumulative distribution.
cumulative_hazard(double) - Method in class jdistlib.generic.GenericDistribution
Cumulative hazard function, which is basically -ln(1-CDF).
cumulative_hazard(double[]) - Method in class jdistlib.generic.GenericDistribution
 
cumulative_mu(double, double, double, boolean, boolean) - Static method in class jdistlib.NegBinomial
 
cumulative_raw(double, double, double, boolean, boolean) - Static method in class jdistlib.Beta
 
cumulative_raw(double, double, double, double, double) - Static method in class jdistlib.NonCentralBeta
 
cumulative_raw(double, double, double, double, double, int, boolean, boolean) - Static method in class jdistlib.NonCentralChiSquare
 
cumulative_standard(double) - Static method in class jdistlib.Levy
 
cumulative_standard(double) - Static method in class jdistlib.Normal
 
cumulative_t(double, int, boolean) - Static method in class jdistlib.Spearman
Spearman cumulative distribution function, approximation using T (df=n-2)
cumulative_tau(double, int) - Static method in class jdistlib.Kendall
Cumulative distribution of Kendall distribution
cumulativeAdaptive(TransformDistribution, double, FourierInversionOptions) - Static method in class jdistlib.finance.DistributionTransforms
Adaptive Gil-Pelaez inversion with explicit truncation/work controls.
cumulativeCached(double, boolean, boolean) - Method in class jdistlib.NumericalContinuousDistribution
Evaluates through the reusable CDF table.
cumulativeHazard(double, double, double, boolean) - Static method in class jdistlib.Gompertz
Returns the cumulative hazard.
cumulativeInto(double[], int, double[], int, int, boolean, boolean) - Method in class jdistlib.generic.GenericDistribution
Evaluates CDF values into caller-owned storage.
cumulativeInto(double[], int, double[], int, int, boolean, boolean) - Method in class jdistlib.NumericalContinuousDistribution
Batch CDF evaluation reuses the monotone table for ordinary probabilities.
cumulativeResult(double) - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
CDF plus a deterministic quadrature-difference error estimate.
cumulativeResult(double) - Method in class jdistlib.finance.CgmyDistribution
 
cumulativeResult(double) - Method in class jdistlib.finance.LevyIncrementDistribution
 
cumulativeResult(double) - Method in class jdistlib.finance.MeixnerDistribution
 
cumulativeResult(double) - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
cumulativeResult(double) - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
cumulativeResult(double[], int, RandomEngine) - Method in class jdistlib.CVineCopula
Estimates the lower-orthant CDF with caller-owned randomization.
cumulativeResult(double[], int, RandomEngine) - Method in class jdistlib.DVineCopula
 
cumulativeResult(double[], int, RandomEngine) - Method in interface jdistlib.VineCopula
Estimates the lower-orthant CDF and reports Monte Carlo uncertainty.
customBinary(int, int, double, double, double) - Method in class jdistlib.inference.autodiff.ReverseTape
Creates a binary node from a caller-supplied value and exact local derivatives.
customUnary(int, double, double) - Method in class jdistlib.inference.autodiff.ReverseTape
Creates a unary node from a caller-supplied value and exact local derivative.
CV - Enum constant in enum class jdistlib.math.spline.SmoothSplineCriterion
 
CV(double[], int, double, double, double, boolean) - Static method in class jdistlib.math.density.Bandwidth
 
CVineCopula - Class in jdistlib
Simplified C-vine copula assembled from bivariate conditional copulas.
CVineCopula(PairCopula[]...) - Constructor for class jdistlib.CVineCopula
Creates a C-vine.

D

d - Variable in class jdistlib.HyperGeometric.RandomState
 
D_VINE - Enum constant in enum class jdistlib.VineStructure
 
d1mach3 - Static variable in class jdistlib.math.Constants
 
d1mach4 - Static variable in class jdistlib.math.Constants
 
DaeSolver - Class in jdistlib.inference.solver
Implicit-Euler solver for index-1 differential-algebraic systems.
DaeSystem - Interface in jdistlib.inference.solver
Differential-algebraic residual F(t, y, y') = 0.
dagostino_pearson_pvalue(double) - Static method in class jdistlib.disttest.NormalityTest
 
dagostino_pearson_statistic(double[]) - Static method in class jdistlib.disttest.NormalityTest
Calculate D'Agostino-Pearson test for normality.
dasum(int, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
data() - Method in class jdistlib.inference.BayesianModel
 
data() - Method in class jdistlib.inference.ModelState
 
data(String, double...) - Method in class jdistlib.inference.ModelBuilder
 
DATA - Enum constant in enum class jdistlib.inference.ModelGraph.NodeKind
 
daxpy(int, double, double[], int, int, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dbhStepDown(double[], DiscretePValueDistribution[], double) - Static method in class jdistlib.disttest.DiscreteFdr
Runs the DBH step-down procedure of Döhler, Durand, and Roquain.
dbhStepUp(double[], DiscretePValueDistribution[], double) - Static method in class jdistlib.disttest.DiscreteFdr
Runs the DBH step-up procedure of Döhler, Durand, and Roquain.
DBL_DIG - Static variable in class jdistlib.math.Constants
 
DBL_EPSILON - Static variable in class jdistlib.math.Constants
 
DBL_MANT_DIG - Static variable in class jdistlib.math.Constants
 
DBL_MAX - Static variable in class jdistlib.math.Constants
 
DBL_MAX_EXP - Static variable in class jdistlib.math.Constants
 
DBL_MIN - Static variable in class jdistlib.math.Constants
 
DBL_MIN_EXP - Static variable in class jdistlib.math.Constants
 
dcopy(int, double[], int, int, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dcsrgemm(CsrMatrix, CsrMatrix) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dcsrmm(double, CsrMatrix, double[], int, double, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dcsrmv(double, CsrMatrix, double[], double, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dcsrpotrf(CsrMatrix, MatrixTriangle) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dcsrpotrf(CsrMatrix, MatrixTriangle, SparseOrdering) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dcsrsv(MatrixTriangle, MatrixTranspose, MatrixDiagonal, CsrMatrix, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
ddot(int, double[], int, int, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
Debug - Class in jdistlib.util
 
Debug() - Constructor for class jdistlib.util.Debug
 
defaultInitialTrustRegionRadius - Static variable in class jdistlib.math.opt.BobyqaConfig
 
defaultLambdas() - Static method in class jdistlib.disttest.MultipleTesting
Returns a defensive copy of the default q-value lambda grid.
defaultMaxNumFunctionCall - Static variable in class jdistlib.math.opt.OptimizationConfig
 
defaults() - Static method in class jdistlib.CdfTableOptions
 
defaults() - Static method in class jdistlib.CertifiedDiscreteOptions
 
defaults() - Static method in class jdistlib.finance.FourierInversionOptions
 
defaults() - Static method in class jdistlib.FunctionAnalysisOptions
 
defaults() - Static method in class jdistlib.inference.solver.AlgebraicSolver.Options
 
defaults() - Static method in class jdistlib.inference.solver.OdeSolver.Options
 
defaults() - Static method in class jdistlib.inference.solver.StiffOdeSolver.Options
 
defaults() - Static method in class jdistlib.math.IntegrationOptions
Returns R-compatible QUADPACK defaults.
defaults() - Static method in class jdistlib.MomentAnalysisOptions
 
defaultStoppingTrustRegionRadius - Static variable in class jdistlib.math.opt.BobyqaConfig
 
DelaporteDistribution - Class in jdistlib.finance
Delaporte count: Poisson(lambda) plus NB(shape, successProbability).
DelaporteDistribution(double, double, double) - Constructor for class jdistlib.finance.DelaporteDistribution
 
dense() - Static method in class jdistlib.inference.MetricConfiguration
 
DENSE - Enum constant in enum class jdistlib.inference.MetricConfiguration.Type
 
denseLinearAlgebra() - Method in class jdistlib.accelerator.ComputeCapabilities
Whether the provider accelerates the public dense BLAS operations.
denseMassMatrix() - Method in class jdistlib.inference.SamplingOptions
 
denseMassMatrix(boolean) - Method in class jdistlib.inference.SamplingOptions.Builder
 
density(double[]) - Method in interface jdistlib.Copula
Copula density at an interior point.
density(double[]) - Method in class jdistlib.CopulaDistribution
Joint density.
density(double[]) - Method in class jdistlib.generic.GenericDistribution
Assume non-log
density(double[]) - Static method in class jdistlib.math.density.Density
 
density(double[][], double, double[][], boolean) - Static method in class jdistlib.Wishart
Density of W_dimension(scale, degreesOfFreedom).
density(double[], boolean) - Method in class jdistlib.generic.GenericDistribution
 
density(double[], double) - Static method in class jdistlib.math.density.Density
 
density(double[], double[], boolean) - Static method in class jdistlib.Dirichlet
 
density(double[], double[], double[][], boolean) - Static method in class jdistlib.MultivariateCauchy
 
density(double[], double[], double[][], boolean) - Static method in class jdistlib.MultivariateLaplace
 
density(double[], double[], double[][], boolean) - Static method in class jdistlib.MultivariateLogNormal
 
density(double[], double[], double[][], boolean) - Static method in class jdistlib.MultivariateNormal
 
density(double[], double[], double[][], double, boolean) - Static method in class jdistlib.MultivariatePowerExponential
 
density(double[], double[], double[][], double, boolean) - Static method in class jdistlib.MultivariateStudentT
 
density(double[], int, double[], boolean) - Static method in class jdistlib.DirichletMultinomial
 
density(double[], int, double[], boolean) - Static method in class jdistlib.Multinomial
 
density(double[], Bandwidth, double, Kernel, double[], double, int, double, double, double) - Static method in class jdistlib.math.density.Density
 
density(double, boolean) - Method in class jdistlib.Ansari
 
density(double, boolean) - Method in class jdistlib.Arcsine
 
density(double, boolean) - Method in class jdistlib.AsymmetricLaplace
 
density(double, boolean) - Method in class jdistlib.Beta
 
density(double, boolean) - Method in class jdistlib.BetaBinomial
 
density(double, boolean) - Method in class jdistlib.BetaNegativeBinomial
 
density(double, boolean) - Method in class jdistlib.BetaPrime
 
density(double, boolean) - Method in class jdistlib.Binomial
 
density(double, boolean) - Method in class jdistlib.BirnbaumSaunders
 
density(double, boolean) - Method in class jdistlib.Categorical
 
density(double, boolean) - Method in class jdistlib.Cauchy
 
density(double, boolean) - Method in class jdistlib.CensoredDistribution
 
density(double, boolean) - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
density(double, boolean) - Method in class jdistlib.Chi
 
density(double, boolean) - Method in class jdistlib.ChiSquare
 
density(double, boolean) - Method in class jdistlib.DiscreteLaplace
 
density(double, boolean) - Method in class jdistlib.DiscreteWeibull
 
density(double, boolean) - Method in class jdistlib.Empirical
 
density(double, boolean) - Method in class jdistlib.evd.Extreme
 
density(double, boolean) - Method in class jdistlib.evd.Fretchet
 
density(double, boolean) - Method in class jdistlib.evd.GeneralizedPareto
 
density(double, boolean) - Method in class jdistlib.evd.GEV
 
density(double, boolean) - Method in class jdistlib.evd.Gumbel
 
density(double, boolean) - Method in class jdistlib.evd.Order
 
density(double, boolean) - Method in class jdistlib.evd.Rayleigh
 
density(double, boolean) - Method in class jdistlib.evd.ReverseWeibull
 
density(double, boolean) - Method in class jdistlib.Exponential
 
density(double, boolean) - Method in class jdistlib.ExponentiallyModifiedGaussian
 
density(double, boolean) - Method in class jdistlib.F
 
density(double, boolean) - Method in class jdistlib.FellerPareto
 
density(double, boolean) - Method in class jdistlib.finance.ConditionalDistribution
 
density(double, boolean) - Method in class jdistlib.finance.DelaporteDistribution
 
density(double, boolean) - Method in class jdistlib.finance.EmpiricalDistribution
 
density(double, boolean) - Method in class jdistlib.finance.FiniteGridDistribution
 
density(double, boolean) - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
density(double, boolean) - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
density(double, boolean) - Method in class jdistlib.finance.OptionImpliedDistribution
 
density(double, boolean) - Method in class jdistlib.finance.OrderStatisticDistribution
 
density(double, boolean) - Method in class jdistlib.finance.PolyaAeppliDistribution
 
density(double, boolean) - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
density(double, boolean) - Method in class jdistlib.finance.StableDistribution
 
density(double, boolean) - Method in class jdistlib.finance.CgmyDistribution
 
density(double, boolean) - Method in class jdistlib.finance.LevyIncrementDistribution
 
density(double, boolean) - Method in class jdistlib.finance.MeixnerDistribution
 
density(double, boolean) - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
density(double, boolean) - Method in class jdistlib.finance.VarianceGammaDistribution
 
density(double, boolean) - Method in class jdistlib.FoldedNormal
 
density(double, boolean) - Method in class jdistlib.Gamma
 
density(double, boolean) - Method in class jdistlib.GeneralizedBetaSecondKind
 
density(double, boolean) - Method in class jdistlib.GeneralizedF
 
density(double, boolean) - Method in class jdistlib.GeneralizedGamma
 
density(double, boolean) - Method in class jdistlib.generic.GenericDistribution
 
density(double, boolean) - Method in class jdistlib.Geometric
 
density(double, boolean) - Method in class jdistlib.Gompertz
 
density(double, boolean) - Method in class jdistlib.HalfCauchy
 
density(double, boolean) - Method in class jdistlib.HalfNormal
 
density(double, boolean) - Method in class jdistlib.HalfT
 
density(double, boolean) - Method in class jdistlib.Huber
 
density(double, boolean) - Method in class jdistlib.HurdleNegativeBinomial
 
density(double, boolean) - Method in class jdistlib.HurdlePoisson
 
density(double, boolean) - Method in class jdistlib.HyperGeometric
 
density(double, boolean) - Method in class jdistlib.InvGamma
 
density(double, boolean) - Method in class jdistlib.InvNormal
 
density(double, boolean) - Method in class jdistlib.Kendall
 
density(double, boolean) - Method in class jdistlib.Kumaraswamy
 
density(double, boolean) - Method in class jdistlib.Laplace
 
density(double, boolean) - Method in class jdistlib.Levy
 
density(double, boolean) - Method in class jdistlib.Lindley
 
density(double, boolean) - Method in class jdistlib.Logarithmic
 
density(double, boolean) - Method in class jdistlib.Logistic
 
density(double, boolean) - Method in class jdistlib.LogitNormal
 
density(double, boolean) - Method in class jdistlib.LogLogistic
 
density(double, boolean) - Method in class jdistlib.LogNormal
 
density(double, boolean) - Method in class jdistlib.Makeham
 
density(double, boolean) - Method in class jdistlib.Maxwell
 
density(double, boolean) - Method in class jdistlib.MaxwellBoltzmann
 
density(double, boolean) - Method in class jdistlib.MixtureDistribution
 
density(double, boolean) - Method in class jdistlib.MonotoneTransformDistribution
 
density(double, boolean) - Method in class jdistlib.Nakagami
 
density(double, boolean) - Method in class jdistlib.NegativeHypergeometric
 
density(double, boolean) - Method in class jdistlib.NegBinomial
 
density(double, boolean) - Method in class jdistlib.NonCentralBeta
 
density(double, boolean) - Method in class jdistlib.NonCentralChiSquare
 
density(double, boolean) - Method in class jdistlib.NonCentralF
 
density(double, boolean) - Method in class jdistlib.NonCentralT
 
density(double, boolean) - Method in class jdistlib.Normal
 
density(double, boolean) - Method in class jdistlib.NumericalContinuousDistribution
 
density(double, boolean) - Method in class jdistlib.NumericalDiscreteDistribution
 
density(double, boolean) - Method in class jdistlib.NumericalPiecewiseDistribution
 
density(double, boolean) - Method in class jdistlib.PhaseType
 
density(double, boolean) - Method in class jdistlib.Poisson
 
density(double, boolean) - Method in class jdistlib.PoissonBinomial
 
density(double, boolean) - Method in class jdistlib.PoissonInverseGaussian
 
density(double, boolean) - Method in class jdistlib.PositiveNormal
 
density(double, boolean) - Method in class jdistlib.Rice
 
density(double, boolean) - Method in class jdistlib.SignRank
 
density(double, boolean) - Method in class jdistlib.SinhArcsinh
 
density(double, boolean) - Method in class jdistlib.Skellam
 
density(double, boolean) - Method in class jdistlib.SkewedT
 
density(double, boolean) - Method in class jdistlib.Slash
 
density(double, boolean) - Method in class jdistlib.Spearman
Density.
density(double, boolean) - Method in class jdistlib.T
 
density(double, boolean) - Method in class jdistlib.Triangular
 
density(double, boolean) - Method in class jdistlib.TruncatedContinuousDistribution
 
density(double, boolean) - Method in class jdistlib.Tukey
Density of Tukey HSD distribution using differentials of the cumulative --- WARNING: Untested!
density(double, boolean) - Method in class jdistlib.TukeyLambda
 
density(double, boolean) - Method in class jdistlib.Tweedie
 
density(double, boolean) - Method in class jdistlib.Uniform
 
density(double, boolean) - Method in class jdistlib.Weibull
 
density(double, boolean) - Method in class jdistlib.Wilcoxon
 
density(double, boolean) - Method in class jdistlib.ZeroInflatedNegativeBinomial
 
density(double, boolean) - Method in class jdistlib.ZeroInflatedPoisson
 
density(double, boolean) - Method in class jdistlib.ZeroTruncatedNegativeBinomial
 
density(double, boolean) - Method in class jdistlib.ZeroTruncatedPoisson
 
density(double, boolean) - Method in class jdistlib.Zipf
 
density(double, double[], boolean) - Static method in class jdistlib.PoissonBinomial
 
density(double, double[], double[][], boolean) - Static method in class jdistlib.PhaseType
 
density(double, double[], double[], boolean) - Static method in class jdistlib.Categorical
 
density(double, double, boolean) - Static method in class jdistlib.Chi
 
density(double, double, boolean) - Static method in class jdistlib.ChiSquare
 
density(double, double, boolean) - Static method in class jdistlib.evd.Rayleigh
 
density(double, double, boolean) - Static method in class jdistlib.Exponential
 
density(double, double, boolean) - Static method in class jdistlib.Geometric
 
density(double, double, boolean) - Static method in class jdistlib.HalfCauchy
 
density(double, double, boolean) - Static method in class jdistlib.HalfNormal
 
density(double, double, boolean) - Static method in class jdistlib.Lindley
 
density(double, double, boolean) - Static method in class jdistlib.Logarithmic
 
density(double, double, boolean) - Static method in class jdistlib.Maxwell
 
density(double, double, boolean) - Static method in class jdistlib.MaxwellBoltzmann
 
density(double, double, boolean) - Static method in class jdistlib.Poisson
 
density(double, double, boolean) - Static method in class jdistlib.T
 
density(double, double, boolean) - Static method in class jdistlib.TukeyLambda
 
density(double, double, boolean) - Static method in class jdistlib.ZeroTruncatedPoisson
 
density(double, double, double, boolean) - Static method in class jdistlib.Arcsine
 
density(double, double, double, boolean) - Static method in class jdistlib.Beta
 
density(double, double, double, boolean) - Static method in class jdistlib.BetaPrime
 
density(double, double, double, boolean) - Static method in class jdistlib.Binomial
 
density(double, double, double, boolean) - Static method in class jdistlib.Cauchy
 
density(double, double, double, boolean) - Static method in class jdistlib.DiscreteLaplace
 
density(double, double, double, boolean) - Static method in class jdistlib.DiscreteWeibull
 
density(double, double, double, boolean) - Static method in class jdistlib.evd.Gumbel
 
density(double, double, double, boolean) - Static method in class jdistlib.F
 
density(double, double, double, boolean) - Static method in class jdistlib.Gamma
 
density(double, double, double, boolean) - Static method in class jdistlib.Gompertz
 
density(double, double, double, boolean) - Static method in class jdistlib.HalfT
 
density(double, double, double, boolean) - Static method in class jdistlib.HurdlePoisson
 
density(double, double, double, boolean) - Static method in class jdistlib.InvGamma
 
density(double, double, double, boolean) - Static method in class jdistlib.InvNormal
 
density(double, double, double, boolean) - Static method in class jdistlib.Kumaraswamy
 
density(double, double, double, boolean) - Static method in class jdistlib.Laplace
 
density(double, double, double, boolean) - Static method in class jdistlib.Levy
 
density(double, double, double, boolean) - Static method in class jdistlib.Logistic
 
density(double, double, double, boolean) - Static method in class jdistlib.LogitNormal
 
density(double, double, double, boolean) - Static method in class jdistlib.LogLogistic
 
density(double, double, double, boolean) - Static method in class jdistlib.LogNormal
 
density(double, double, double, boolean) - Static method in class jdistlib.Nakagami
 
density(double, double, double, boolean) - Static method in class jdistlib.NegBinomial
 
density(double, double, double, boolean) - Static method in class jdistlib.NonCentralChiSquare
 
density(double, double, double, boolean) - Static method in class jdistlib.NonCentralT
From Johnson, Kotz and Balakrishnan (1995) [2nd ed.; formula (31.15), p.516], the non-central t density is f(x, df, ncp) = df^(df/2) * exp(-.5*ncp^2) / (sqrt(pi)*gamma(df/2)*(df+x^2)^((df+1)/2)) * sum_{k=0}^Inf gamma((df + k + df)/2)*ncp^k / prod(1:k)*(2*x^2/(df+x^2))^(k/2) The functional relationship f(x, df, ncp) = df/x * (F(sqrt((df+2)/df)*x, df+2, ncp) - F(x, df, ncp)) is used to evaluate the density at x != 0 and f(0, df, ncp) = exp(-.5*ncp^2) / (sqrt(pi)*sqrt(df)*gamma(df/2))*gamma((df+1)/2) is used for x=0.
density(double, double, double, boolean) - Static method in class jdistlib.Normal
 
density(double, double, double, boolean) - Static method in class jdistlib.PoissonInverseGaussian
 
density(double, double, double, boolean) - Static method in class jdistlib.PositiveNormal
 
density(double, double, double, boolean) - Static method in class jdistlib.Rice
 
density(double, double, double, boolean) - Static method in class jdistlib.Skellam
 
density(double, double, double, boolean) - Static method in class jdistlib.SkewedT
 
density(double, double, double, boolean) - Static method in class jdistlib.Slash
 
density(double, double, double, boolean) - Static method in class jdistlib.Uniform
 
density(double, double, double, boolean) - Static method in class jdistlib.Weibull
 
density(double, double, double, boolean) - Static method in class jdistlib.ZeroInflatedPoisson
 
density(double, double, double, boolean) - Static method in class jdistlib.ZeroTruncatedNegativeBinomial
 
density(double, double, double, double, boolean) - Static method in class jdistlib.AsymmetricLaplace
 
density(double, double, double, double, boolean) - Static method in class jdistlib.BetaBinomial
Density
density(double, double, double, double, boolean) - Static method in class jdistlib.BetaNegativeBinomial
 
density(double, double, double, double, boolean) - Static method in class jdistlib.BirnbaumSaunders
 
density(double, double, double, double, boolean) - Static method in class jdistlib.evd.Fretchet
 
density(double, double, double, double, boolean) - Static method in class jdistlib.evd.GeneralizedPareto
 
density(double, double, double, double, boolean) - Static method in class jdistlib.evd.GEV
 
density(double, double, double, double, boolean) - Static method in class jdistlib.evd.ReverseWeibull
 
density(double, double, double, double, boolean) - Static method in class jdistlib.ExponentiallyModifiedGaussian
 
density(double, double, double, double, boolean) - Static method in class jdistlib.GeneralizedGamma
 
density(double, double, double, double, boolean) - Static method in class jdistlib.Huber
 
density(double, double, double, double, boolean) - Static method in class jdistlib.HurdleNegativeBinomial
 
density(double, double, double, double, boolean) - Static method in class jdistlib.HyperGeometric
 
density(double, double, double, double, boolean) - Static method in class jdistlib.Makeham
 
density(double, double, double, double, boolean) - Static method in class jdistlib.NegativeHypergeometric
 
density(double, double, double, double, boolean) - Static method in class jdistlib.NonCentralBeta
 
density(double, double, double, double, boolean) - Static method in class jdistlib.NonCentralF
 
density(double, double, double, double, boolean) - Static method in class jdistlib.Triangular
 
density(double, double, double, double, boolean) - Static method in class jdistlib.Tukey
 
density(double, double, double, double, boolean) - Static method in class jdistlib.Tweedie
Tweedie density with mean mu, dispersion phi, and variance power xi.
density(double, double, double, double, boolean) - Static method in class jdistlib.ZeroInflatedNegativeBinomial
 
density(double, double, double, double, boolean, double) - Static method in class jdistlib.Tukey
Density of Tukey HSD distribution using differentials of the cumulative --- WARNING: Untested!
density(double, double, double, double, double, boolean) - Static method in class jdistlib.BivariatePoisson
 
density(double, double, double, double, double, boolean) - Static method in class jdistlib.FoldedNormal
 
density(double, double, double, double, double, boolean) - Static method in class jdistlib.GeneralizedBetaSecondKind
 
density(double, double, double, double, double, boolean) - Static method in class jdistlib.GeneralizedF
 
density(double, double, double, double, double, boolean) - Static method in class jdistlib.SinhArcsinh
 
density(double, double, double, double, double, boolean) - Static method in class jdistlib.Wiener
 
density(double, double, double, double, double, double, boolean) - Static method in class jdistlib.BivariateLogistic
 
density(double, double, double, double, double, double, boolean) - Static method in class jdistlib.FellerPareto
 
density(double, int) - Static method in class jdistlib.Kendall
Density of Kendall distribution
density(double, int) - Static method in class jdistlib.Spearman
Density.
density(double, GenericDistribution, int, boolean, boolean) - Static method in class jdistlib.evd.Extreme
 
density(double, GenericDistribution, int, int, boolean, boolean) - Static method in class jdistlib.evd.Order
 
density(int[], int[], int, boolean) - Static method in class jdistlib.MultivariateHypergeometric
 
density(int[], int, int) - Static method in class jdistlib.Ansari
 
density(int, boolean) - Method in class jdistlib.SignRank
 
density(int, boolean) - Method in class jdistlib.Wilcoxon
 
density(int, int, double, boolean) - Static method in class jdistlib.Zipf
 
density(int, int, int) - Static method in class jdistlib.Ansari
 
Density - Class in jdistlib.math.density
Corresponds to R's density function.
density_mu(double, double, double, boolean) - Static method in class jdistlib.NegBinomial
 
density_raw(double, double, boolean) - Static method in class jdistlib.Poisson
 
density_raw(double, double, double, double, boolean) - Static method in class jdistlib.Binomial
 
density_tau(double, int) - Static method in class jdistlib.Kendall
Density of Kendall distribution
densityAdaptive(TransformDistribution, double, FourierInversionOptions) - Static method in class jdistlib.finance.DistributionTransforms
Adaptive Fourier density inversion with explicit truncation/work controls.
densityFromCholesky(double[][], double, double[][], boolean) - Static method in class jdistlib.Wishart
Density overload accepting the lower Cholesky factor L of scale.
densityInto(double[], int, double[], int, int, boolean) - Method in class jdistlib.generic.GenericDistribution
Evaluates densities into caller-owned storage after one range validation.
densityResult(double) - Method in class jdistlib.finance.CgmyDistribution
 
densityResult(double) - Method in class jdistlib.finance.LevyIncrementDistribution
 
densityResult(double) - Method in class jdistlib.finance.MeixnerDistribution
 
densityResult(double) - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
densityResult(double) - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
dependencies() - Method in class jdistlib.inference.FactorSpec
 
derivatives(double, double[], double[], double[], double[]) - Method in interface jdistlib.inference.solver.OdeSystem
Writes the state derivative into derivative.
description() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
description() - Method in class jdistlib.accelerator.ComputeSelection
 
description() - Method in class jdistlib.accelerator.ExecutionPlan
 
description() - Method in interface jdistlib.inference.ParameterConstraint
 
detail - Variable in class jdistlib.math.IntegrationResult
Additional context supplied by the hardened API.
detailedMessage() - Method in class jdistlib.math.ImmutableIntegrationResult
 
detailedMessage() - Method in class jdistlib.math.IntegrationResult
Returns the status message with any hardened-API context appended.
determinantCumulative(double, double, double[][]) - Static method in class jdistlib.Wishart
 
determinantCumulative(double, double, double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.Wishart
Computes P(determinant(W) <= upper).
determinantProbability(double, double, double, double[][]) - Static method in class jdistlib.Wishart
 
determinantProbability(double, double, double, double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.Wishart
Computes P(lower <= determinant(W) <= upper).
determinantSign() - Method in class jdistlib.accelerator.FloatLuFactor
 
determinantSign() - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
determinantSign() - Method in class jdistlib.accelerator.LuFactor
 
determinantSign() - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
deviance(double, double, double) - Static method in class jdistlib.Tweedie
 
device() - Method in class jdistlib.accelerator.ComputeCapabilities
 
device() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
device() - Method in class jdistlib.accelerator.ComputeSelection
 
device() - Method in class jdistlib.accelerator.ExecutionPlan
 
deviceId() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
deviceInfo() - Method in interface jdistlib.accelerator.ComputeBackend
Returns stable backend, runtime, driver, and device provenance where available.
deviceInfo() - Method in class jdistlib.accelerator.ComputeSelection
Returns detailed runtime, driver, API, and device identification.
deviceInfo() - Method in class jdistlib.accelerator.CpuComputeBackend
 
df - Variable in class jdistlib.Chi
 
df - Variable in class jdistlib.ChiSquare
 
df - Variable in class jdistlib.NonCentralChiSquare
 
df - Variable in class jdistlib.NonCentralT
 
df - Variable in class jdistlib.SkewedT
 
df - Variable in class jdistlib.T
 
df - Variable in class jdistlib.Tukey
 
DF_MATCH - Enum constant in enum class jdistlib.math.spline.SmoothSplineCriterion
 
df1 - Variable in class jdistlib.F
 
df1 - Variable in class jdistlib.NonCentralF
 
df2 - Variable in class jdistlib.F
 
df2 - Variable in class jdistlib.NonCentralF
 
dgemm(MatrixTranspose, MatrixTranspose, int, int, int, double, double[], double[], double, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dgemm(MatrixTranspose, MatrixTranspose, int, int, int, double, double[], int, int, double[], int, int, double, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
Region-aware GEMM with row-major offsets and leading dimensions.
dgemmBatched(MatrixTranspose, MatrixTranspose, int, int, int, double, double[][], double[][], double, double[][]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dgemv(MatrixTranspose, int, int, double, double[], double[], double, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dgemv(MatrixTranspose, int, int, double, double[], int, int, double[], int, int, double, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
Region-aware GEMV with a row-major leading dimension and strided vectors.
dgeqp3(double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dger(int, int, double, double[], int, int, double[], int, int, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dgesvd(double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dgetrf(double[], int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dgetrfBatched(double[][], int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
diagnose(double[]) - Method in interface jdistlib.Copula
Classifies the point for safe CDF and density interpretation.
diagnose(double[]) - Method in class jdistlib.CopulaDistribution
Diagnoses the point after transformation through the marginal CDFs.
diagnose(double[]) - Method in class jdistlib.IndependenceCopula
 
DiagnosticFinding - Class in jdistlib
One evidence-based finding produced by a numerical distribution analyzer.
DiagnosticFinding(DiagnosticFinding.Severity, String, String) - Constructor for class jdistlib.DiagnosticFinding
 
DiagnosticFinding(DiagnosticFinding.Severity, String, String, double) - Constructor for class jdistlib.DiagnosticFinding
 
DiagnosticFinding.Severity - Enum Class in jdistlib
 
DiagnosticGraphs - Class in jdistlib.inference
Factories for trace, rank, autocorrelation, energy, and pair-plot datasets.
DiagnosticJson - Class in jdistlib
Dependency-free RFC 8259 serialization for numerical diagnostic reports.
diagnosticPreset(DiagnosticPreset) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
DiagnosticPreset - Enum Class in jdistlib
Balanced starting points for custom-kernel diagnostics.
diagnostics() - Method in class jdistlib.inference.Fit
 
diagnostics() - Method in class jdistlib.inference.HybridSamplingResult
 
diagnostics() - Method in exception class jdistlib.inference.lang.ModelScriptException
 
diagonal() - Static method in class jdistlib.inference.MetricConfiguration
 
diagonal(double[], double[]) - Static method in interface jdistlib.inference.GaussianReference
Independent Gaussian reference parameterized by marginal standard deviations.
DIAGONAL - Enum constant in enum class jdistlib.inference.MetricConfiguration.Type
 
diagonalBlocks() - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
diagonalBlocks() - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
diff(double[]) - Static method in class jdistlib.math.VectorMath
 
diff(double[], int) - Static method in class jdistlib.math.VectorMath
 
diff(double[], int, int) - Static method in class jdistlib.math.VectorMath
 
differenceFromBest() - Method in class jdistlib.inference.LooModelComparison.Entry
 
differenceStandardError() - Method in class jdistlib.inference.LooModelComparison.Entry
 
differenceStep - Variable in class jdistlib.inference.solver.AlgebraicSolver.Options
 
DifferentiableLogDensity - Interface in jdistlib.inference
A log density capable of adding its gradient to caller-owned storage.
DifferentiableModelFactor - Interface in jdistlib.inference
A factor that adds derivatives with respect to all constrained coordinates.
differentiate() - Method in class jdistlib.math.Polynomial
Compute the derivative of this polynomial and store the result into a new instance of QPolynomial
digamma(double) - Static method in class jdistlib.math.PolyGamma
 
digamma(double[]) - Static method in class jdistlib.math.PolyGamma
 
dimension() - Method in class jdistlib.accelerator.CholeskyFactor
Returns the matrix dimension.
dimension() - Method in class jdistlib.accelerator.FloatCholeskyFactor
 
dimension() - Method in class jdistlib.accelerator.FloatLuFactor
 
dimension() - Method in class jdistlib.accelerator.FloatSparseCholeskyFactor
 
dimension() - Method in class jdistlib.accelerator.FloatSymmetricEigenDecomposition
 
dimension() - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
dimension() - Method in class jdistlib.accelerator.LuFactor
 
dimension() - Method in interface jdistlib.accelerator.PreparedCholesky
 
dimension() - Method in interface jdistlib.accelerator.PreparedFloatCholesky
 
dimension() - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
dimension() - Method in interface jdistlib.accelerator.PreparedSparseCholesky
 
dimension() - Method in class jdistlib.accelerator.SparseCholeskyFactor
 
dimension() - Method in class jdistlib.accelerator.SymmetricEigenDecomposition
 
dimension() - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
dimension() - Method in class jdistlib.BB1Copula
 
dimension() - Method in class jdistlib.ClaytonCopula
 
dimension() - Method in interface jdistlib.Copula
Number of coordinates.
dimension() - Method in class jdistlib.CopulaDistribution
 
dimension() - Method in class jdistlib.CVineCopula
 
dimension() - Method in class jdistlib.DVineCopula
 
dimension() - Method in class jdistlib.finance.MultivariateFinancialDistribution
 
dimension() - Method in class jdistlib.FrankCopula
 
dimension() - Method in class jdistlib.GaussianCopula
 
dimension() - Method in class jdistlib.GumbelCopula
 
dimension() - Method in class jdistlib.IndependenceCopula
 
dimension() - Method in class jdistlib.inference.autodiff.ReverseModeLogDensity
 
dimension() - Method in class jdistlib.inference.BayesianModel
 
dimension() - Method in class jdistlib.inference.ChainResult
 
dimension() - Method in class jdistlib.inference.MixedStateSpace
 
dimension() - Method in class jdistlib.inference.ReversibleJumpModelSpace
 
dimension() - Method in class jdistlib.inference.ReversibleJumpState
 
dimension() - Method in class jdistlib.JoeCopula
 
dimension() - Method in class jdistlib.MixedCopulaDistribution
 
dimension() - Method in class jdistlib.RotatedCopula
 
dimension() - Method in class jdistlib.StudentTCopula
 
DimensionMatchingResult - Class in jdistlib.inference
One side of a dimension-matching map: state plus complementary auxiliaries.
DimensionMatchingResult(ReversibleJumpState, double...) - Constructor for class jdistlib.inference.DimensionMatchingResult
 
DimensionMatchingTransformation - Interface in jdistlib.inference
Reversible mapping between parameter/auxiliary pairs of equal total dimension.
DimensionMatchingValidator - Class in jdistlib.inference
Executable round-trip, dimension, and reciprocal-Jacobian validation for RJ maps.
dimensions() - Method in interface jdistlib.accelerator.PreparedLogisticRegression
 
dimensions() - Method in class jdistlib.inference.AcceleratedLogisticRegression
 
diptest(double[]) - Static method in class jdistlib.disttest.DistributionTest
Perform Hartigan's dip test, assuming the minimum test statistics D is zero.
diptest_presorted(double[]) - Static method in class jdistlib.disttest.DistributionTest
Perform Hartigan's dip test, assuming the minimum test statistics D is zero.
Dirichlet - Class in jdistlib
Dirichlet distribution on a probability simplex.
DirichletMultinomial - Class in jdistlib
Dirichlet-multinomial (multivariate Pólya) distribution.
discontinuityRatio(double) - Method in class jdistlib.FunctionAnalysisOptions.Builder
 
discrete() - Method in class jdistlib.inference.CoordinateSupport
 
discrete(GenericDistribution) - Static method in class jdistlib.CopulaMarginal
Declares a discrete marginal, deriving F(x-) as F(x)-p(x).
discrete(GenericDistribution, DoubleUnaryOperator) - Static method in class jdistlib.CopulaMarginal
Declares a discrete marginal with an explicit left-limit CDF.
DISCRETE - Enum constant in enum class jdistlib.CopulaMarginal.Kind
 
discreteCoordinates() - Method in class jdistlib.inference.MixedStateSpace
 
DiscreteFdr - Class in jdistlib.disttest
FDR procedures that exploit known heterogeneous discrete null CDFs.
DiscreteFdr.Result - Class in jdistlib.disttest
Rejection decisions and level-dependent DBH critical values.
DiscreteLaplace - Class in jdistlib
Discrete Laplace distribution on the lattice location + Z.
DiscreteLaplace(double, double) - Constructor for class jdistlib.DiscreteLaplace
 
DiscreteMetropolisKernel - Class in jdistlib.inference
Symmetric Metropolis update for one bounded or unbounded discrete coordinate.
DiscreteMetropolisKernel(int) - Constructor for class jdistlib.inference.DiscreteMetropolisKernel
 
DiscretePValueDistribution - Class in jdistlib.disttest
Finite null distribution of a discrete p-value.
DiscretePValueDistribution(double[], double[]) - Constructor for class jdistlib.disttest.DiscretePValueDistribution
 
DiscreteTailBound - Interface in jdistlib
User-supplied certificate bounding all unnormalized mass beginning at an omitted integer.
DiscreteTailBounds - Class in jdistlib
Factory methods for common caller-certified infinite-series tail bounds.
DiscreteWeibull - Class in jdistlib
Nakagawa-Osaki type-I discrete Weibull distribution on nonnegative integers.
DiscreteWeibull(double, double) - Constructor for class jdistlib.DiscreteWeibull
 
dist - Variable in class jdistlib.evd.Extreme
 
dist - Variable in class jdistlib.evd.Order
 
distance(double[]) - Static method in class jdistlib.math.VectorMath
Euclidian distance / Root mean square
distortedExpectation(GenericDistribution, RiskConvention, AdvancedRiskMeasures.Distortion) - Static method in class jdistlib.finance.AdvancedRiskMeasures
Choquet expectation integral Q(p) d g(p), with endpoint-preserving distortion g.
distribution(double[]) - Method in interface jdistlib.finance.DistributionFit.ParametricFamily
 
distribution(double[]) - Method in interface jdistlib.finance.OptionInference.DrawDistribution
 
DistributionAggregation - Class in jdistlib.finance
Reproducible aggregation, product/ratio, compound-sum, and scenario helpers.
DistributionAggregation.ScenarioTransformation - Interface in jdistlib.finance
 
DistributionAnalysis - Class in jdistlib
Numerical self-consistency checks for a constructed distribution.
DistributionApproximation - Class in jdistlib.finance
An approximate composed law together with strategy, error, and seed provenance.
DistributionApproximation(GenericDistribution, NumericalEstimate, long) - Constructor for class jdistlib.finance.DistributionApproximation
 
DistributionFit - Class in jdistlib.finance
Bounded MLE/MAP fitting with censored and interval observations.
DistributionFit.CalibrationLoss - Interface in jdistlib.finance
 
DistributionFit.LogPrior - Interface in jdistlib.finance
 
DistributionFit.Observation - Class in jdistlib.finance
 
DistributionFit.Observation.Kind - Enum Class in jdistlib.finance
 
DistributionFit.ParametricFamily - Interface in jdistlib.finance
 
DistributionFit.Result - Class in jdistlib.finance
 
Distributions - Class in jdistlib
Concise factories for composing scalar distribution objects.
DistributionTest - Class in jdistlib.disttest
Comparing two distributions
DistributionTest() - Constructor for class jdistlib.disttest.DistributionTest
 
DistributionTransforms - Class in jdistlib.finance
Numerical transform, cumulant, Fourier-inversion, and Esscher-tilt helpers.
DistributionTransforms.TiltResult - Class in jdistlib.finance
Result retaining the tilted law and its normalization diagnostics.
DivergenceLocation - Class in jdistlib.inference
Location and energy error for one divergent retained transition.
divergences() - Method in class jdistlib.inference.SamplerDiagnostics
 
Divergences - Class in jdistlib.inference
Extracts sampler pathologies with coordinates suitable for plotting.
divergent() - Method in class jdistlib.inference.ColumnarDraws
 
divergent() - Method in class jdistlib.inference.IterationStats
 
divide(int, double) - Method in class jdistlib.inference.autodiff.ReverseTape
 
divide(int, int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
divide(Complex) - Method in class jdistlib.math.Complex
 
dlogfdphi(double, double, double, double) - Static method in class jdistlib.Tweedie
Calculates d(log f)/d(phi) for the Tweedie densities.
dnrm2(int, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dot(double[], double[]) - Method in interface jdistlib.accelerator.ComputeBackend
 
dot(double[], double[]) - Method in class jdistlib.accelerator.CpuComputeBackend
 
dot(double[], double[]) - Static method in class jdistlib.math.VectorMath
Weighted sum / Dot product
dot(double[], int[]) - Static method in class jdistlib.math.VectorMath
Weighted sum / Dot product
dot(int[], double[]) - Static method in class jdistlib.math.VectorMath
Weighted sum / Dot product
dot(int[], int[]) - Static method in class jdistlib.math.VectorMath
Weighted sum / Dot product
DOT - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
DOUBLE_EXPONENTIAL - Enum constant in enum class jdistlib.math.IntegrationOptions.Method
Double-exponential tanh-sinh, exp-sinh, or sinh-sinh quadrature, selected according to the interval bounds.
doublePrecision() - Method in class jdistlib.accelerator.ComputeCapabilities
 
downsideDeviation(GenericDistribution, double) - Static method in class jdistlib.finance.FinancialRisk
 
dpbfa(double[][], int) - Static method in class jdistlib.math.LinPack
dpbfa factors a double precision symmetric positive definite matrix stored in band form.
dpbsl(double[][], int, double[]) - Static method in class jdistlib.math.LinPack
dpbsl solves the double precision symmetric positive definite band system a*x = b using the factors computed by dpbco or dpbfa.
dpotrf(double[], int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dpotrfBatched(double[][], int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dpsifn(double, int, int, int) - Static method in class jdistlib.math.PolyGamma
 
draw() - Method in class jdistlib.inference.DivergenceLocation
 
draw(int) - Method in class jdistlib.inference.ReversibleJumpResult
 
draw(int) - Method in class jdistlib.inference.SparseSubsetResult
 
draws() - Method in class jdistlib.inference.PathfinderFit
 
draws() - Method in class jdistlib.inference.PointwiseLogLikelihoodDraws
 
draws() - Method in class jdistlib.inference.ReversibleJumpParameterSummary
 
draws() - Method in class jdistlib.inference.ReversibleJumpResult
 
draws() - Method in class jdistlib.inference.SparseSubsetResult
 
drawsForModel(long) - Method in class jdistlib.inference.ReversibleJumpResult
Returns rectangular parameters for draws in one model, preserving retained order.
drawSink(DrawSink) - Method in class jdistlib.inference.SamplingOptions.Builder
 
drawSink(ReversibleJumpDrawSink) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
drawSink(SparseSubsetDrawSink) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
DrawSink - Interface in jdistlib.inference
Streaming destination for retained draws; implementations must copy if needed later.
drawsPerChain() - Method in class jdistlib.inference.McmcDiagnosticReport
 
drawsPerPath() - Method in class jdistlib.inference.PathfinderOptions
 
drawsPerPath(int) - Method in class jdistlib.inference.PathfinderOptions.Builder
 
driverVersion() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
dscal(int, double, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dswap(int, double[], int, int, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsyev(double[], int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsygvd(double[], double[], int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsymm(MatrixSide, MatrixTriangle, int, int, double, double[], double[], double, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsyr(MatrixTriangle, int, double, double[], int, int, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsyr2(MatrixTriangle, int, double, double[], int, int, double[], int, int, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsyr2k(MatrixTriangle, MatrixTranspose, int, int, double, double[], double[], double, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsyrk(MatrixTranspose, int, int, double, double[], double, double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsyrk(MatrixTranspose, int, int, double, double[], int, int, double, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dsytrf(double[], int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dtrsm(MatrixSide, MatrixTriangle, MatrixTranspose, MatrixDiagonal, int, int, double, double[], double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dtrsm(MatrixSide, MatrixTriangle, MatrixTranspose, MatrixDiagonal, int, int, double, double[], int, int, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
Region-aware triangular multi-right-side solve.
dtrsv(MatrixTriangle, MatrixTranspose, MatrixDiagonal, int, double[], double[]) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
dtweedie_saddle(double, double, double, double, double, boolean) - Static method in class jdistlib.Tweedie
 
dtweedie_series(double, double, double, double, boolean) - Static method in class jdistlib.Tweedie
 
dualAveragingState() - Method in class jdistlib.inference.SamplerCheckpoint
 
DVineCopula - Class in jdistlib
Simplified D-vine copula assembled from bivariate conditional copulas.
DVineCopula(PairCopula[]...) - Constructor for class jdistlib.DVineCopula
Creates a D-vine.
dynamicRangeOrders(double) - Method in class jdistlib.FunctionAnalysisOptions.Builder
 

E

ebd0(double, double, double[]) - Static method in class jdistlib.math.MathFunctions
Computes the deviance part x * log(x / mean) + mean - x as a high and low component.
edges() - Method in class jdistlib.inference.ModelGraph
 
effectiveNumberOfParameters() - Method in class jdistlib.inference.PsisLoo.Result
 
effectiveNumberOfParameters() - Method in class jdistlib.inference.Waic.Result
 
effectiveSampleSize() - Method in class jdistlib.inference.PsisLoo.Result
 
effectiveSampleSize(double[]) - Static method in class jdistlib.inference.MonteCarloError
 
eigenvalues() - Method in class jdistlib.accelerator.FloatSymmetricEigenDecomposition
Returns eigenvalues in ascending order.
eigenvalues() - Method in class jdistlib.accelerator.SymmetricEigenDecomposition
Returns eigenvalues in ascending order.
eigenvectors() - Method in class jdistlib.accelerator.FloatSymmetricEigenDecomposition
Returns a row-major orthogonal matrix whose columns are eigenvectors.
eigenvectors() - Method in class jdistlib.accelerator.SymmetricEigenDecomposition
Returns a row-major orthogonal matrix whose columns are eigenvectors.
elapsedNanoseconds() - Method in class jdistlib.inference.FactorProfile
 
elapsedNanoseconds() - Method in class jdistlib.inference.RunManifest
 
EllipticalSliceSampler - Class in jdistlib.inference
Tuning-free elliptical slice sampler; target is the likelihood-only log density.
EllipticalSliceSampler(GaussianReference) - Constructor for class jdistlib.inference.EllipticalSliceSampler
 
elpd() - Method in class jdistlib.inference.LooModelComparison.Entry
 
elpd() - Method in class jdistlib.inference.PsisLoo.Result
 
elpd() - Method in class jdistlib.inference.Waic.Result
 
elpd(int, String) - Method in interface jdistlib.inference.PsisLoo.ExactLooFallback
 
Empirical - Class in jdistlib
Discrete empirical distribution that samples observations with replacement.
Empirical(double[]) - Constructor for class jdistlib.Empirical
 
EmpiricalDistribution - Class in jdistlib.finance
Immutable equal-weight empirical distribution used by reproducible fallbacks.
EmpiricalDistribution(double[]) - Constructor for class jdistlib.finance.EmpiricalDistribution
 
empty() - Static method in class jdistlib.inference.lang.ExternalFunctionRegistry
 
empty() - Static method in class jdistlib.math.CallbackProfile
Empty profile used by legacy integration overloads.
endsSlowWindow(int) - Method in class jdistlib.inference.WarmupSchedule.Resolved
 
energy() - Method in class jdistlib.inference.IterationStats
 
energy(int, ChainResult...) - Static method in class jdistlib.inference.DiagnosticGraphs
 
energyBayesianFractionMissingInformation() - Method in class jdistlib.inference.SamplerDiagnostics
 
energyError() - Method in class jdistlib.inference.DivergenceLocation
 
energyError() - Method in class jdistlib.inference.IterationStats
 
entries() - Method in class jdistlib.inference.WarmupTrace
 
entropic(GenericDistribution, double, RiskConvention) - Static method in class jdistlib.finance.AdvancedRiskMeasures
Entropic risk log E exp(theta*loss)/theta with an explicit MGF-domain check.
entropy() - Method in class jdistlib.NumericalContinuousDistribution
Numerically evaluates differential entropy, -E[log f(X)].
entropy() - Method in class jdistlib.NumericalDiscreteDistribution
Shannon entropy in nats.
EPANECHNIKOV - Enum constant in enum class jdistlib.math.density.Kernel
 
equals(Object) - Method in class jdistlib.inference.lang.TupleValue
 
equals(Object) - Method in class jdistlib.inference.ObservationMetadata
 
equals(Object) - Method in class jdistlib.inference.ReversibleJumpState
 
equals(Object) - Method in class jdistlib.inference.SparseSubsetState
 
equals(Object) - Method in class jdistlib.math.Complex
 
equicoordinateQuantile(double, double[], double[][]) - Static method in class jdistlib.MultivariateCauchy
 
equicoordinateQuantile(double, double[], double[][]) - Static method in class jdistlib.MultivariateLogNormal
 
equicoordinateQuantile(double, double[], double[][]) - Static method in class jdistlib.MultivariateNormal
 
equicoordinateQuantile(double, double[], double[][], double) - Static method in class jdistlib.MultivariateStudentT
 
equicoordinateQuantile(double, double[], double[][], double, MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateStudentT
Equicoordinate quantile, with one common threshold in every dimension.
equicoordinateQuantile(double, double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateCauchy
 
equicoordinateQuantile(double, double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateLogNormal
Equicoordinate quantile on the original, positive measurement scale.
equicoordinateQuantile(double, double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateNormal
Finds the scalar q satisfying P[X[i] <= q for every i] = p.
erf__(double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- EVALUATION OF THE REAL ERROR FUNCTION -----------------------------------------------------------------------
erfc1(int, double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- EVALUATION OF THE COMPLEMENTARY ERROR FUNCTION ERFC1(IND,X) = ERFC(X) IF IND = 0 ERFC1(IND,X) = EXP(X*X)*ERFC(X) OTHERWISE -----------------------------------------------------------------------
ERROR - Enum constant in enum class jdistlib.DiagnosticFinding.Severity
 
ERROR - Enum constant in enum class jdistlib.inference.HealthSeverity
 
esscherTilt(GenericDistribution, double) - Static method in class jdistlib.finance.DistributionTransforms
Constructs a normalized exponentially tilted continuous distribution.
essPerEvaluation(double, long) - Static method in class jdistlib.inference.MonteCarloError
 
essPerSecond(double, long) - Static method in class jdistlib.inference.MonteCarloError
 
estimatedAllocatedBytes() - Method in class jdistlib.inference.FactorProfile
Best-effort positive heap-growth estimate; use a profiler for exact allocation attribution.
estimatedFalseDiscoveryRate(double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Estimates FDR at a raw p-value cutoff using the default spline pi-zero estimate.
estimatedFalseDiscoveryRate(double[], double, double) - Static method in class jdistlib.disttest.MultipleTesting
Estimates FDR at a raw cutoff for a caller-supplied pi-zero.
estimateNullProportion(double[]) - Static method in class jdistlib.disttest.MultipleTesting
Estimates pi-zero with the default lambda grid and three spline degrees of freedom.
estimateNullProportion(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Estimates the true-null proportion by smoothing the Storey estimates over lambda and predicting at the largest lambda.
estimateNullProportionQuantile(double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Uses the default lambda grid for the quantile pi-zero estimator.
estimateNullProportionQuantile(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Estimates pi-zero as a quantile of the estimates across lambda values.
esum(int, double, boolean) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- EVALUATION OF EXP(MU + X) -----------------------------------------------------------------------
eval(double) - Method in class jdistlib.math.approx.ApproximationFunction
 
eval(double) - Method in interface jdistlib.math.UnivariateFunction
 
eval(double...) - Method in interface jdistlib.math.MultivariableFunction
 
evaluate(double) - Method in class jdistlib.math.Polynomial
Evaluate this polynomial at x = x0
evaluate(double[]) - Method in interface jdistlib.inference.GeneratedQuantity
 
evaluate(double[]) - Method in class jdistlib.math.Polynomial
Evaluate this polynomial based on a precomputed vector of powers of the variable.
evaluate(double[][]) - Method in interface jdistlib.inference.lang.StanExternalFunction
Evaluates flattened arguments and returns values plus a complete Jacobian.
evaluate(double[][], double) - Method in interface jdistlib.accelerator.PreparedLogisticRegression
 
evaluate(double[], double[], double[], double[]) - Method in interface jdistlib.inference.solver.AlgebraicSystem
Writes the residual into residual.
evaluate(ReverseDifferentiableFunction, double[], double[]) - Method in class jdistlib.inference.autodiff.ReverseModeGradient
Evaluates the function and writes its gradient without allocating tape nodes.
evaluate(ReverseTape, int[]) - Method in interface jdistlib.inference.autodiff.ReverseDifferentiableFunction
 
evaluate(BayesianModel, double[], int...) - Method in class jdistlib.inference.ModelEvaluationCache
 
evaluate(ModelState) - Method in interface jdistlib.inference.PointwiseLogLikelihoodEvaluator
 
EVALUATION_BUDGET_EXCEEDED - Enum constant in enum class jdistlib.CopulaMeasureResult.Status
 
EVALUATION_BUDGET_EXHAUSTED - Enum constant in enum class jdistlib.math.IntegrationStatus
 
EvaluationCounter - Class in jdistlib.inference
Thread-confined log-density wrapper reporting value and gradient work.
EvaluationCounter(DifferentiableLogDensity) - Constructor for class jdistlib.inference.EvaluationCounter
 
evaluations - Variable in class jdistlib.MultivariateProbabilityResult
Number of transformed-integrand evaluations.
evaluations() - Method in class jdistlib.inference.OptimizationResult
 
evaluations() - Method in class jdistlib.inference.solver.AlgebraicSolver.Result
 
evaluator() - Method in class jdistlib.inference.BayesianModel
 
evidence() - Method in class jdistlib.inference.HealthIssue
 
exact(double) - Static method in class jdistlib.finance.DistributionFit.Observation
 
exact(double[]) - Static method in class jdistlib.disttest.DiscretePValueDistribution
Builds the common exact-p-value distribution with F(t)=t on its support.
exact(double, double) - Static method in class jdistlib.finance.DistributionFit.Observation
 
EXACT - Enum constant in enum class jdistlib.finance.DistributionFit.Observation.Kind
 
EXACT_CONTINUOUS - Enum constant in enum class jdistlib.CopulaMeasureResult.Status
 
exactDiscreteConvolution(GenericDistribution...) - Static method in class jdistlib.finance.DistributionAggregation
Exact convolution of finite integer-valued atom-aware distributions.
ExecutionKind - Enum Class in jdistlib.accelerator
How an inspected operation is expected to execute.
ExecutionPlan - Class in jdistlib.accelerator
Immutable prediction of where and how one operation will execute.
ExecutionPlan(LinearAlgebraOperation, NumericPrecision, ExecutionKind, String, String, String) - Constructor for class jdistlib.accelerator.ExecutionPlan
 
exp() - Method in class jdistlib.math.Complex
 
exp(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
EXP - Enum constant in enum class jdistlib.accelerator.UnaryOperation
 
exparg(int) - Static method in class jdistlib.math.MathFunctions
--------------------------------------------------------------------
expectation(UnivariateFunction) - Method in class jdistlib.NumericalContinuousDistribution
Numerically evaluates E[g(X)] with immutable integration diagnostics.
expectation(UnivariateFunction) - Method in class jdistlib.NumericalDiscreteDistribution
Exactly evaluates E[g(X)] over the retained finite support.
expectedShortfall(double, RiskConvention) - Method in class jdistlib.finance.OptionInference.PosteriorEnsemble
 
expectedShortfall(GenericDistribution, double, RiskConvention) - Static method in class jdistlib.finance.FinancialRisk
Atom-aware expected loss beyond VaR, defined through the quantile integral.
expectedShortfallMagnitude(GenericDistribution, double) - Static method in class jdistlib.finance.FinancialRisk
 
expectile(GenericDistribution, double) - Static method in class jdistlib.finance.FinancialRisk
Asymmetric least-squares expectile with a bracket/convergence report.
expm1(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
Exponential - Class in jdistlib
 
Exponential(double) - Constructor for class jdistlib.Exponential
 
ExponentiallyModifiedGaussian - Class in jdistlib
Distribution of an independent normal variate plus an exponential variate.
ExponentiallyModifiedGaussian(double, double, double) - Constructor for class jdistlib.ExponentiallyModifiedGaussian
 
ExternalFunctionRegistry - Class in jdistlib.inference.lang
Immutable name-to-Java registry for forward-declared Stan functions.
ExternalFunctionRegistry.Builder - Class in jdistlib.inference.lang
 
ExternalFunctionResult - Class in jdistlib.inference.lang
Immutable external-function values and derivatives with respect to flattened arguments.
ExternalFunctionResult(double[], int[], double[][]) - Constructor for class jdistlib.inference.lang.ExternalFunctionResult
 
extract(PointwiseLogLikelihood, ChainResult...) - Static method in class jdistlib.inference.PointwiseLogLikelihoodDraws
 
extractPointwiseLogLikelihood(ChainResult...) - Method in interface jdistlib.inference.PointwiseLogLikelihood
 
EXTRAPOLATION_ROUNDOFF - Enum constant in enum class jdistlib.math.IntegrationStatus
 
Extreme - Class in jdistlib.evd
Extreme distribution.
Extreme(GenericDistribution, int, boolean) - Constructor for class jdistlib.evd.Extreme
 
ExtremeValueInference - Class in jdistlib.finance
GEV/GPD fitting, tail-index estimators, return levels, and threshold diagnostics.
ExtremeValueInference.ThresholdDiagnostics - Class in jdistlib.finance
 

F

f - Variable in class jdistlib.math.IntegrationResult
 
F - Class in jdistlib
 
F(double, double) - Constructor for class jdistlib.F
 
factor() - Method in class jdistlib.inference.FactorSpec
 
factor(String, String[], ModelFactor) - Method in class jdistlib.inference.ModelBuilder
 
FACTOR - Enum constant in enum class jdistlib.inference.ModelGraph.NodeKind
 
factorNonzeroCount() - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
factorNonzeroCount() - Method in interface jdistlib.accelerator.PreparedSparseCholesky
Number of entries in the current lower Cholesky factor.
FactorProfile - Class in jdistlib.inference
Immutable factor timing and numerical-stability snapshot.
FactorProfiler - Class in jdistlib.inference
Wraps factors without changing whether analytic gradients are available.
factors() - Method in class jdistlib.inference.BayesianModel
 
FactorSpec - Class in jdistlib.inference
Immutable factor metadata and evaluator.
factory() - Method in class jdistlib.inference.lang.LoadedGeneratedModel
 
failureX - Variable in class jdistlib.math.IntegrationResult
Coordinate associated with a callback or non-finite-value failure.
fallbackUsed() - Method in class jdistlib.inference.PsisLoo.Result
 
FALSE - Enum constant in enum class jdistlib.util.Bool3
 
FAST - Enum constant in enum class jdistlib.DiagnosticPreset
 
FellerPareto - Class in jdistlib
Five-parameter Feller-Pareto distribution from actuar.
FellerPareto(double, double, double, double, double) - Constructor for class jdistlib.FellerPareto
 
fftConvolution(double[], double, double[], double, double) - Static method in class jdistlib.finance.DistributionAggregation
Linear (non-cyclic) FFT convolution of two equal-step probability grids.
FINAL_FAST - Enum constant in enum class jdistlib.inference.WarmupSchedule.Phase
 
finalStepSize() - Method in class jdistlib.inference.WarmupResult
 
FinancialRisk - Class in jdistlib.finance
Atom-aware tail-risk, partial-moment, and option-payoff functionals.
findRoots() - Method in class jdistlib.math.Polynomial
Returns the root.
findRoots(double[], double[]) - Static method in class jdistlib.math.Polynomial
Jenkins-Traub algorithm for finding root of polynomials.
findScalarQuotient(Polynomial) - Method in class jdistlib.math.Polynomial
 
finite() - Method in class jdistlib.inference.CoordinateSupport
 
finiteDifference(LogDensity) - Static method in class jdistlib.inference.Gradients
Creates a central finite-difference adapter for diagnostic or fallback use.
finiteDifference(LogDensity, double) - Static method in class jdistlib.inference.Gradients
 
FiniteDiscreteGibbsKernel - Class in jdistlib.inference
Exact full-conditional update for one finite integer or categorical coordinate.
FiniteDiscreteGibbsKernel(int) - Constructor for class jdistlib.inference.FiniteDiscreteGibbsKernel
 
FiniteGridDistribution - Class in jdistlib.finance
Immutable equally-spaced finite distribution used by exact/FFT/Panjer grids.
FiniteGridDistribution(double, double, double[]) - Constructor for class jdistlib.finance.FiniteGridDistribution
 
fit(double[][], CopulaFamily) - Static method in class jdistlib.CopulaFitter
 
fit(double[][], CopulaFamily, CopulaFitOptions) - Static method in class jdistlib.CopulaFitter
Fits raw observations after applying marginal ranks.
fit(double[][], VineStructure) - Static method in class jdistlib.VineFitter
 
fit(double[], double[]) - Static method in class jdistlib.math.spline.SmoothSpline
 
fit(double[], double[], double[]) - Static method in class jdistlib.math.spline.SmoothSpline
 
fit(double[], double[], double[], SmoothSplineCriterion, double, double) - Static method in class jdistlib.math.spline.SmoothSpline
 
fit(double[], double[], double[], SmoothSplineCriterion, double, double, double) - Static method in class jdistlib.math.spline.SmoothSpline
Fit a smooth spline
fit(double[], double[], double[], SmoothSplineCriterion, double, double, double, double, double, double, int) - Static method in class jdistlib.math.spline.SmoothSpline
Fit a smooth spline
fit(double, double, OptionObservation[], OptionCalibration.Family, double[], int) - Static method in class jdistlib.finance.OptionCalibration
 
fit(String[], double[][]) - Static method in class jdistlib.inference.PredictiveStacking
 
fit(String[], PsisLoo.Result...) - Static method in class jdistlib.inference.PredictiveStacking
 
fit(DistributionFit.Observation[], DistributionFit.ParametricFamily, double[], DistributionFit.LogPrior, DistributionFit.CalibrationLoss, int, double) - Static method in class jdistlib.finance.DistributionFit
 
fit(DifferentiableLogDensity, double[][], PathfinderOptions, RandomEngine) - Static method in class jdistlib.inference.Pathfinder
 
fit(Sampler, LogDensity, double[][], SamplingOptions, long, int) - Static method in class jdistlib.inference.Inference
 
fit(Sampler, LogDensity, String, double[][], SamplingOptions, long, int) - Static method in class jdistlib.inference.Inference
Fits with a stable caller-provided model/source identity included in the manifest hash.
Fit - Class in jdistlib.inference
First-class inference result combining chains, diagnostics, and provenance.
fitDFMatch(double[], double[], double) - Static method in class jdistlib.math.spline.SmoothSpline
 
fitDFMatch(double[], double[], double[], double) - Static method in class jdistlib.math.spline.SmoothSpline
 
fitGev(double[]) - Static method in class jdistlib.finance.ExtremeValueInference
 
fitGevPwm(double[]) - Static method in class jdistlib.finance.ExtremeValueInference
Probability-weighted-moment initialization returned through the common result contract.
fitGpd(double[], double) - Static method in class jdistlib.finance.ExtremeValueInference
 
fitMixed(double[][], CopulaMarginal[], long, CopulaFamily) - Static method in class jdistlib.CopulaFitter
Fits declared marginals using a reproducible randomized transform.
fitMixed(double[][], CopulaMarginal[], long, CopulaFamily, CopulaFitOptions) - Static method in class jdistlib.CopulaFitter
Fits declared marginals using a reproducible randomized transform.
fitMixed(double[][], CopulaMarginal[], long, VineStructure, CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.VineFitter
Fits a vine after a reproducible randomized marginal transform.
fitMixed(double[][], CopulaMarginal[], CopulaFamily) - Static method in class jdistlib.CopulaFitter
Fits declared continuous/discrete marginals using midpoint transforms.
fitMixed(double[][], CopulaMarginal[], RandomEngine, CopulaFamily, CopulaFitOptions) - Static method in class jdistlib.CopulaFitter
Fits declared marginals using midpoint or randomized distributional transforms.
fitMixed(double[][], CopulaMarginal[], RandomEngine, VineStructure, CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.VineFitter
Fits a vine after continuous/discrete marginal probability transforms.
fitMixed(double[][], CopulaMarginal[], VineStructure, CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.VineFitter
Fits a vine after continuous/discrete marginal probability transforms.
fitUniforms(double[][], CopulaFamily) - Static method in class jdistlib.CopulaFitter
 
fitUniforms(double[][], CopulaFamily, CopulaFitOptions) - Static method in class jdistlib.CopulaFitter
Fits observations already transformed to the open unit hypercube.
fitUniforms(double[][], VineStructure, CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.VineFitter
 
FixedDimensionSamplerRjKernel - Class in jdistlib.inference
Adapts one frozen ordinary JDistlib sampler transition for use within an RJ model.
FixedDimensionSamplerRjKernel(String, Sampler, SamplingOptions) - Constructor for class jdistlib.inference.FixedDimensionSamplerRjKernel
 
fixedModelTarget(long) - Method in interface jdistlib.inference.ReversibleJumpTarget
Fixed-model view used to reuse ordinary JDistlib kernels; override to preserve analytic gradients.
fligner_test(double[], int[]) - Static method in class jdistlib.disttest.DistributionTest
Fligner-Killeen test
fligner_test(double[], int[], double) - Static method in class jdistlib.disttest.DistributionTest
Fligner-Killeen test with a significant-digits control for ranking centered absolute deviations.
FloatCholeskyFactor - Class in jdistlib.accelerator
Immutable FP32 lower Cholesky factor with reusable SPD solves.
FloatCholeskyFactor(int, float[]) - Constructor for class jdistlib.accelerator.FloatCholeskyFactor
Creates a factor from a row-major lower-triangular matrix.
FloatCsrMatrix - Class in jdistlib.matrix
Immutable FP32 CSR matrix with one-based Stan-compatible indices.
FloatCsrMatrix(int, int, float[], int[], int[]) - Constructor for class jdistlib.matrix.FloatCsrMatrix
 
FloatLuFactor - Class in jdistlib.accelerator
Immutable FP32 partial-pivoted LU factorization of a square matrix.
FloatLuFactor(int, float[], int[], int) - Constructor for class jdistlib.accelerator.FloatLuFactor
 
FloatPivotedQrFactor - Class in jdistlib.accelerator
Immutable FP32 column-pivoted Householder QR factorization.
FloatPivotedQrFactor(int, int, float[], float[], int[]) - Constructor for class jdistlib.accelerator.FloatPivotedQrFactor
Creates a factor from packed Householder QR storage and a zero-based pivot.
FloatSingularValueDecomposition - Class in jdistlib.accelerator
Immutable FP32 thin singular-value decomposition A = U*S*Vt.
FloatSingularValueDecomposition(int, int, float[], float[], float[]) - Constructor for class jdistlib.accelerator.FloatSingularValueDecomposition
Creates a thin SVD with descending singular values.
FloatSparseCholeskyFactor - Class in jdistlib.accelerator
Immutable FP32 sparse Cholesky factor with reusable solves.
FloatSymmetricEigenDecomposition - Class in jdistlib.accelerator
Immutable FP32 eigendecomposition of a real symmetric matrix.
FloatSymmetricEigenDecomposition(int, float[], float[]) - Constructor for class jdistlib.accelerator.FloatSymmetricEigenDecomposition
Creates a decomposition with ascending eigenvalues and eigenvectors in columns.
FloatSymmetricIndefiniteFactor - Class in jdistlib.accelerator
FP32 pivoted P*A*P' = L*D*L' factorization with 1x1/2x2 D blocks.
FloatSymmetricIndefiniteFactor(int, float[], float[], int[], int[]) - Constructor for class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
FLT_DIG - Static variable in class jdistlib.math.Constants
 
FLT_EPSILON - Static variable in class jdistlib.math.Constants
 
FLT_MANT_DIG - Static variable in class jdistlib.math.Constants
 
FLT_MAX_EXP - Static variable in class jdistlib.math.Constants
 
FLT_MIN_EXP - Static variable in class jdistlib.math.Constants
 
FLT_RADIX - Static variable in class jdistlib.math.Constants
 
fm - Variable in class jdistlib.Binomial.RandomState
 
FoldedNormal - Class in jdistlib
VGAM folded normal distribution, including asymmetric positive and negative scaling factors a1 and a2.
FoldedNormal(double, double) - Constructor for class jdistlib.FoldedNormal
 
FoldedNormal(double, double, double, double) - Constructor for class jdistlib.FoldedNormal
 
force() - Method in class jdistlib.inference.MappedDrawStore
 
FORCE - Enum constant in enum class jdistlib.inference.ComputeNuts
Require hardware-accelerated target evaluation even when it may be slower.
forNuts(SamplingOptions, double[][], double[], double) - Static method in class jdistlib.inference.AcceleratedLogisticRegression
Selects the backend from general sampling options for a NUTS workflow.
forPreset(DiagnosticPreset) - Static method in class jdistlib.FunctionAnalysisOptions
Returns the ready-to-use settings represented by a named preset.
forward(ReversibleJumpState, double[]) - Method in class jdistlib.inference.CoordinateInsertionTransformation
 
forward(ReversibleJumpState, double[]) - Method in class jdistlib.inference.CoordinateSplitTransformation
 
forward(ReversibleJumpState, double[]) - Method in interface jdistlib.inference.DimensionMatchingTransformation
 
FourierInversionOptions - Class in jdistlib.finance
Work, truncation, and convergence controls for adaptive Fourier inversion.
FP32 - Enum constant in enum class jdistlib.accelerator.NumericPrecision
 
FP64 - Enum constant in enum class jdistlib.accelerator.NumericPrecision
 
fpser(double, double, double, double, boolean) - Static method in class jdistlib.math.MathFunctions
 
FRANK - Enum constant in enum class jdistlib.CopulaFamily
 
FrankCopula - Class in jdistlib
Exchangeable Frank copula.
FrankCopula(int, double) - Constructor for class jdistlib.FrankCopula
 
freezeAdaptation() - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
freezeAdaptation() - Method in class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
freezeAdaptation() - Method in class jdistlib.inference.ModelSpecificRjKernel
 
freezeAdaptation() - Method in interface jdistlib.inference.ReversibleJumpMove
 
freezeAdaptation() - Method in interface jdistlib.inference.ReversibleJumpWithinModelKernel
 
freezeAdaptation() - Method in interface jdistlib.inference.RjBirthProposal
 
freezeAdaptation() - Method in class jdistlib.inference.SubsetBirthMove
 
freezeAdaptation() - Method in class jdistlib.inference.SubsetDeathMove
 
freezeAdaptation() - Method in class jdistlib.inference.SubsetSwapMove
 
Fretchet - Class in jdistlib.evd
Fretchet distribution.
Fretchet(double, double, double) - Constructor for class jdistlib.evd.Fretchet
 
frexp(double, int[]) - Static method in class jdistlib.math.MathFunctions
Implementation of frexp
from() - Method in class jdistlib.inference.ModelGraph.Edge
 
from(WarmupResult, String, String) - Static method in class jdistlib.inference.WarmupBundle
 
fromCode(int) - Static method in enum class jdistlib.math.IntegrationStatus
Returns the typed status corresponding to a legacy integer code.
fromDense(int, int, double[], double) - Static method in class jdistlib.matrix.CsrMatrix
Converts a row-major dense matrix, omitting entries with absolute value at most tolerance.
fromKendallsTau(double[][]) - Static method in class jdistlib.GaussianCopula
Constructs the Gaussian copula whose pairwise Kendall tau matrix is supplied.
fromKendallsTau(double[][], double) - Static method in class jdistlib.StudentTCopula
 
fromKendallsTau(int, double) - Static method in class jdistlib.ClaytonCopula
 
fromKendallsTau(int, double) - Static method in class jdistlib.FrankCopula
 
fromKendallsTau(int, double) - Static method in class jdistlib.GumbelCopula
 
fromLogKernel(UnivariateFunction, double, double) - Static method in class jdistlib.NumericalContinuousDistribution
Constructs from a log-kernel, automatically selecting a finite reference value from deterministic interior probes.
fromLogKernel(UnivariateFunction, double, double, double, IntegrationOptions) - Static method in class jdistlib.NumericalContinuousDistribution
Constructs from a log-kernel with a user-supplied finite scaling reference.
fromLogKernel(UnivariateFunction, double, double, IntegrationOptions) - Static method in class jdistlib.NumericalContinuousDistribution
Constructs from a log-kernel with explicit integration options.
fromLogKernel(UnivariateFunction, NumericalSupport, UnivariateFunction, IntegrationOptions) - Static method in class jdistlib.NumericalPiecewiseDistribution
Constructs a regionally scaled piecewise distribution from log formulas.
fromLogWeights(UnivariateFunction, double[]) - Static method in class jdistlib.NumericalDiscreteDistribution
Constructs over explicit outcomes from unnormalized log-weights.
fromLogWeights(UnivariateFunction, int, int) - Static method in class jdistlib.NumericalDiscreteDistribution
Constructs over an inclusive integer range from unnormalized log-weights.
fromModel() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
fromS0(double, double, double, double) - Static method in class jdistlib.finance.StableDistribution
Converts Nolan S0 location to this class's canonical S1 location.
fromSize() - Method in class jdistlib.inference.SparseSubsetIterationStats
 
FunctionAnalysis - Class in jdistlib
Evidence gathered while probing and repeatedly integrating a kernel.
FunctionAnalysisOptions - Class in jdistlib
Immutable settings for probability-kernel sanity analysis.
FunctionAnalysisOptions.Builder - Class in jdistlib
 
functionEss(double[][], ToDoubleFunction<double[]>) - Static method in class jdistlib.inference.MonteCarloError
 
functionMcse(double[][], ToDoubleFunction<double[]>) - Static method in class jdistlib.inference.MonteCarloError
 

G

gam1(double) - Static method in class jdistlib.math.MathFunctions
------------------------------------------------------------------ COMPUTATION OF 1/GAMMA(A+1) - 1 FOR -0.5 <= A <= 1.5 ------------------------------------------------------------------
gamln(double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- Evaluation of ln(gamma(a)) for positive a ----------------------------------------------------------------------- Written by Alfred H.
gamln1(double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- EVALUATION OF LN(GAMMA(1 + A)) FOR -0.2 <= A <= 1.25 -----------------------------------------------------------------------
gamma - Variable in class jdistlib.SkewedT
 
Gamma - Class in jdistlib
 
Gamma(double, double) - Constructor for class jdistlib.Gamma
 
gamma_cody(double) - Static method in class jdistlib.math.MathFunctions
---------------------------------------------------------------------- This routine calculates the GAMMA function for a float argument X.
gammafn(double) - Static method in class jdistlib.math.MathFunctions
 
gammafn(double[]) - Static method in class jdistlib.math.MathFunctions
Batch call gamma function
GAUSSIAN - Enum constant in enum class jdistlib.CopulaFamily
 
GAUSSIAN - Enum constant in enum class jdistlib.math.density.Kernel
 
GaussianCopula - Class in jdistlib
Gaussian copula parameterized by a positive-definite correlation matrix.
GaussianCopula(double[][]) - Constructor for class jdistlib.GaussianCopula
 
GaussianReference - Interface in jdistlib.inference
Gaussian prior/reference measure used by elliptical slice and pCN updates.
GaussianRjBirthProposal - Class in jdistlib.inference
Candidate-specific or common Gaussian birth proposal.
GaussianRjBirthProposal(double[], double[]) - Constructor for class jdistlib.inference.GaussianRjBirthProposal
 
GaussianRjBirthProposal(double, double) - Constructor for class jdistlib.inference.GaussianRjBirthProposal
 
GaussianSparseCoefficientProposal - Class in jdistlib.inference
Independent Gaussian sparse-coefficient birth proposal.
GaussianSparseCoefficientProposal(double, double) - Constructor for class jdistlib.inference.GaussianSparseCoefficientProposal
 
gavrilovBenjaminiSarkar(double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Runs the Gavrilov-Benjamini-Sarkar adaptive step-down FDR procedure.
gavrilovBenjaminiSarkar(double[], double, int) - Static method in class jdistlib.disttest.MultipleTesting
Runs GBS for a declared total family size.
gcd(int, int) - Static method in class jdistlib.math.MathFunctions
Find greatest common divisor of m and n
GCV - Enum constant in enum class jdistlib.math.spline.SmoothSplineCriterion
 
GEMM - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
GEMV - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
GeneralizedBetaSecondKind - Class in jdistlib
Four-parameter generalized beta distribution of the second kind (GB2).
GeneralizedBetaSecondKind(double, double, double, double) - Constructor for class jdistlib.GeneralizedBetaSecondKind
 
GeneralizedF - Class in jdistlib
Prentice generalized-F survival distribution used by flexsurv.
GeneralizedF(double, double, double, double) - Constructor for class jdistlib.GeneralizedF
 
GeneralizedGamma - Class in jdistlib
Stacy generalized gamma distribution as parameterized by VGAM.
GeneralizedGamma(double, double, double) - Constructor for class jdistlib.GeneralizedGamma
 
generalizedHyperbolic(double, double, double, double[], double[], double[][]) - Static method in class jdistlib.finance.MultivariateFinancialDistribution
Multivariate GH normal-variance mixture with W~GIG(lambda,chi,psi).
GeneralizedHyperbolicDistribution - Class in jdistlib.finance
Generalized-hyperbolic law in the canonical (lambda, alpha, beta, delta, mu) parameterization, with alpha > |beta| and delta > 0.
GeneralizedHyperbolicDistribution(double, double, double, double, double) - Constructor for class jdistlib.finance.GeneralizedHyperbolicDistribution
 
GeneralizedInverseGaussianDistribution - Class in jdistlib.finance
Generalized-inverse-Gaussian law in (lambda, chi, psi), chi/psi positive.
GeneralizedInverseGaussianDistribution(double, double, double) - Constructor for class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
GeneralizedPareto - Class in jdistlib.evd
Generalized Pareto Distribution Taken from EVD package of R
GeneralizedPareto(double, double, double) - Constructor for class jdistlib.evd.GeneralizedPareto
 
generate(double[], RandomEngine) - Method in class jdistlib.inference.lang.CompiledModelScript
 
generate(String, String) - Static method in class jdistlib.inference.lang.ModelSourceGenerator
 
generate(RandomEngine) - Method in interface jdistlib.inference.SimulationBasedCalibration.Generator
 
GeneratedModelFactory - Interface in jdistlib.inference.lang
Contract implemented by ahead-of-time generated script wrappers.
GeneratedQuantity - Interface in jdistlib.inference
Named scalar generated from one retained unconstrained state.
GeneratedQuantitySink - Class in jdistlib.inference
Appends generated quantities to each state before forwarding it to another sink.
GeneratedQuantitySink(DrawSink, GeneratedQuantity...) - Constructor for class jdistlib.inference.GeneratedQuantitySink
 
GenericDistribution - Class in jdistlib.generic
An interface for a generic distribution.
GenericDistribution() - Constructor for class jdistlib.generic.GenericDistribution
 
geom_mean(double[]) - Static method in class jdistlib.math.VectorMath
Geometric mean
geom_sd(double[]) - Static method in class jdistlib.math.VectorMath
Geometric standard deviation (per Bug #34 request)
Geometric - Class in jdistlib
 
Geometric(double) - Constructor for class jdistlib.Geometric
 
geometricRatio(double) - Static method in class jdistlib.DiscreteTailBounds
Geometric/ratio-test bound.
GeometryAdvice - Class in jdistlib.inference
Coordinate associated with divergences and a scale/reparameterization suggestion.
GeometryAdvisor - Class in jdistlib.inference
Ranks coordinates whose divergent and non-divergent locations are most separated.
geometryFingerprint() - Method in class jdistlib.inference.WarmupBundle
 
GEQP3 - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
GER - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
GESVD - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
getAbsoluteError() - Method in class jdistlib.CopulaMeasureResult
 
getAbsoluteError() - Method in class jdistlib.finance.NumericalEstimate
 
getAbsoluteError() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getAbsoluteMoment(double) - Method in class jdistlib.DistributionAnalysis
Returns the requested order's report, or null when it was not requested.
getAbsoluteMoments() - Method in class jdistlib.DistributionAnalysis
 
getAbsoluteTolerance() - Method in class jdistlib.math.IntegrationOptions
 
getAdaptiveProbeRounds() - Method in class jdistlib.FunctionAnalysisOptions
Number of rounds used to focus randomized probes around observed features.
getAdjustedPValues() - Method in class jdistlib.disttest.MultipleTesting.CensoredTestResult
Returns adjusted values for recorded tests.
getAllowedDiscrepancy() - Method in class jdistlib.math.IntegrationStabilityResult
 
getAlpha() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
getAlpha() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getAlpha() - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
getAlpha() - Method in class jdistlib.finance.StableDistribution
 
getAnalysis() - Method in class jdistlib.NumericalDistributionBuildResult
 
getAsk() - Method in class jdistlib.finance.OptionObservation
 
getAtomLocations() - Method in class jdistlib.finance.OptionImpliedDistribution
 
getAtomMasses() - Method in class jdistlib.finance.OptionImpliedDistribution
 
getAtoms() - Method in class jdistlib.NumericalSupport
 
getAttemptedEvaluations() - Method in class jdistlib.math.CallbackProfile
 
getAverageCallbackNanos() - Method in class jdistlib.math.CallbackProfile
 
getBandwidth() - Method in class jdistlib.finance.SmoothOptionDistributionResult
 
getBase() - Method in class jdistlib.RotatedCopula
 
getBaseDistribution() - Method in class jdistlib.CensoredDistribution
 
getBaseDistribution() - Method in class jdistlib.MonotoneTransformDistribution
 
getBaseDistribution() - Method in class jdistlib.TruncatedContinuousDistribution
 
getBaseline() - Method in class jdistlib.math.IntegrationStabilityResult
 
getBeta() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
getBeta() - Method in class jdistlib.finance.StableDistribution
 
getBid() - Method in class jdistlib.finance.OptionObservation
 
getBoundaryDistances() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getBreakpoints() - Method in class jdistlib.math.IntegrationOptions
 
getC() - Method in class jdistlib.finance.CgmyDistribution
 
getCallbackExecution() - Method in class jdistlib.math.IntegrationOptions
 
getCallbackProfile() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getCallbackProfile() - Method in class jdistlib.math.IntegrationResult
Returns immutable callback timing information.
getCancellation() - Method in class jdistlib.math.IntegrationOptions
 
getCandidateCount() - Method in class jdistlib.disttest.online.Saffron
Returns the number of candidate p-values seen so far.
getCandidateThreshold() - Method in class jdistlib.disttest.online.Saffron
 
getCauseMessage() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getCauseType() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getCdfEvaluations() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getCdfEvaluations() - Method in class jdistlib.CopulaMeasureResult
 
getCdfTable() - Method in class jdistlib.NumericalContinuousDistribution
Returns the lazily built reusable monotone CDF table.
getChainProvenance() - Method in class jdistlib.finance.OptionInference.PosteriorEnsemble
 
getChi() - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
getClassification() - Method in class jdistlib.CopulaDiagnostics
 
getCode() - Method in class jdistlib.DiagnosticFinding
 
getCode() - Method in enum class jdistlib.math.IntegrationStatus
 
getCoefficients() - Method in class jdistlib.math.Polynomial
Get the coefficients
getCompletedEvaluations() - Method in class jdistlib.math.CallbackProfile
 
getComponents() - Method in class jdistlib.MixtureDistribution
 
getConstructionPolicy() - Method in class jdistlib.FunctionAnalysisOptions
 
getContributions() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getCopula() - Method in class jdistlib.CopulaDistribution
 
getCopula() - Method in class jdistlib.CopulaFitResult
 
getCopula() - Method in class jdistlib.MixedCopulaDistribution
 
getCopula() - Method in class jdistlib.PairCopula
 
getCopula() - Method in class jdistlib.VineFitResult
 
getCorrelation() - Method in class jdistlib.GaussianCopula
 
getCorrelation() - Method in class jdistlib.StudentTCopula
 
getCovariance() - Method in class jdistlib.finance.MultivariateFinancialDistribution
 
getCriterion() - Method in class jdistlib.CopulaSelectionResult
 
getCriticalValue() - Method in class jdistlib.disttest.MultipleTesting.StepDownFdrResult
Returns the rank-specific cutoff at the last rejection, or NaN.
getCriticalValues() - Method in class jdistlib.disttest.DiscreteFdr.Result
Returns tau_1 through tau_m.
getDegree() - Method in class jdistlib.math.Polynomial
Get the degree of the polynomial
getDegreesOfFreedom() - Method in class jdistlib.StudentTCopula
 
getDelta() - Method in class jdistlib.BB1Copula
 
getDelta() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
getDerivativeStep() - Method in class jdistlib.CopulaMeasureOptions
 
getDerivativeStep() - Method in class jdistlib.PairCopula
 
getDetail() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getDiagnostics() - Method in class jdistlib.CopulaFitResult
 
getDiagnostics() - Method in class jdistlib.finance.DistributionApproximation
 
getDiagnostics() - Method in class jdistlib.finance.OptionCurve
 
getDiagnostics() - Method in class jdistlib.VineFitResult
 
getDifferentiationUncertainty() - Method in class jdistlib.finance.SmoothOptionDistributionResult
 
getDiscontinuityRatio() - Method in class jdistlib.FunctionAnalysisOptions
 
getDiscount() - Method in class jdistlib.finance.OptionCurve
 
getDistribution() - Method in class jdistlib.CopulaMarginal
 
getDistribution() - Method in class jdistlib.finance.DistributionApproximation
 
getDistribution() - Method in class jdistlib.finance.DistributionFit.Result
 
getDistribution() - Method in class jdistlib.finance.DistributionTransforms.TiltResult
 
getDistribution() - Method in class jdistlib.finance.OptionCurve
 
getDistribution() - Method in class jdistlib.finance.SmoothOptionDistributionResult
 
getDynamicRangeOrders() - Method in class jdistlib.FunctionAnalysisOptions
 
getEstimatedTrueNulls() - Method in class jdistlib.disttest.MultipleTesting.AdaptiveFdrResult
Returns the first-stage estimate of the number of true nulls.
getEvaluationCount() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getEvaluations() - Method in class jdistlib.finance.NumericalEstimate
 
getExceedances() - Method in class jdistlib.finance.ExtremeValueInference.ThresholdDiagnostics
 
getFactor() - Method in enum class jdistlib.math.density.Kernel
 
getFailure() - Method in class jdistlib.NumericalDistributionBuildResult
 
getFailureX() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getFamily() - Method in class jdistlib.CopulaFitResult
 
getFinalLevel() - Method in class jdistlib.disttest.MultipleTesting.AdaptiveFdrResult
Returns the BH level used for the final stage.
getFindings() - Method in class jdistlib.DistributionAnalysis
 
getFindings() - Method in class jdistlib.FunctionAnalysis
 
getFiniteContributions() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getFirstAbsoluteMoment() - Method in class jdistlib.DistributionAnalysis
Returns the estimated first absolute moment, E[|X|].
getFirstProblemIndex() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getFirstProblemIndex() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getFit() - Method in class jdistlib.finance.OptionCalibration.Result
 
getForward() - Method in class jdistlib.finance.OptionCurve
 
getG() - Method in class jdistlib.finance.CgmyDistribution
 
getGroupLabels() - Method in class jdistlib.disttest.MultipleTesting.GroupedFdrResult
Returns the sorted group labels corresponding to the group arrays.
getGroupPValues() - Method in class jdistlib.disttest.MultipleTesting.GroupedFdrResult
Returns one Simes p-value per group.
getImmutableNormalizationResult() - Method in class jdistlib.NumericalContinuousDistribution
Returns immutable normalization diagnostics without retaining the kernel.
getIncludedTerms() - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
getIndex() - Method in class jdistlib.disttest.online.OnlineFdrDecision
Returns the one-based arrival index.
getInitialFrequency() - Method in class jdistlib.finance.FourierInversionOptions
 
getInitialGuess() - Method in class jdistlib.math.opt.OptimizationConfig
 
getInitialIntervals() - Method in class jdistlib.CdfTableOptions
 
getInitialProbabilities() - Method in class jdistlib.PhaseType
 
getInitialTrustRegionRadius() - Method in class jdistlib.math.opt.BobyqaConfig
 
getIntegrationOptions() - Method in class jdistlib.FunctionAnalysisOptions
 
getIntegrationOptions() - Method in class jdistlib.NumericalContinuousDistribution
Returns the immutable integration settings used by this distribution.
getIntegrationWallNanos() - Method in class jdistlib.math.CallbackProfile
 
getIntensity() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getIntensity() - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
getIntervals() - Method in class jdistlib.NumericalSupport
 
getInversionOptions() - Method in class jdistlib.finance.CgmyDistribution
 
getInversionOptions() - Method in class jdistlib.finance.LevyIncrementDistribution
 
getInversionOptions() - Method in class jdistlib.finance.MeixnerDistribution
 
getInversionOptions() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getInversionOptions() - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
getIterations() - Method in class jdistlib.finance.DistributionFit.Result
 
getIterations() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
getKernelValue() - Method in enum class jdistlib.math.density.Kernel
 
getKind() - Method in class jdistlib.Binomial.RandomState
 
getKind() - Method in class jdistlib.CopulaMarginal
 
getKind() - Method in class jdistlib.finance.DistributionFit.Observation
 
getKnotCount() - Method in class jdistlib.AdaptiveRejectionSampler
 
getLambda() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
getLambda() - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
getLeftStability() - Method in class jdistlib.AbsoluteMomentAnalysis
Null when the support has no interval on the left side.
getLeftValue() - Method in class jdistlib.AbsoluteMomentAnalysis
 
getLegacyStatusCode() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getLocation() - Method in class jdistlib.finance.CgmyDistribution
 
getLocation() - Method in class jdistlib.finance.MeixnerDistribution
 
getLocation() - Method in class jdistlib.finance.MultivariateFinancialDistribution
 
getLocation() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getLocation() - Method in class jdistlib.finance.StableDistribution
 
getLogContributions() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getLogDensityUpperBound() - Method in class jdistlib.UniformRejectionEnvelope
 
getLogLikelihood() - Method in class jdistlib.CopulaFitResult
 
getLogLikelihood() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getLogLikelihood() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getLogLikelihood() - Method in class jdistlib.VineFitResult
 
getLogMajorizationConstant() - Method in interface jdistlib.RejectionEnvelope
Returns log(M) in the majorization promise.
getLogMajorizationConstant() - Method in class jdistlib.UniformRejectionEnvelope
 
getLogNormalizationConstant() - Method in class jdistlib.NumericalContinuousDistribution
Returns the logarithm of the cached normalization constant.
getLogNormalizationConstant() - Method in class jdistlib.NumericalDiscreteDistribution
Returns the log normalization constant without overflow.
getLogNormalizationConstant() - Method in class jdistlib.NumericalPiecewiseDistribution
 
getLogNormalizer() - Method in class jdistlib.finance.DistributionTransforms.TiltResult
 
getLogScalingRegionCount() - Method in class jdistlib.NumericalContinuousDistribution
Number of independently scaled regions used for an automatic log-kernel.
getLogValue() - Method in class jdistlib.CopulaMeasureResult
 
getLower() - Method in class jdistlib.finance.DistributionFit.Observation
 
getLower() - Method in class jdistlib.finance.TransformDomain
 
getLower() - Method in class jdistlib.math.density.Bandwidth
 
getLower() - Method in class jdistlib.NumericalSupport.Interval
 
getLower() - Method in class jdistlib.ProbabilityInterval
 
getLowerAtomProbability() - Method in class jdistlib.CensoredDistribution
 
getLowerBound() - Method in class jdistlib.AsymmetricLaplace
 
getLowerBound() - Method in class jdistlib.BetaNegativeBinomial
 
getLowerBound() - Method in class jdistlib.BetaPrime
 
getLowerBound() - Method in class jdistlib.CensoredDistribution
 
getLowerBound() - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
getLowerBound() - Method in class jdistlib.DiscreteLaplace
 
getLowerBound() - Method in class jdistlib.DiscreteWeibull
 
getLowerBound() - Method in class jdistlib.ExponentiallyModifiedGaussian
 
getLowerBound() - Method in class jdistlib.FellerPareto
 
getLowerBound() - Method in class jdistlib.finance.ConditionalDistribution
 
getLowerBound() - Method in class jdistlib.finance.DelaporteDistribution
 
getLowerBound() - Method in class jdistlib.finance.EmpiricalDistribution
 
getLowerBound() - Method in class jdistlib.finance.FiniteGridDistribution
 
getLowerBound() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
getLowerBound() - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
getLowerBound() - Method in class jdistlib.finance.OptionImpliedDistribution
 
getLowerBound() - Method in class jdistlib.finance.OrderStatisticDistribution
 
getLowerBound() - Method in class jdistlib.finance.PolyaAeppliDistribution
 
getLowerBound() - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
getLowerBound() - Method in class jdistlib.finance.StableDistribution
 
getLowerBound() - Method in class jdistlib.finance.CgmyDistribution
 
getLowerBound() - Method in class jdistlib.finance.LevyIncrementDistribution
 
getLowerBound() - Method in class jdistlib.finance.MeixnerDistribution
 
getLowerBound() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getLowerBound() - Method in class jdistlib.finance.VarianceGammaDistribution
 
getLowerBound() - Method in class jdistlib.Gamma
 
getLowerBound() - Method in class jdistlib.GeneralizedF
 
getLowerBound() - Method in class jdistlib.HalfCauchy
 
getLowerBound() - Method in class jdistlib.HalfT
 
getLowerBound() - Method in class jdistlib.Huber
 
getLowerBound() - Method in class jdistlib.LogitNormal
 
getLowerBound() - Method in class jdistlib.math.opt.OptimizationConfig
 
getLowerBound() - Method in class jdistlib.MixtureDistribution
 
getLowerBound() - Method in class jdistlib.MonotoneTransformDistribution
 
getLowerBound() - Method in class jdistlib.NegativeHypergeometric
 
getLowerBound() - Method in class jdistlib.Normal
 
getLowerBound() - Method in class jdistlib.NumericalContinuousDistribution
Returns the lower support bound.
getLowerBound() - Method in class jdistlib.NumericalDiscreteDistribution
 
getLowerBound() - Method in class jdistlib.NumericalPiecewiseDistribution
 
getLowerBound() - Method in class jdistlib.NumericalSupport
 
getLowerBound() - Method in class jdistlib.PhaseType
 
getLowerBound() - Method in class jdistlib.Poisson
 
getLowerBound() - Method in class jdistlib.Skellam
 
getLowerBound() - Method in class jdistlib.Slash
 
getLowerBound() - Method in interface jdistlib.SupportedDistribution
 
getLowerBound() - Method in class jdistlib.T
 
getLowerBound() - Method in class jdistlib.TruncatedContinuousDistribution
 
getLowerBound() - Method in class jdistlib.TukeyLambda
 
getLowerBound() - Method in class jdistlib.UniformRejectionEnvelope
 
getLowerBoundaryCoordinates() - Method in class jdistlib.CopulaDiagnostics
 
getLowerBracket() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
getLowerPriceBound() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
getM() - Method in class jdistlib.finance.CgmyDistribution
 
getM() - Method in class jdistlib.Wilcoxon
 
getMarginal(int) - Method in class jdistlib.CopulaDistribution
 
getMarginal(int) - Method in class jdistlib.MixedCopulaDistribution
 
getMarginals() - Method in class jdistlib.MixedCopulaDistribution
 
getMaturity() - Method in class jdistlib.finance.OptionCurve
 
getMaxCallbackNanos() - Method in class jdistlib.math.IntegrationOptions
Per-evaluation wall-clock limit, or Long.MAX_VALUE when disabled.
getMaxCdfEvaluations() - Method in class jdistlib.CopulaMeasureOptions
 
getMaxEvaluations() - Method in class jdistlib.math.IntegrationOptions
 
getMaximumAbsoluteError() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getMaximumAttempts() - Method in class jdistlib.AdaptiveRejectionSampler
 
getMaximumCallbackNanos() - Method in class jdistlib.math.CallbackProfile
 
getMaximumDegreesOfFreedom() - Method in class jdistlib.CopulaFitOptions
 
getMaximumDiscrepancy() - Method in class jdistlib.math.IntegrationStabilityResult
 
getMaximumFrequency() - Method in class jdistlib.finance.FourierInversionOptions
 
getMaximumKnots() - Method in class jdistlib.AdaptiveRejectionSampler
 
getMaximumLogContribution() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getMaximumNodes() - Method in class jdistlib.CdfTableOptions
 
getMaximumPriceResidual() - Method in class jdistlib.finance.OptionCurve.Diagnostics
 
getMaximumPriceResidual() - Method in class jdistlib.finance.SmoothOptionDistributionResult
 
getMaximumQuantileRoundTripError() - Method in class jdistlib.DistributionAnalysis
 
getMaximumRefinements() - Method in class jdistlib.finance.FourierInversionOptions
 
getMaximumResidual() - Method in class jdistlib.finance.OptionCalibration.Result
 
getMaximumTailDisagreement() - Method in class jdistlib.DistributionAnalysis
 
getMaximumTerms() - Method in class jdistlib.CertifiedDiscreteOptions
 
getMaximumValidationError() - Method in class jdistlib.NumericalCdfTable
 
getMaximumValue() - Method in class jdistlib.FunctionAnalysis
 
getMaxNumFunctionCall() - Method in class jdistlib.math.opt.OptimizationConfig
 
getMaxTotalNanos() - Method in class jdistlib.math.IntegrationOptions
Total wall-clock limit, or Long.MAX_VALUE when disabled.
getMean() - Method in class jdistlib.DistributionAnalysis
 
getMeanExcess() - Method in class jdistlib.finance.ExtremeValueInference.ThresholdDiagnostics
 
getMeanLogContribution() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getMeasure() - Method in class jdistlib.finance.OptionInference.PosteriorEnsemble
 
getMessage() - Method in class jdistlib.CopulaDiagnostics
 
getMessage() - Method in class jdistlib.CopulaFitResult
 
getMessage() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getMessage() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getMessage() - Method in class jdistlib.CopulaMeasureResult
 
getMessage() - Method in class jdistlib.DiagnosticFinding
 
getMessage() - Method in class jdistlib.finance.DistributionFit.Result
 
getMessage() - Method in enum class jdistlib.math.IntegrationStatus
 
getMessage() - Method in class jdistlib.VineFitResult
 
getMethod() - Method in class jdistlib.CopulaFitOptions
 
getMethod() - Method in class jdistlib.math.IntegrationOptions
 
getMethod() - Method in class jdistlib.ProbabilityInterval
 
getMid() - Method in class jdistlib.finance.OptionObservation
 
getMinimumBoundaryDistance() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getMinimumDegreesOfFreedom() - Method in class jdistlib.CopulaFitOptions
 
getMinimumLogContribution() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getMinimumPositiveValue() - Method in class jdistlib.FunctionAnalysis
 
getMinimumStep() - Method in class jdistlib.CopulaMeasureOptions
 
getMinimumTerms() - Method in class jdistlib.CertifiedDiscreteOptions
 
getMu() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
getMu() - Method in class jdistlib.finance.VarianceGammaDistribution
 
getN() - Method in class jdistlib.Wilcoxon
 
getNegativeTolerance() - Method in class jdistlib.CopulaMeasureOptions
 
getNonFiniteContributions() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getNormalization() - Method in class jdistlib.finance.DistributionTransforms.TiltResult
 
getNormalizationConstant() - Method in class jdistlib.NumericalContinuousDistribution
Returns the cached normalization constant.
getNormalizationConstant() - Method in class jdistlib.NumericalDiscreteDistribution
Returns the normalization constant, or positive infinity if its magnitude exceeds the representable double range.
getNormalizationConstant() - Method in class jdistlib.NumericalPiecewiseDistribution
 
getNormalizationError() - Method in class jdistlib.finance.SmoothOptionDistributionResult
 
getNormalizationRelativeError() - Method in class jdistlib.DistributionAnalysis
 
getNormalizationResult() - Method in class jdistlib.NumericalContinuousDistribution
Returns a defensive copy of the normalization diagnostics.
getNormalizationStability() - Method in class jdistlib.FunctionAnalysis
 
getNumBins() - Method in class jdistlib.math.density.Bandwidth
 
getNumInterpolationPoints() - Method in class jdistlib.math.opt.BobyqaConfig
 
getObjective() - Method in class jdistlib.finance.DistributionFit.Result
 
getObjectiveFunction() - Method in class jdistlib.math.opt.OptimizationConfig
 
getObservations() - Method in class jdistlib.CopulaFitResult
 
getObservations() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getObservations() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getObservations() - Method in class jdistlib.VineFitResult
 
getOmittedProbabilityTolerance() - Method in class jdistlib.CertifiedDiscreteOptions
 
getOmittedProbabilityUpperBound() - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
getOptimizationIterations() - Method in class jdistlib.CopulaFitOptions
 
getOptions() - Method in class jdistlib.MixedCopulaDistribution
 
getOrder() - Method in class jdistlib.AbsoluteMomentAnalysis
 
getOrders() - Method in class jdistlib.MomentAnalysisOptions
 
getOrigin() - Method in class jdistlib.finance.FiniteGridDistribution
 
getOriginalUndiscountedCalls() - Method in class jdistlib.finance.OptionCurve
 
getPairCopula(int, int) - Method in class jdistlib.CVineCopula
 
getPairCopula(int, int) - Method in class jdistlib.DVineCopula
 
getPairSelections() - Method in class jdistlib.VineFitResult
 
getPanels() - Method in class jdistlib.finance.FourierInversionOptions
 
getParameters() - Method in class jdistlib.CopulaFitResult
 
getParameters() - Method in class jdistlib.finance.DistributionFit.Result
 
getParameters() - Method in class jdistlib.VineFitResult
 
getProbabilities() - Method in class jdistlib.finance.FiniteGridDistribution
 
getProbabilities() - Method in class jdistlib.NumericalDiscreteDistribution
Returns probabilities corresponding to NumericalDiscreteDistribution.getSupport().
getProbability() - Method in class jdistlib.ProbabilityInterval
 
getProbability() - Method in class jdistlib.VineProbabilityResult
 
getPsi() - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
getPValue() - Method in class jdistlib.disttest.online.OnlineFdrDecision
Returns the submitted p-value.
getRandomEngine() - Method in class jdistlib.generic.GenericDistribution
 
getRandomEngine() - Method in class jdistlib.SignRank
 
getRandomizedProbeBudget() - Method in class jdistlib.FunctionAnalysisOptions
Maximum number of seeded randomized probes performed after the grid.
getRandomizedSampledPoints() - Method in class jdistlib.FunctionAnalysis
 
getRandomSeed() - Method in class jdistlib.FunctionAnalysis
 
getRandomSeed() - Method in class jdistlib.FunctionAnalysisOptions
Seed that makes randomized probing reproducible.
getRankings() - Method in class jdistlib.CopulaSelectionResult
 
getRateMatrix() - Method in class jdistlib.PhaseType
 
getRefinementPasses() - Method in class jdistlib.CdfTableOptions
 
getRejected() - Method in class jdistlib.disttest.DiscreteFdr.Result
 
getRejected() - Method in class jdistlib.disttest.MultipleTesting.AdaptiveFdrResult
Returns rejection flags in input order; missing values are false.
getRejected() - Method in class jdistlib.disttest.MultipleTesting.CensoredTestResult
Returns rejection flags in input order; missing values are false.
getRejected() - Method in class jdistlib.disttest.MultipleTesting.GroupedFdrResult
Returns hypothesis-level rejection flags in input order.
getRejected() - Method in class jdistlib.disttest.MultipleTesting.StepDownFdrResult
Returns rejection flags in input order; missing values are false.
getRejectedCount() - Method in class jdistlib.disttest.DiscreteFdr.Result
 
getRejectedCount() - Method in class jdistlib.disttest.MultipleTesting.AdaptiveFdrResult
Returns the final number of rejected hypotheses.
getRejectedCount() - Method in class jdistlib.disttest.MultipleTesting.CensoredTestResult
Returns the number of recorded hypotheses rejected.
getRejectedCount() - Method in class jdistlib.disttest.MultipleTesting.StepDownFdrResult
Returns the number of rejected hypotheses.
getRejectionCount() - Method in class jdistlib.disttest.online.LordPlusPlus
 
getRejectionCount() - Method in interface jdistlib.disttest.online.OnlineFdrController
Returns the number of rejections so far.
getRejectionCount() - Method in class jdistlib.disttest.online.Saffron
 
getRelativeTolerance() - Method in class jdistlib.math.IntegrationOptions
 
getRepairedObservations() - Method in class jdistlib.finance.OptionCurve.Diagnostics
 
getRepeatabilityChecks() - Method in class jdistlib.FunctionAnalysisOptions
 
getResidual() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
getResiduals() - Method in class jdistlib.finance.OptionCalibration.Result
 
getRetainedProbability() - Method in class jdistlib.TruncatedContinuousDistribution
 
GETRF - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
getRightStability() - Method in class jdistlib.AbsoluteMomentAnalysis
Null when the support has no interval on the right side.
getRightValue() - Method in class jdistlib.AbsoluteMomentAnalysis
 
getRotation() - Method in class jdistlib.RotatedCopula
 
getSampleCount() - Method in class jdistlib.FunctionAnalysisOptions
 
getSampledPoints() - Method in class jdistlib.FunctionAnalysis
 
getSamples() - Method in class jdistlib.VineProbabilityResult
 
getSamplingStrategy() - Method in class jdistlib.NumericalContinuousDistribution
 
getSamplingStrategy() - Method in class jdistlib.NumericalDiscreteDistribution
 
getSamplingStrategyExplanation() - Method in class jdistlib.NumericalContinuousDistribution
 
getSamplingStrategyExplanation() - Method in class jdistlib.NumericalDiscreteDistribution
 
getScale() - Method in class jdistlib.finance.MeixnerDistribution
 
getScale() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getScale() - Method in class jdistlib.finance.StableDistribution
 
getSecondAbsoluteMoment() - Method in class jdistlib.DistributionAnalysis
Returns the estimated second absolute moment, E[|X|^2].
getSeed() - Method in class jdistlib.finance.DistributionApproximation
 
getSeed() - Method in class jdistlib.finance.OptionInference.PosteriorEnsemble
 
getSeed() - Method in class jdistlib.rng.RandomEngine
 
getSelected() - Method in class jdistlib.CopulaSelectionResult
 
getSelectedGroupCount() - Method in class jdistlib.disttest.MultipleTesting.GroupedFdrResult
Returns the number of selected groups.
getSelectedGroups() - Method in class jdistlib.disttest.MultipleTesting.GroupedFdrResult
Returns group-selection flags in MultipleTesting.GroupedFdrResult.getGroupLabels() order.
getSeverity() - Method in class jdistlib.DiagnosticFinding
 
getShape() - Method in class jdistlib.finance.MeixnerDistribution
 
getShape() - Method in class jdistlib.finance.VarianceGammaDistribution
 
getSigma() - Method in class jdistlib.finance.VarianceGammaDistribution
 
getSingularities() - Method in class jdistlib.NumericalSupport
 
getSkew() - Method in class jdistlib.finance.MeixnerDistribution
 
getSkew() - Method in class jdistlib.finance.MultivariateFinancialDistribution
 
getSkew() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getSplit() - Method in class jdistlib.math.IntegrationStabilityResult
 
getSplitPoint() - Method in class jdistlib.AbsoluteMomentAnalysis
 
getSplitPoint() - Method in class jdistlib.MomentAnalysisOptions
 
getStageOneLevel() - Method in class jdistlib.disttest.MultipleTesting.AdaptiveFdrResult
Returns q/(1+q), the BH level used in stage one.
getStageOneRejections() - Method in class jdistlib.disttest.MultipleTesting.AdaptiveFdrResult
Returns the number rejected by the first-stage BH procedure.
getStandardError() - Method in class jdistlib.VineProbabilityResult
 
getStandardErrors() - Method in class jdistlib.finance.DistributionFit.Result
 
getStatus() - Method in class jdistlib.CopulaFitResult
 
getStatus() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
getStatus() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getStatus() - Method in class jdistlib.CopulaMeasureResult
 
getStatus() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
getStatus() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getStatus() - Method in class jdistlib.math.IntegrationResult
Returns the typed interpretation of IntegrationResult.ier.
getStatus() - Method in class jdistlib.MultivariateProbabilityResult
Returns the typed terminal status.
getStatus() - Method in class jdistlib.VineFitResult
 
getStep() - Method in class jdistlib.finance.FiniteGridDistribution
 
getStoppingTrustRegionRadius() - Method in class jdistlib.math.opt.BobyqaConfig
 
getStrategy() - Method in class jdistlib.finance.NumericalEstimate
 
getStrike() - Method in class jdistlib.finance.OptionObservation
 
getStrikes() - Method in class jdistlib.finance.OptionCurve
 
getStructure() - Method in class jdistlib.VineFitResult
 
getSubdivisions() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getSubdivisions() - Method in class jdistlib.math.IntegrationOptions
 
getSuccessfulContributions() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getSuggestedBreakpoints() - Method in class jdistlib.FunctionAnalysis
 
getSupport() - Method in class jdistlib.disttest.DiscretePValueDistribution
Returns a defensive copy of the attainable p-values.
getSupport() - Method in class jdistlib.NumericalDiscreteDistribution
Returns the sorted declared support.
getSupport() - Method in class jdistlib.NumericalPiecewiseDistribution
 
getSupportDescription() - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
getTailIndex() - Method in class jdistlib.finance.ExtremeValueInference.ThresholdDiagnostics
 
getTailWeightUpperBound() - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
getTanhSinhMaxLevels() - Method in class jdistlib.math.IntegrationOptions
 
getTempering() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getTempering() - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
getTestCount() - Method in class jdistlib.disttest.online.LordPlusPlus
 
getTestCount() - Method in interface jdistlib.disttest.online.OnlineFdrController
Returns the number of p-values processed.
getTestCount() - Method in class jdistlib.disttest.online.Saffron
 
getTestLevel() - Method in class jdistlib.disttest.online.OnlineFdrDecision
Returns the level chosen before this p-value was observed.
getTheta() - Method in class jdistlib.BB1Copula
 
getTheta() - Method in class jdistlib.ClaytonCopula
 
getTheta() - Method in class jdistlib.finance.DistributionTransforms.TiltResult
 
getTheta() - Method in class jdistlib.finance.VarianceGammaDistribution
 
getTheta() - Method in class jdistlib.FrankCopula
 
getTheta() - Method in class jdistlib.GumbelCopula
 
getTheta() - Method in class jdistlib.JoeCopula
 
getThreshold() - Method in class jdistlib.disttest.DiscreteFdr.Result
Returns the largest rejected observed p-value, or NaN.
getThreshold() - Method in class jdistlib.disttest.MultipleTesting.AdaptiveFdrResult
Returns the largest rejected raw p-value, or NaN.
getThreshold() - Method in class jdistlib.disttest.MultipleTesting.CensoredTestResult
Returns the largest rejected recorded raw p-value, or NaN.
getThreshold() - Method in class jdistlib.disttest.MultipleTesting.StepDownFdrResult
Returns the largest rejected raw p-value, or NaN.
getThresholds() - Method in class jdistlib.finance.ExtremeValueInference.ThresholdDiagnostics
 
getTightened() - Method in class jdistlib.math.IntegrationStabilityResult
 
getTime() - Method in class jdistlib.finance.LevyIncrementDistribution
 
getTolerance() - Method in class jdistlib.CdfTableOptions
 
getTolerance() - Method in class jdistlib.finance.FourierInversionOptions
 
getTolerance() - Method in class jdistlib.math.density.Bandwidth
 
getTotalCallbackNanos() - Method in class jdistlib.math.CallbackProfile
 
getTruncatedDistribution() - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
getUndiscountedCalls() - Method in class jdistlib.finance.OptionCurve
 
getUnitIncrement() - Method in class jdistlib.finance.LevyIncrementDistribution
 
getUnobservedCount() - Method in class jdistlib.disttest.MultipleTesting.CensoredTestResult
Returns the number of unrecorded hypotheses.
getUpper() - Method in class jdistlib.finance.DistributionFit.Observation
 
getUpper() - Method in class jdistlib.finance.TransformDomain
 
getUpper() - Method in class jdistlib.math.density.Bandwidth
 
getUpper() - Method in class jdistlib.NumericalSupport.Interval
 
getUpper() - Method in class jdistlib.ProbabilityInterval
 
getUpperAtomProbability() - Method in class jdistlib.CensoredDistribution
 
getUpperBound() - Method in class jdistlib.AsymmetricLaplace
 
getUpperBound() - Method in class jdistlib.BetaNegativeBinomial
 
getUpperBound() - Method in class jdistlib.BetaPrime
 
getUpperBound() - Method in class jdistlib.CensoredDistribution
 
getUpperBound() - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
getUpperBound() - Method in class jdistlib.DiscreteLaplace
 
getUpperBound() - Method in class jdistlib.DiscreteWeibull
 
getUpperBound() - Method in class jdistlib.ExponentiallyModifiedGaussian
 
getUpperBound() - Method in class jdistlib.FellerPareto
 
getUpperBound() - Method in class jdistlib.finance.ConditionalDistribution
 
getUpperBound() - Method in class jdistlib.finance.DelaporteDistribution
 
getUpperBound() - Method in class jdistlib.finance.EmpiricalDistribution
 
getUpperBound() - Method in class jdistlib.finance.FiniteGridDistribution
 
getUpperBound() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
getUpperBound() - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
getUpperBound() - Method in class jdistlib.finance.OptionImpliedDistribution
 
getUpperBound() - Method in class jdistlib.finance.OrderStatisticDistribution
 
getUpperBound() - Method in class jdistlib.finance.PolyaAeppliDistribution
 
getUpperBound() - Method in class jdistlib.finance.StableDistribution
 
getUpperBound() - Method in class jdistlib.finance.CgmyDistribution
 
getUpperBound() - Method in class jdistlib.finance.LevyIncrementDistribution
 
getUpperBound() - Method in class jdistlib.finance.MeixnerDistribution
 
getUpperBound() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
getUpperBound() - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
getUpperBound() - Method in class jdistlib.finance.VarianceGammaDistribution
 
getUpperBound() - Method in class jdistlib.Gamma
 
getUpperBound() - Method in class jdistlib.GeneralizedF
 
getUpperBound() - Method in class jdistlib.HalfCauchy
 
getUpperBound() - Method in class jdistlib.HalfT
 
getUpperBound() - Method in class jdistlib.Huber
 
getUpperBound() - Method in class jdistlib.LogitNormal
 
getUpperBound() - Method in class jdistlib.math.opt.OptimizationConfig
 
getUpperBound() - Method in class jdistlib.MixtureDistribution
 
getUpperBound() - Method in class jdistlib.MonotoneTransformDistribution
 
getUpperBound() - Method in class jdistlib.NegativeHypergeometric
 
getUpperBound() - Method in class jdistlib.Normal
 
getUpperBound() - Method in class jdistlib.NumericalContinuousDistribution
Returns the upper support bound.
getUpperBound() - Method in class jdistlib.NumericalDiscreteDistribution
 
getUpperBound() - Method in class jdistlib.NumericalPiecewiseDistribution
 
getUpperBound() - Method in class jdistlib.NumericalSupport
 
getUpperBound() - Method in class jdistlib.PhaseType
 
getUpperBound() - Method in class jdistlib.Poisson
 
getUpperBound() - Method in class jdistlib.Skellam
 
getUpperBound() - Method in class jdistlib.Slash
 
getUpperBound() - Method in interface jdistlib.SupportedDistribution
 
getUpperBound() - Method in class jdistlib.T
 
getUpperBound() - Method in class jdistlib.TruncatedContinuousDistribution
 
getUpperBound() - Method in class jdistlib.TukeyLambda
 
getUpperBound() - Method in class jdistlib.UniformRejectionEnvelope
 
getUpperBoundaryCoordinates() - Method in class jdistlib.CopulaDiagnostics
 
getUpperBracket() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
getUpperPriceBound() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
getValue() - Method in class jdistlib.AbsoluteMomentAnalysis
 
getValue() - Method in class jdistlib.CopulaMeasureResult
 
getValue() - Method in exception class jdistlib.exception.PrecisionException
 
getValue() - Method in class jdistlib.finance.NumericalEstimate
 
getValue() - Method in class jdistlib.math.ImmutableIntegrationResult
 
getVariance() - Method in class jdistlib.DistributionAnalysis
 
getVolatility() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
getWarning() - Method in class jdistlib.finance.NumericalEstimate
 
getWarning() - Method in class jdistlib.finance.OptionCalibration.Result
 
getWarningContributions() - Method in class jdistlib.CopulaLogLikelihoodResult
 
getWeight() - Method in class jdistlib.finance.DistributionFit.Observation
 
getWeight() - Method in class jdistlib.finance.OptionObservation
 
getWeightedRmse() - Method in class jdistlib.finance.OptionCurve.Diagnostics
 
getWeights() - Method in class jdistlib.MixtureDistribution
 
getWithinGroupLevel() - Method in class jdistlib.disttest.MultipleTesting.GroupedFdrResult
Returns the BH level used inside every selected group.
getX() - Method in class jdistlib.DiagnosticFinding
 
getY() - Method in class jdistlib.finance.CgmyDistribution
 
getZeroContributions() - Method in class jdistlib.CopulaLogLikelihoodResult
 
GEV - Class in jdistlib.evd
Generalized extreme value distribution.
GEV(double, double, double) - Constructor for class jdistlib.evd.GEV
 
gharmonic(int) - Static method in class jdistlib.math.MathFunctions
Calculate harmonic number
gharmonic(int, double) - Static method in class jdistlib.math.MathFunctions
 
gharmonic(int, double, double) - Static method in class jdistlib.math.MathFunctions
Calculate generalized harmonic number
GibbsKernel - Interface in jdistlib.inference
One exact or MCMC-within-Gibbs state update.
GibbsSampler - Class in jdistlib.inference
Composes exact, adaptive-rejection, Metropolis, or blocked Gibbs kernels.
GibbsSampler(GibbsKernel...) - Constructor for class jdistlib.inference.GibbsSampler
 
globalMemoryBytes() - Method in class jdistlib.accelerator.ComputeCapabilities
 
globalMemoryBytes() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
goalMet() - Method in class jdistlib.inference.PrecisionContinuationResult
 
Gompertz - Class in jdistlib
Gompertz distribution with shape and rate parameters.
Gompertz(double, double) - Constructor for class jdistlib.Gompertz
 
GPU - Enum constant in enum class jdistlib.accelerator.Compute
Require any available hardware accelerator.
GPU_PARALLEL - Enum constant in enum class jdistlib.accelerator.ExecutionKind
 
GPU_SERIAL - Enum constant in enum class jdistlib.accelerator.ExecutionKind
 
GradientCheckResult - Class in jdistlib.inference
Immutable comparison between supplied and finite-difference gradients.
gradientEvaluations() - Method in class jdistlib.inference.EvaluationCounter
 
GradientProvider - Interface in jdistlib.inference
Reports whether a differentiable target uses analytic rather than fallback gradients.
gradients() - Method in class jdistlib.accelerator.LogisticRegressionBatchResult
 
Gradients - Class in jdistlib.inference
Finite-difference adapters and gradient validation utilities.
graph() - Method in class jdistlib.inference.BayesianModel
 
grat_r(double, double, double, double) - Static method in class jdistlib.math.MathFunctions
 
GREATER - Enum constant in enum class jdistlib.disttest.TestKind
 
group(int) - Method in class jdistlib.inference.ObservationMetadata
 
groups() - Method in class jdistlib.inference.ObservationMetadata
 
gsumln(double, double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- EVALUATION OF THE FUNCTION LN(GAMMA(A + B)) FOR 1 <= A <= 2 AND 1 <= B <= 2 -----------------------------------------------------------------------
Gumbel - Class in jdistlib.evd
Gumbel distribution.
Gumbel(double, double) - Constructor for class jdistlib.evd.Gumbel
 
GUMBEL - Enum constant in enum class jdistlib.CopulaFamily
 
GumbelCopula - Class in jdistlib
Exchangeable Gumbel copula.
GumbelCopula(int, double) - Constructor for class jdistlib.GumbelCopula
 

H

HalfCauchy - Class in jdistlib
Half-Cauchy distribution with positive scale sigma.
HalfCauchy(double) - Constructor for class jdistlib.HalfCauchy
 
HalfNormal - Class in jdistlib
Half-normal distribution, the distribution of the absolute value of a zero-centered normal variate with scale sigma.
HalfNormal(double) - Constructor for class jdistlib.HalfNormal
 
HalfT - Class in jdistlib
Half-Student-t distribution with degrees of freedom and scale.
HalfT(double, double) - Constructor for class jdistlib.HalfT
 
HamiltonianMonteCarlo - Class in jdistlib.inference
Fixed-trajectory HMC with dual-averaged step size and covariance adaptation.
HamiltonianMonteCarlo() - Constructor for class jdistlib.inference.HamiltonianMonteCarlo
 
harm_mean(double[]) - Static method in class jdistlib.math.VectorMath
Harmonic mean
hasAnalyticGradient() - Method in class jdistlib.inference.autodiff.ReverseModeLogDensity
 
hasAnalyticGradient() - Method in class jdistlib.inference.BayesianModel
 
hasAnalyticGradient() - Method in interface jdistlib.inference.GradientProvider
 
hasAnalyticGradient() - Method in class jdistlib.inference.ModelEvaluator
 
hasAtoms() - Method in class jdistlib.NumericalSupport
 
hasErrors() - Method in class jdistlib.DistributionAnalysis
 
hasErrors() - Method in class jdistlib.FunctionAnalysis
 
hasEstimate() - Method in class jdistlib.CopulaLogLikelihoodResult
 
hasEstimate() - Method in class jdistlib.CopulaMeasureResult
 
hasEstimate() - Method in class jdistlib.MultivariateProbabilityResult
Returns whether this object contains a usable numerical estimate.
hash(String) - Static method in class jdistlib.inference.lang.ModelSourceGenerator
 
hashCode() - Method in class jdistlib.inference.lang.TupleValue
 
hashCode() - Method in class jdistlib.inference.ObservationMetadata
 
hashCode() - Method in class jdistlib.inference.ReversibleJumpState
 
hashCode() - Method in class jdistlib.inference.SparseSubsetState
 
hashCode() - Method in class jdistlib.math.Complex
 
hasParameter(String) - Method in class jdistlib.inference.ModelState
 
hasWarning() - Method in class jdistlib.finance.NumericalEstimate
 
hasWarnings() - Method in class jdistlib.DistributionAnalysis
 
hasWarnings() - Method in class jdistlib.FunctionAnalysis
 
hazard(double[], boolean) - Method in class jdistlib.generic.GenericDistribution
 
hazard(double, boolean) - Method in class jdistlib.generic.GenericDistribution
Hazard function of a distribution.
hazard(double, double, double, boolean) - Static method in class jdistlib.Gompertz
Returns the hazard rate * exp(shape * x).
HealthIssue - Class in jdistlib.inference
Diagnostic code, quantitative evidence, and an actionable remediation.
HealthSeverity - Enum Class in jdistlib.inference
Machine-readable inference health severity.
healthy() - Method in class jdistlib.inference.Fit
 
healthy() - Method in class jdistlib.inference.InferenceHealth
 
healthy() - Method in class jdistlib.inference.SamplerDiagnostics
 
HigherIndexDaeSolver - Class in jdistlib.inference.solver
Projected velocity-Verlet solver for holonomic index-3 mechanical DAEs.
HigherIndexDaeSolver.Result - Class in jdistlib.inference.solver
Position/velocity trajectory and maximum observed constraint residual.
highVarianceObservations() - Method in class jdistlib.inference.Waic.Result
 
hill(double[], int) - Static method in class jdistlib.finance.ExtremeValueInference
 
historySize() - Method in class jdistlib.inference.PathfinderOptions
 
historySize(int) - Method in class jdistlib.inference.PathfinderOptions.Builder
 
HOCHBERG - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
Hochberg step-up control under independence or positive dependence.
hole(double, double) - Method in class jdistlib.NumericalSupport.Builder
Removes an open interval from every declared continuous interval.
HOLM - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
Holm step-down family-wise error-rate control.
HOLM_SIDAK - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
Holm-Sidak step-down control for independent tests.
HolonomicDaeSystem - Interface in jdistlib.inference.solver
Mechanical index-3 DAE described by acceleration and holonomic constraints.
HOMMEL - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
Hommel control under independence or positive dependence.
Huber - Class in jdistlib
Huber least-favourable distribution with Gaussian center and exponential tails.
Huber(double, double, double) - Constructor for class jdistlib.Huber
 
HurdleNegativeBinomial - Class in jdistlib
Hurdle negative binomial with pi denoting positive-count mass.
HurdleNegativeBinomial(double, double, double) - Constructor for class jdistlib.HurdleNegativeBinomial
 
HurdlePoisson - Class in jdistlib
Hurdle Poisson with pi denoting the probability of being positive.
HurdlePoisson(double, double) - Constructor for class jdistlib.HurdlePoisson
 
HybridKernel - Interface in jdistlib.inference
One support-aware transition in a scheduled hybrid sampler.
HybridKernelTransition - Class in jdistlib.inference
Outcome of one hybrid-kernel update.
HybridKernelTransition(double, boolean, double, boolean) - Constructor for class jdistlib.inference.HybridKernelTransition
 
HybridSampler - Class in jdistlib.inference
Scheduled support-aware sampler for fixed-dimensional mixed continuous/discrete targets.
HybridSampler(MixedStateSpace, HybridKernel...) - Constructor for class jdistlib.inference.HybridSampler
 
HybridSamplerDiagnostics - Class in jdistlib.inference
Per-kernel acceptance and support diagnostics for a hybrid schedule.
HybridSamplingResult - Class in jdistlib.inference
Retained mixed-state chain and diagnostics from its scheduled kernels.
HyperGeometric - Class in jdistlib
 
HyperGeometric(double, double, double) - Constructor for class jdistlib.HyperGeometric
 
HyperGeometric.RandomState - Class in jdistlib
 

I

i(double, double, boolean) - Static method in class jdistlib.math.Bessel
This routine calculates Bessel functions I_{alpha} (x) for non-negative argument x, and order alpha, with or without exponential scaling.
I - Static variable in class jdistlib.math.Complex
 
IAMAX - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
id() - Method in interface jdistlib.accelerator.ComputeBackend
 
id() - Method in class jdistlib.accelerator.CpuComputeBackend
 
id() - Method in class jdistlib.inference.ModelGraph.Node
 
idamax(int, double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
Returns the zero-based logical index of the first absolute maximum, or -1 when empty.
ier - Variable in class jdistlib.math.IntegrationResult
 
imaginary() - Method in class jdistlib.math.Complex
 
ImmutableIntegrationResult - Class in jdistlib.math
Immutable modern integration result.
impliedBachelier(double, double, double, double, double, boolean) - Static method in class jdistlib.finance.ReferenceOptions
 
impliedBlackScholes(double, double, double, double, double, boolean) - Static method in class jdistlib.finance.ReferenceOptions
 
ImpliedVolatilityResult - Class in jdistlib.finance
Checked implied-volatility inversion result.
ImpliedVolatilityResult.Status - Enum Class in jdistlib.finance
 
inclusionCounts() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
inclusionEffectiveSampleSizes() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
inclusionMcses() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
inclusionProbabilities() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
inclusionProbability(int) - Method in class jdistlib.inference.SparseSubsetSummary
 
inclusionRHats() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
INCOMPATIBLE_DEPENDENCE - Enum constant in enum class jdistlib.CopulaFitResult.Status
 
INDEPENDENCE - Enum constant in enum class jdistlib.CopulaFamily
 
IndependenceCopula - Class in jdistlib
Product copula representing mutual independence.
IndependenceCopula(int) - Constructor for class jdistlib.IndependenceCopula
 
index() - Method in class jdistlib.inference.ShrinkageSelection.Variable
 
index(double[], int[]) - Static method in class jdistlib.util.Utilities
Mimic x[idx] behavior of R
index_min1(double[], int[]) - Static method in class jdistlib.util.Utilities
Mimic x[idx] behavior of R
indicatorEss(double[][], Predicate<double[]>) - Static method in class jdistlib.inference.MonteCarloError
 
Inference - Class in jdistlib.inference
Concise facade for reproducible multi-chain fitting.
InferenceCliOptions - Class in jdistlib.inference
Parses reusable compute switches for command-line applications embedding JDistlib.
InferenceGraphExport - Class in jdistlib.inference
Dependency-free JSON, tidy CSV, and SVG adapters for chart-neutral data.
InferenceHealth - Class in jdistlib.inference
Actionable policy over sampler and posterior diagnostics.
InferenceHtmlReport - Class in jdistlib.inference
Self-contained headless HTML report composed from diagnostic data and SVGs.
infinityNorm(double[]) - Static method in class jdistlib.inference.solver.AlgebraicSolver
 
INFO - Enum constant in enum class jdistlib.DiagnosticFinding.Severity
 
INFO - Enum constant in enum class jdistlib.inference.HealthSeverity
 
INITIAL_FAST - Enum constant in enum class jdistlib.inference.WarmupSchedule.Phase
 
initialBuffer() - Method in class jdistlib.inference.WarmupSchedule
 
initialBuffer() - Method in class jdistlib.inference.WarmupSchedule.Resolved
 
initialGuess - Variable in class jdistlib.math.opt.OptimizationConfig
 
initialIntervals(int) - Method in class jdistlib.CdfTableOptions.Builder
 
initialInverseMassMatrix() - Method in class jdistlib.inference.MetricConfiguration
 
initialize(DifferentiableLogDensity, double[], RandomEngine) - Static method in class jdistlib.inference.PathfinderInitializer
 
initialize(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.RandomWalkKernel
 
initialize(LogDensity, double[], SamplingOptions, RandomEngine) - Method in interface jdistlib.inference.TransitionKernel
 
initialState() - Method in class jdistlib.inference.BayesianModel
 
initialState() - Method in class jdistlib.inference.PathfinderFit
 
initialState() - Method in class jdistlib.inference.PathfinderResult
 
initialState() - Method in interface jdistlib.inference.SimulationBasedCalibration.Simulation
 
initialStates() - Method in class jdistlib.inference.SuperchainPlan
 
InitialStates - Class in jdistlib.inference
Deterministic validation, constrained initialization, and bounded retry helpers.
initialStep - Variable in class jdistlib.inference.solver.OdeSolver.Options
 
initialStep - Variable in class jdistlib.inference.solver.StiffOdeSolver.Options
 
initialStepSize() - Method in class jdistlib.inference.SamplerCheckpoint
 
initialStepSize() - Method in class jdistlib.inference.WarmupResult
 
initialTrustRegionRadius - Variable in class jdistlib.math.opt.BobyqaConfig
 
initialWindow() - Method in class jdistlib.inference.WarmupSchedule
 
integer() - Static method in class jdistlib.inference.CoordinateSupport
 
integer(int, int) - Static method in class jdistlib.inference.CoordinateSupport
 
INTEGER - Enum constant in enum class jdistlib.inference.CoordinateSupport.Kind
 
integerSupport(int, int) - Method in class jdistlib.NumericalDiscreteDistribution.Builder
 
integrate() - Method in class jdistlib.math.Polynomial
Compute the integral of this polynomial.
integrate(double) - Method in class jdistlib.math.Polynomial
Compute the integral of this polynomial.
integrate(double, double) - Method in class jdistlib.math.Polynomial
Compute a definite integral bounded by (a, b)
integrate(DaeSystem, double[], double, double[], double[], double[], AlgebraicSolver.Options) - Static method in class jdistlib.inference.solver.DaeSolver
Integrates at requested increasing times using implicit Euler and Newton iterations.
integrate(HolonomicDaeSystem, double[], double[], double, double[], double, double, int, double[], double[]) - Static method in class jdistlib.inference.solver.HigherIndexDaeSolver
Integrates with fixed maximum step and Newton position/velocity projection.
integrate(OdeSystem, double[], double, double[], double[], double[], OdeSolver.Options) - Static method in class jdistlib.inference.solver.OdeSolver
Integrates from initialTime; output row i corresponds to times[i].
integrate(OdeSystem, double[], double, double[], double[], double[], StiffOdeSolver.Options) - Static method in class jdistlib.inference.solver.StiffOdeSolver
Integrates to each strictly increasing output time with step-doubling error control.
integrate(UnivariateFunction, double, double) - Static method in class jdistlib.math.Integrate
Integrates f over a finite, semi-infinite, or infinite interval.
integrate(UnivariateFunction, double, double, double, double, int) - Static method in class jdistlib.math.Integrate
Integrates f with QUADPACK-compatible status codes.
integrate(UnivariateFunction, double, double, IntegrationOptions) - Static method in class jdistlib.math.Integrate
Integrates with hardened callback handling, evaluation budgets, optional breakpoints, cancellation, and selectable quadrature methods.
Integrate - Class in jdistlib.math
Adaptive numerical integration corresponding to R 4.6.1 stats::integrate.
integrateImmutable(UnivariateFunction, double, double) - Static method in class jdistlib.math.Integrate
Integrates with hardened defaults and returns an immutable modern result.
integrateImmutable(UnivariateFunction, double, double, IntegrationOptions) - Static method in class jdistlib.math.Integrate
Integrates with hardened options and returns an immutable modern result.
integrateWithSensitivities(DaeSystem, double[], double, double[], double[], double[], AlgebraicSolver.Options) - Static method in class jdistlib.inference.solver.DaeSolver
Differentiates a DAE trajectory by consistently perturbing each parameter.
integrateWithSensitivities(OdeSystem, double[], double, double[], double[], double[], OdeSolver.Options) - Static method in class jdistlib.inference.solver.OdeSolver
Integrates the state and forward parameter-sensitivity equations.
IntegrationJson - Class in jdistlib.math
Dependency-free JSON serialization for integration diagnostics.
integrationOptions(IntegrationOptions) - Method in class jdistlib.FunctionAnalysisOptions.Builder
 
integrationOptions(IntegrationOptions) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
integrationOptions(IntegrationOptions) - Method in class jdistlib.NumericalPiecewiseDistribution.Builder
 
IntegrationOptions - Class in jdistlib.math
Immutable options for hardened numerical integration.
IntegrationOptions.Builder - Class in jdistlib.math
Builder for IntegrationOptions.
IntegrationOptions.CallbackExecution - Enum Class in jdistlib.math
Where opt-in hardened callback evaluations execute.
IntegrationOptions.Method - Enum Class in jdistlib.math
Available integration strategies.
IntegrationResult - Class in jdistlib.math
 
IntegrationResult() - Constructor for class jdistlib.math.IntegrationResult
 
IntegrationStabilityResult - Class in jdistlib.math
Results from repeating an integral under stricter and differently split settings.
IntegrationStatus - Enum Class in jdistlib.math
Stable, typed interpretation of legacy QUADPACK-compatible status codes.
integrationTime() - Method in class jdistlib.inference.AdaptiveStaticHmcResult
 
integrationTime() - Method in class jdistlib.inference.SamplingOptions
Static-HMC integration time; NaN retains the legacy fixed leapfrog count.
integrationTime(double) - Method in class jdistlib.inference.SamplingOptions.Builder
 
INTERIOR - Enum constant in enum class jdistlib.CopulaDiagnostics.Classification
 
interval(double, double) - Static method in class jdistlib.finance.DistributionFit.Observation
 
interval(double, double) - Method in class jdistlib.NumericalSupport.Builder
 
interval(double, double) - Static method in class jdistlib.NumericalSupport
 
INTERVAL - Enum constant in enum class jdistlib.finance.DistributionFit.Observation.Kind
 
invalid(String) - Static method in class jdistlib.inference.ReversibleJumpProposal
 
INVALID - Enum constant in enum class jdistlib.CopulaDiagnostics.Classification
 
INVALID_DATA - Enum constant in enum class jdistlib.CopulaFitResult.Status
 
INVALID_DATA - Enum constant in enum class jdistlib.CopulaLikelihoodDiagnostics.Status
 
INVALID_DATA - Enum constant in enum class jdistlib.VineFitResult.Status
 
INVALID_INITIAL_STATE - Enum constant in enum class jdistlib.inference.ChainResult.Status
 
INVALID_INITIAL_STATE - Enum constant in enum class jdistlib.inference.ReversibleJumpResult.Status
 
INVALID_INITIAL_STATE - Enum constant in enum class jdistlib.inference.SparseSubsetResult.Status
 
INVALID_INPUT - Enum constant in enum class jdistlib.CopulaLogLikelihoodResult.Status
 
INVALID_INPUT - Enum constant in enum class jdistlib.CopulaMeasureResult.Status
 
INVALID_INPUT - Enum constant in enum class jdistlib.finance.ImpliedVolatilityResult.Status
 
INVALID_INPUT - Enum constant in enum class jdistlib.math.IntegrationStatus
 
INVALID_INPUT - Enum constant in enum class jdistlib.MultivariateProbabilityStatus
Parameters, bounds, options, or the random stream were invalid.
INVALID_INPUT - Static variable in class jdistlib.MultivariateProbabilityResult
Legacy integer code corresponding to MultivariateProbabilityStatus.INVALID_INPUT.
invalidProposal() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
invalidProposal() - Method in class jdistlib.inference.SparseSubsetIterationStats
 
invalidProposals() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
invalidProposals(int) - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
invalidProposals(int) - Method in class jdistlib.inference.ReversibleJumpResult
 
inverse(ReversibleJumpState, double[]) - Method in class jdistlib.inference.CoordinateInsertionTransformation
 
inverse(ReversibleJumpState, double[]) - Method in class jdistlib.inference.CoordinateSplitTransformation
 
inverse(ReversibleJumpState, double[]) - Method in interface jdistlib.inference.DimensionMatchingTransformation
 
INVERSE_CDF - Enum constant in enum class jdistlib.SamplingStrategy
 
inverse_survival(double[], boolean) - Method in class jdistlib.generic.GenericDistribution
 
inverse_survival(double, boolean) - Method in class jdistlib.generic.GenericDistribution
Inverse survival function, which is basically quantile(1-p).
inverseFirstGivenSecond(double, double) - Method in class jdistlib.PairCopula
inverseHessians() - Method in class jdistlib.inference.OptimizationTrace
 
inverseMassDiagonal() - Method in class jdistlib.inference.WarmupResult
 
inverseMassMatrix() - Method in class jdistlib.inference.SamplerCheckpoint
 
inverseMassMatrix() - Method in class jdistlib.inference.WarmupBundle
 
inverseMassMatrix() - Method in class jdistlib.inference.WarmupResult
 
inverseSecondGivenFirst(double, double) - Method in class jdistlib.PairCopula
InvGamma - Class in jdistlib
 
InvGamma(double, double) - Constructor for class jdistlib.InvGamma
 
InvNormal - Class in jdistlib
Inverse normal (or Wald) distribution.
InvNormal(double, double) - Constructor for class jdistlib.InvNormal
 
iqr(double[]) - Static method in class jdistlib.math.VectorMath
Inter-quartile range (i.e., Q3 - Q1)
is_duplicated(double[]) - Static method in class jdistlib.util.Utilities
 
is_duplicated(S[]) - Static method in class jdistlib.util.Utilities
 
isAdaptiveRejectionSamplingConfigured() - Method in class jdistlib.NumericalContinuousDistribution
 
isamax(int, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
Returns the zero-based logical index of the first absolute maximum, or -1 when empty.
isBoundary() - Method in class jdistlib.CopulaDiagnostics
 
isCall() - Method in class jdistlib.finance.OptionObservation
 
isContinuous() - Method in class jdistlib.CopulaMarginal
 
isConverged() - Method in class jdistlib.finance.DistributionFit.Result
 
isConverged() - Method in class jdistlib.finance.ImpliedVolatilityResult
 
isConverged() - Method in class jdistlib.finance.NumericalEstimate
 
isConverged() - Method in class jdistlib.MultivariateProbabilityResult
Alias emphasizing convergence rather than validity.
isConvex() - Method in class jdistlib.finance.OptionCurve.Diagnostics
 
isDensityDefined() - Method in class jdistlib.CopulaDiagnostics
 
isDifferentiable() - Method in class jdistlib.inference.FactorSpec
 
isDiscrete() - Method in class jdistlib.CopulaMarginal
 
isEqual(double, double, double) - Static method in class jdistlib.math.VectorMath
 
isEqualScaled(double, double, double) - Static method in class jdistlib.math.VectorMath
 
isFinite(double) - Static method in class jdistlib.math.MathFunctions
 
isIdentifiable() - Method in class jdistlib.finance.OptionCalibration.Result
 
isInfinite(double) - Static method in class jdistlib.math.MathFunctions
 
isInterior() - Method in class jdistlib.CopulaDiagnostics
 
isLeftStable() - Method in class jdistlib.AbsoluteMomentAnalysis
 
isLowerIncluded() - Method in class jdistlib.finance.TransformDomain
 
isMinimize - Variable in class jdistlib.math.opt.OptimizationConfig
 
isMinimize() - Method in class jdistlib.math.opt.OptimizationConfig
 
isMinimum - Variable in class jdistlib.math.opt.OptimizationResult
 
isMonotone() - Method in class jdistlib.finance.OptionCurve.Diagnostics
 
isNonInt(double) - Static method in class jdistlib.math.MathFunctions
 
isNormalized() - Method in class jdistlib.finance.OptionCurve.Diagnostics
 
ISOLATED_DAEMON - Enum constant in enum class jdistlib.math.IntegrationOptions.CallbackExecution
Evaluate on a private daemon worker so a time limit can release the caller.
isRejected() - Method in class jdistlib.disttest.online.OnlineFdrDecision
Returns whether the hypothesis was rejected.
isRejectionSamplingConfigured() - Method in class jdistlib.NumericalContinuousDistribution
 
isReliable(double) - Method in class jdistlib.finance.SmoothOptionDistributionResult
 
isRightStable() - Method in class jdistlib.AbsoluteMomentAnalysis
 
isSaturated() - Method in class jdistlib.NumericalCdfTable
 
isSorted(double[], boolean) - Static method in class jdistlib.math.VectorMath
 
isStable() - Method in class jdistlib.AbsoluteMomentAnalysis
 
isStable() - Method in class jdistlib.math.IntegrationStabilityResult
 
isSuccess() - Method in class jdistlib.CopulaFitResult
 
isSuccess() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
isSuccess() - Method in class jdistlib.CopulaLogLikelihoodResult
 
isSuccess() - Method in class jdistlib.CopulaMeasureResult
 
isSuccess() - Method in class jdistlib.CopulaSelectionResult
 
isSuccess() - Method in class jdistlib.math.ImmutableIntegrationResult
 
isSuccess() - Method in class jdistlib.math.IntegrationResult
 
isSuccess() - Method in class jdistlib.MultivariateProbabilityResult
Returns whether the requested numerical tolerance was met.
isSuccess() - Method in class jdistlib.VineFitResult
 
issues() - Method in class jdistlib.inference.InferenceHealth
 
isSuitableForConstruction() - Method in class jdistlib.FunctionAnalysis
True means no error was observed; it is not a mathematical proof.
isSuitableForConstruction(ConstructionPolicy) - Method in class jdistlib.FunctionAnalysis
Applies an explicit policy to the retained findings.
isUpperIncluded() - Method in class jdistlib.finance.TransformDomain
 
isValid() - Method in class jdistlib.CopulaDiagnostics
 
isValid() - Method in class jdistlib.MultivariateProbabilityOptions
Returns whether all tolerances and work limits are usable.
iteration() - Method in class jdistlib.inference.WarmupTrace.Entry
 
iterations() - Method in class jdistlib.inference.OptimizationResult
 
iterations() - Method in class jdistlib.inference.PredictiveStacking.Result
 
iterations() - Method in class jdistlib.inference.solver.AlgebraicSolver.Result
 
iterations() - Method in class jdistlib.inference.WarmupResult
 
IterationStats - Class in jdistlib.inference
Per-iteration sampler statistics used by convergence diagnostics.
IterationStats(boolean, double, double, double, double, boolean, int, boolean, int) - Constructor for class jdistlib.inference.IterationStats
 
IterationStats(boolean, double, double, double, double, boolean, int, boolean, int, double) - Constructor for class jdistlib.inference.IterationStats
 
IterationStats(boolean, double, double, double, double, boolean, int, int) - Constructor for class jdistlib.inference.IterationStats
 
iterator() - Method in class jdistlib.inference.lang.TupleValue
 

J

j - Variable in class jdistlib.evd.Order
 
j(double, double) - Static method in class jdistlib.math.Bessel
Calculates Bessel functions J_{alpha} (x) for non-negative argument x, and order alpha.
jacobian() - Method in class jdistlib.inference.lang.ExternalFunctionResult
 
jarque_bera_pvalue(double) - Static method in class jdistlib.disttest.NormalityTest
 
jarque_bera_statistic(double[]) - Static method in class jdistlib.disttest.NormalityTest
Calculate Jarque-Bera Normality Test.
JAVA_CPU - Enum constant in enum class jdistlib.accelerator.ComputeApi
 
JAVA_REFERENCE - Enum constant in enum class jdistlib.accelerator.ExecutionKind
 
Java notes - Search tag in class jdistlib.rng.MersenneTwister
Section
Java notes - Search tag in class jdistlib.rng.MersenneTwisterSafe
Section
jdistlib - package jdistlib
 
jdistlib.accelerator - package jdistlib.accelerator
 
jdistlib.disttest - package jdistlib.disttest
 
jdistlib.disttest.online - package jdistlib.disttest.online
 
jdistlib.evd - package jdistlib.evd
 
jdistlib.exception - package jdistlib.exception
 
jdistlib.finance - package jdistlib.finance
 
jdistlib.generic - package jdistlib.generic
 
jdistlib.inference - package jdistlib.inference
 
jdistlib.inference.autodiff - package jdistlib.inference.autodiff
 
jdistlib.inference.lang - package jdistlib.inference.lang
 
jdistlib.inference.solver - package jdistlib.inference.solver
 
jdistlib.math - package jdistlib.math
 
jdistlib.math.approx - package jdistlib.math.approx
 
jdistlib.math.density - package jdistlib.math.density
 
jdistlib.math.opt - package jdistlib.math.opt
 
jdistlib.math.spline - package jdistlib.math.spline
 
jdistlib.matrix - package jdistlib.matrix
 
jdistlib.rng - package jdistlib.rng
 
jdistlib.util - package jdistlib.util
 
jitter() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
jitter(double) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
JOE - Enum constant in enum class jdistlib.CopulaFamily
 
JoeCopula - Class in jdistlib
Bivariate Joe copula with upper-tail dependence and theta >= 1.
JoeCopula(double) - Constructor for class jdistlib.JoeCopula
 
jumpAcceptanceProbability() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
jumpAcceptanceProbability() - Method in class jdistlib.inference.SparseSubsetIterationStats
 
jumpAccepted() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
jumpAccepted() - Method in class jdistlib.inference.SparseSubsetIterationStats
 
jumpAttempted() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 

K

k - Variable in class jdistlib.HyperGeometric.RandomState
 
k(double, double, boolean) - Static method in class jdistlib.math.Bessel
This routine calculates modified Bessel functions of the third kind, K_{alpha} (x), for non-negative argument x, and order alpha, with or without exponential scaling.
kDefaultEpsilon - Static variable in class jdistlib.math.spline.SmoothSpline
 
kDefaultMaxNumIterations - Static variable in class jdistlib.math.spline.SmoothSpline
 
kDefaultSmoothingParamLowerBound - Static variable in class jdistlib.math.spline.SmoothSpline
 
kDefaultSmoothingParamUpperBound - Static variable in class jdistlib.math.spline.SmoothSpline
 
kDefaultTolerance - Static variable in class jdistlib.math.spline.SmoothSpline
 
Kendall - Class in jdistlib
Kendall tau distribution
Kendall(int) - Constructor for class jdistlib.Kendall
 
KENDALL_TAU - Enum constant in enum class jdistlib.CopulaFitOptions.Method
 
kendallsTau() - Method in interface jdistlib.Copula
Matrix of all pairwise Kendall's tau values.
kendallsTau(double[][]) - Static method in class jdistlib.CopulaFitter
Pairwise empirical Kendall tau computed over untied pairs.
kendallsTau(int, int) - Method in class jdistlib.BB1Copula
 
kendallsTau(int, int) - Method in class jdistlib.ClaytonCopula
 
kendallsTau(int, int) - Method in interface jdistlib.Copula
Kendall's tau for a coordinate pair.
kendallsTau(int, int) - Method in class jdistlib.CVineCopula
 
kendallsTau(int, int) - Method in class jdistlib.DVineCopula
 
kendallsTau(int, int) - Method in class jdistlib.FrankCopula
 
kendallsTau(int, int) - Method in class jdistlib.GaussianCopula
 
kendallsTau(int, int) - Method in class jdistlib.GumbelCopula
 
kendallsTau(int, int) - Method in class jdistlib.IndependenceCopula
 
kendallsTau(int, int) - Method in class jdistlib.JoeCopula
 
kendallsTau(int, int) - Method in class jdistlib.RotatedCopula
 
kendallsTau(int, int) - Method in class jdistlib.StudentTCopula
 
kernel(UnivariateFunction) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
kernel(UnivariateFunction) - Method in class jdistlib.NumericalPiecewiseDistribution.Builder
 
Kernel - Enum Class in jdistlib.math.density
 
kernelCount() - Method in class jdistlib.inference.HybridSamplerDiagnostics
 
kernelName(int) - Method in class jdistlib.inference.HybridSamplerDiagnostics
 
KernelTransition<S> - Class in jdistlib.inference
Immutable result of one reusable Markov transition.
KernelTransition(S, double[], double, IterationStats) - Constructor for class jdistlib.inference.KernelTransition
 
kind() - Method in class jdistlib.accelerator.ExecutionPlan
 
kind() - Method in class jdistlib.inference.CoordinateSupport
 
kind() - Method in class jdistlib.inference.ModelGraph.Node
 
kInvGoldRatio - Static variable in class jdistlib.math.Constants
This is the squared inverse of the golden ratio ((3 - sqrt(5.0))/ 2).
kl - Variable in class jdistlib.HyperGeometric.RandomState
 
kolmogorov_lilliefors_pvalue(double, int) - Static method in class jdistlib.disttest.NormalityTest
 
kolmogorov_lilliefors_statistic(double[]) - Static method in class jdistlib.disttest.NormalityTest
Exactly identical as kolmogorov_smirnov_statistic
kolmogorov_smirnov_pvalue(double, double[]) - Static method in class jdistlib.disttest.NormalityTest
Deprecated. 
kolmogorov_smirnov_statistic(double[]) - Static method in class jdistlib.disttest.NormalityTest
Deprecated. 
kolmogorov_smirnov_test(double[]) - Static method in class jdistlib.disttest.NormalityTest
Perform Kolmogorov-Smirnov two-sided normality test.
kolmogorov_smirnov_test(double[], double[]) - Static method in class jdistlib.disttest.DistributionTest
Compute the Kolmogorov-Smirnov test to test between two distribution, two-sided, exact p-value.
kolmogorov_smirnov_test(double[], double[], boolean) - Static method in class jdistlib.disttest.DistributionTest
Compute the Kolmogorov-Smirnov test to test between two distribution, two-sided.
kolmogorov_smirnov_test(double[], double[], TestKind) - Static method in class jdistlib.disttest.DistributionTest
Compute the Kolmogorov-Smirnov test to test between two distribution, exact p-value.
kolmogorov_smirnov_test(double[], double[], TestKind, boolean) - Static method in class jdistlib.disttest.DistributionTest
Compute the Kolmogorov-Smirnov test to test between two distribution.
kolmogorov_smirnov_test(double[], GenericDistribution) - Static method in class jdistlib.disttest.DistributionTest
Compute the Kolmogorov-Smirnov test to test between X and a known reference distribution, two-sided, exact p-value.
kolmogorov_smirnov_test(double[], GenericDistribution, boolean) - Static method in class jdistlib.disttest.DistributionTest
Compute the Kolmogorov-Smirnov test to test between X and a known reference distribution, two-sided.
kolmogorov_smirnov_test(double[], GenericDistribution, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Compute the Kolmogorov-Smirnov test to test between X and a known reference distribution, exact p-value.
kolmogorov_smirnov_test(double[], GenericDistribution, TestKind, boolean) - Static method in class jdistlib.disttest.DistributionTest
Compute the Kolmogorov-Smirnov test to test between X and a known reference distribution.
kr - Variable in class jdistlib.HyperGeometric.RandomState
 
kruskal_wallis_test(double[], int[]) - Static method in class jdistlib.disttest.DistributionTest
Kruskal-Wallis test
ks - Variable in class jdistlib.HyperGeometric.RandomState
 
Kumaraswamy - Class in jdistlib
Kumaraswamy distribution
Kumaraswamy(double, double) - Constructor for class jdistlib.Kumaraswamy
 

L

label() - Method in class jdistlib.inference.ModelGraph.Node
 
lambda - Variable in class jdistlib.Poisson
 
lamdl - Variable in class jdistlib.HyperGeometric.RandomState
 
lamdr - Variable in class jdistlib.HyperGeometric.RandomState
 
LANGUAGE_VERSION - Static variable in class jdistlib.inference.lang.ModelScript
 
languageVersion() - Method in class jdistlib.inference.lang.CompiledModelScript
 
Laplace - Class in jdistlib
Laplace distribution, from VGAM package
Laplace(double, double) - Constructor for class jdistlib.Laplace
 
largest - Variable in class jdistlib.evd.Extreme
 
largest - Variable in class jdistlib.evd.Order
 
last - Variable in class jdistlib.math.IntegrationResult
 
lbeta(double, double) - Static method in class jdistlib.math.MathFunctions
 
LbfgsOptimizer - Class in jdistlib.inference
Small deterministic L-BFGS maximizer intended for initialization and MAP fits.
lchoose(double, double) - Static method in class jdistlib.math.MathFunctions
 
ldexp(double, double) - Static method in class jdistlib.math.MathFunctions
 
ldexp(double, int) - Static method in class jdistlib.math.MathFunctions
Implementation of ldexp
leapfrogSteps() - Method in class jdistlib.inference.AdaptiveStaticHmcResult
 
leapfrogSteps() - Method in class jdistlib.inference.AdjustedMclmcTuningResult
 
leapfrogSteps() - Method in class jdistlib.inference.IterationStats
 
leapfrogSteps() - Method in class jdistlib.inference.SamplingOptions
 
leapfrogSteps(int) - Method in class jdistlib.inference.SamplingOptions.Builder
 
LEFT - Enum constant in enum class jdistlib.accelerator.MatrixSide
 
LEFT_CENSORED - Enum constant in enum class jdistlib.finance.DistributionFit.Observation.Kind
 
leftCensored(double) - Static method in class jdistlib.finance.DistributionFit.Observation
 
leftInfinite(UnivariateFunction, long, DiscreteTailBound, CertifiedDiscreteOptions) - Static method in class jdistlib.CertifiedInfiniteDiscreteDistribution
Constructs support ..., start-1, start.
leftPowerLaw(double, double) - Static method in class jdistlib.DiscreteTailBounds
Left-tail integral-test bound for weights proportional to (-k + offset)^(-exponent).
leftSingularVectors() - Method in class jdistlib.accelerator.FloatSingularValueDecomposition
Returns row-major thin U with shape rows by components.
leftSingularVectors() - Method in class jdistlib.accelerator.SingularValueDecomposition
Returns row-major thin U with shape rows by components.
Levy - Class in jdistlib
 
Levy() - Constructor for class jdistlib.Levy
Constructor for standard normal (i.e., mean = 0, sd = 1)
Levy(double, double) - Constructor for class jdistlib.Levy
 
LevyIncrementDistribution - Class in jdistlib.finance
Time-scaled increment of an infinitely-divisible transform-defined unit law.
LevyIncrementDistribution(TransformDistribution, double) - Constructor for class jdistlib.finance.LevyIncrementDistribution
 
LevyIncrementDistribution(TransformDistribution, double, FourierInversionOptions) - Constructor for class jdistlib.finance.LevyIncrementDistribution
 
lgamma1p(double) - Static method in class jdistlib.math.MathFunctions
 
lgammacor(double) - Static method in class jdistlib.math.MathFunctions
 
lgammafn(double) - Static method in class jdistlib.math.MathFunctions
 
lgammafn(double[]) - Static method in class jdistlib.math.MathFunctions
Batch call log gamma function
lgammafn_sign(double, int[]) - Static method in class jdistlib.math.MathFunctions
 
lgharmonic(int) - Static method in class jdistlib.math.MathFunctions
 
lgharmonic(int, double) - Static method in class jdistlib.math.MathFunctions
 
lgharmonic(int, double, double) - Static method in class jdistlib.math.MathFunctions
Calculate the log of generalized harmonic number
libraryVersion() - Method in class jdistlib.inference.RunManifest
 
License - Search tag in class jdistlib.rng.MersenneTwister
Section
License - Search tag in class jdistlib.rng.MersenneTwisterSafe
Section
likelihood(String, String[], ModelFactor) - Method in class jdistlib.inference.ModelBuilder
Adds a scalar likelihood factor and exposes it for pointwise predictive assessment.
likelihood(String, String, String[], ModelFactor) - Method in class jdistlib.inference.ModelBuilder
Adds a scalar likelihood factor with an explicit observation group.
likelihood(OptionObservation[], OptionInference.StatePriceModel, OptionInference.StateNoiseModel) - Static method in class jdistlib.finance.OptionInference
 
Lindley - Class in jdistlib
One-parameter Lindley lifetime distribution.
Lindley(double) - Constructor for class jdistlib.Lindley
 
line() - Method in class jdistlib.inference.lang.ScriptDiagnostic
 
LINE - Enum constant in enum class jdistlib.inference.ChartSpec.Type
 
linear(double, double[], double[], double, double) - Static method in class jdistlib.math.approx.ApproximationFunction
Linear approximation
LINEAR - Enum constant in enum class jdistlib.math.approx.ApproximationType
 
LinearAlgebraBackend - Interface in jdistlib.accelerator
Backend-neutral FP64 BLAS, sparse-BLAS, and reusable factorization surface.
LinearAlgebraOperation - Enum Class in jdistlib.accelerator
Backend-neutral operation identifiers used for capability and routing inspection.
linearCombination(double[]) - Method in class jdistlib.finance.MultivariateFinancialDistribution
Exact scalar law for a linear combination of the vector.
LinPack - Class in jdistlib.math
Routines that I took from LINPACK library.
LinPack() - Constructor for class jdistlib.math.LinPack
 
lmvgammafn(double, int) - Static method in class jdistlib.math.MathFunctions
Log of multivariate gamma function By: Roby Joehanes
lmvpsigammafn(double, int, int) - Static method in class jdistlib.math.PolyGamma
Log of multivariate psigamma function By: Roby Joehanes
LoadedGeneratedModel - Class in jdistlib.inference.lang
Closeable generated-model factory and its isolated class loader.
loc - Variable in class jdistlib.evd.Fretchet
 
loc - Variable in class jdistlib.evd.GeneralizedPareto
 
loc - Variable in class jdistlib.evd.GEV
 
loc - Variable in class jdistlib.evd.Gumbel
 
loc - Variable in class jdistlib.evd.ReverseWeibull
 
locate(ChainResult, BayesianModel) - Static method in class jdistlib.inference.Divergences
 
location - Variable in class jdistlib.Cauchy
 
location - Variable in class jdistlib.Laplace
 
location - Variable in class jdistlib.Logistic
 
log() - Method in class jdistlib.math.Complex
 
log(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
LOG - Enum constant in enum class jdistlib.accelerator.UnaryOperation
 
log_prod(double[]) - Static method in class jdistlib.math.VectorMath
Log of product of numbers.
log1p(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
LOG1P - Enum constant in enum class jdistlib.accelerator.UnaryOperation
 
log1pexp(double) - Static method in class jdistlib.math.MathFunctions
 
log1pmx(double) - Static method in class jdistlib.math.MathFunctions
 
log1px(double) - Static method in class jdistlib.math.MathFunctions
log1px takes a double and returns a double.
logAbsDeterminant() - Method in class jdistlib.accelerator.FloatLuFactor
 
logAbsDeterminant() - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
logAbsDeterminant() - Method in class jdistlib.accelerator.LuFactor
 
logAbsDeterminant() - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
logAbsJacobian() - Method in class jdistlib.inference.ReversibleJumpProposal
 
logAbsJacobian(ReversibleJumpState, double[], boolean) - Method in class jdistlib.inference.CoordinateInsertionTransformation
 
logAbsJacobian(ReversibleJumpState, double[], boolean) - Method in class jdistlib.inference.CoordinateSplitTransformation
 
logAbsJacobian(ReversibleJumpState, double[], boolean) - Method in interface jdistlib.inference.DimensionMatchingTransformation
 
logAcceptanceRatio() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
logAcceptanceRatio() - Method in class jdistlib.inference.SparseSubsetIterationStats
 
Logarithmic - Class in jdistlib
 
Logarithmic(double) - Constructor for class jdistlib.Logarithmic
 
logAtomWeights(UnivariateFunction) - Method in class jdistlib.NumericalPiecewiseDistribution.Builder
 
logBesselK(double, double) - Static method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.CgmyDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.LevyIncrementDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.MeixnerDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.StableDistribution
 
logCharacteristic(double) - Method in interface jdistlib.finance.TransformDistribution
 
logCharacteristic(double) - Method in class jdistlib.finance.VarianceGammaDistribution
 
logCharacteristic(double) - Method in class jdistlib.Gamma
 
logCharacteristic(double) - Method in class jdistlib.Normal
 
logCharacteristic(double) - Method in class jdistlib.Poisson
 
logCharacteristic(double) - Method in class jdistlib.T
 
logCharacteristic(GenericDistribution, double) - Static method in class jdistlib.finance.DistributionTransforms
 
logDensities() - Method in class jdistlib.accelerator.LogisticRegressionBatchResult
 
logDensities() - Method in class jdistlib.inference.ChainResult
 
logDensities() - Method in class jdistlib.inference.ColumnarDraws
 
logDensity() - Method in class jdistlib.inference.ChainCheckpoint
 
logDensity() - Method in class jdistlib.inference.HybridKernelTransition
 
logDensity() - Method in class jdistlib.inference.KernelTransition
 
logDensity() - Method in class jdistlib.inference.RandomWalkKernel.State
 
logDensity(double[]) - Method in class jdistlib.BB1Copula
 
logDensity(double[]) - Method in class jdistlib.ClaytonCopula
 
logDensity(double[]) - Method in interface jdistlib.Copula
Natural logarithm of the copula density at an interior point.
logDensity(double[]) - Method in class jdistlib.CopulaDistribution
Natural logarithm of the joint density.
logDensity(double[]) - Method in class jdistlib.CVineCopula
 
logDensity(double[]) - Method in class jdistlib.DVineCopula
 
logDensity(double[]) - Method in class jdistlib.FrankCopula
 
logDensity(double[]) - Method in class jdistlib.GaussianCopula
 
logDensity(double[]) - Method in class jdistlib.GumbelCopula
 
logDensity(double[]) - Method in class jdistlib.IndependenceCopula
 
logDensity(double[]) - Method in class jdistlib.inference.BayesianModel
 
logDensity(double[]) - Method in interface jdistlib.inference.DifferentiableLogDensity
 
logDensity(double[]) - Method in class jdistlib.inference.EvaluationCounter
 
logDensity(double[]) - Method in interface jdistlib.inference.LogDensity
 
logDensity(double[]) - Method in class jdistlib.inference.ModelEvaluator
 
logDensity(double[]) - Method in interface jdistlib.inference.TemperedLogDensity
 
logDensity(double[]) - Method in class jdistlib.JoeCopula
 
logDensity(double[]) - Method in class jdistlib.RotatedCopula
 
logDensity(double[]) - Method in class jdistlib.StudentTCopula
 
logDensity(double, double) - Method in class jdistlib.PairCopula
 
logDensity(double, int, ReversibleJumpState) - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
logDensity(double, int, ReversibleJumpState) - Method in class jdistlib.inference.GaussianRjBirthProposal
 
logDensity(double, int, ReversibleJumpState) - Method in interface jdistlib.inference.RjBirthProposal
 
logDensity(double, int, SparseSubsetState) - Method in class jdistlib.inference.GaussianSparseCoefficientProposal
 
logDensity(double, int, SparseSubsetState) - Method in interface jdistlib.inference.SparseCoefficientProposal
 
logDensity(ModelState) - Method in interface jdistlib.inference.DifferentiableModelFactor
 
logDensity(ModelState) - Method in interface jdistlib.inference.ModelFactor
 
LogDensity - Interface in jdistlib.inference
An unnormalized log density on an unconstrained Euclidean state space.
logDensityAndAddGradient(ModelState, double[]) - Method in interface jdistlib.inference.DifferentiableModelFactor
 
logDensityAndGradient(double[], double[]) - Method in class jdistlib.inference.AcceleratedLogisticRegression
 
logDensityAndGradient(double[], double[]) - Method in class jdistlib.inference.autodiff.ReverseModeLogDensity
 
logDensityAndGradient(double[], double[]) - Method in class jdistlib.inference.BayesianModel
 
logDensityAndGradient(double[], double[]) - Method in interface jdistlib.inference.DifferentiableLogDensity
Evaluates the log density and replaces gradient with its gradient.
logDensityAndGradient(double[], double[]) - Method in class jdistlib.inference.EvaluationCounter
 
logDensityAndGradient(double[], double[]) - Method in class jdistlib.inference.ModelEvaluator
 
logDensityAndGradientBatch(double[][], double[], double[][]) - Method in class jdistlib.inference.AcceleratedLogisticRegression
 
logDensityAndGradientBatch(double[][], double[], double[][]) - Method in interface jdistlib.inference.BatchedDifferentiableLogDensity
Replaces every output row; implementations may execute the batch concurrently.
logDensityAt(int) - Method in class jdistlib.inference.ChainResult
Returns one retained log density without copying the chain.
logDensityEvaluations() - Method in class jdistlib.inference.EvaluationCounter
 
logDeterminant() - Method in class jdistlib.accelerator.CholeskyFactor
Returns the log determinant of the original SPD matrix.
logDeterminant() - Method in class jdistlib.accelerator.FloatCholeskyFactor
 
logDeterminant() - Method in class jdistlib.accelerator.FloatSparseCholeskyFactor
 
logDeterminant() - Method in interface jdistlib.accelerator.PreparedCholesky
 
logDeterminant() - Method in interface jdistlib.accelerator.PreparedFloatCholesky
 
logDeterminant() - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
logDeterminant() - Method in interface jdistlib.accelerator.PreparedSparseCholesky
 
logDeterminant() - Method in class jdistlib.accelerator.SparseCholeskyFactor
 
logDeterminantCumulative(double, double, double[][]) - Static method in class jdistlib.Wishart
 
logDeterminantCumulative(double, double, double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.Wishart
Computes P(log(det(W)) <= upper).
logDeterminantProbability(double, double, double, double[][]) - Static method in class jdistlib.Wishart
 
logDeterminantProbability(double, double, double, double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.Wishart
Computes P(lower <= log(det(W)) <= upper) without exponentiating the caller's thresholds, so extreme determinant events remain representable.
logForwardDensity() - Method in class jdistlib.inference.ReversibleJumpProposal
 
Logistic - Class in jdistlib
 
Logistic() - Constructor for class jdistlib.Logistic
Constructor for standard Logistic (location = 0, scale = 1)
Logistic(double, double) - Constructor for class jdistlib.Logistic
 
LOGISTIC - Enum constant in enum class jdistlib.accelerator.UnaryOperation
 
logisticRegression(double[][], double[], double[][], double) - Method in interface jdistlib.accelerator.ComputeBackend
 
logisticRegression(double[][], double[], double[][], double) - Method in class jdistlib.accelerator.CpuComputeBackend
 
LogisticRegressionBatchResult - Class in jdistlib.accelerator
Batched logistic-regression log densities and gradients.
LogisticRegressionBatchResult(double[], double[][]) - Constructor for class jdistlib.accelerator.LogisticRegressionBatchResult
 
LogitNormal - Class in jdistlib
Logit-normal distribution on the open unit interval.
LogitNormal(double, double) - Constructor for class jdistlib.LogitNormal
 
logJoint() - Method in class jdistlib.inference.ReversibleJumpCheckpoint
 
logJoint() - Method in class jdistlib.inference.ReversibleJumpWithinModelTransition
 
logJoint() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
logJoint(double[], int[], double[]) - Method in interface jdistlib.inference.SparseSubsetLogJoint
 
logJoint(double[], int[], double[]) - Method in interface jdistlib.inference.SubsetLogJoint
 
logJoint(ReversibleJumpState) - Method in interface jdistlib.inference.ReversibleJumpTarget
 
logJoint(ReversibleJumpState) - Method in class jdistlib.inference.SubsetSelectionTarget
 
logJoint(SparseSubsetState) - Method in class jdistlib.inference.SparseSubsetTarget
 
logJointAt(int) - Method in class jdistlib.inference.ReversibleJumpResult
 
logJointAt(int) - Method in class jdistlib.inference.SparseSubsetResult
 
logJoints() - Method in class jdistlib.inference.ReversibleJumpResult
 
logJoints() - Method in class jdistlib.inference.SparseSubsetResult
 
logKernel(UnivariateFunction) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
logKernel(UnivariateFunction) - Method in class jdistlib.NumericalPiecewiseDistribution.Builder
 
loglik(double, double, double, double) - Static method in class jdistlib.Tweedie
 
logLikelihood(double[][]) - Method in class jdistlib.MixedCopulaDistribution
 
logLikelihoodResult(double[][]) - Method in class jdistlib.MixedCopulaDistribution
Aggregates likelihood contributions while retaining row-level diagnostics.
logLikelihoodVariance() - Method in class jdistlib.inference.Waic.Result
 
LogLogistic - Class in jdistlib
Log logistic distribution.
LogLogistic(double, double) - Constructor for class jdistlib.LogLogistic
 
logMomentGenerating(double) - Method in class jdistlib.finance.CgmyDistribution
 
logMomentGenerating(double) - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
logMomentGenerating(double) - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
logMomentGenerating(double) - Method in class jdistlib.finance.LevyIncrementDistribution
 
logMomentGenerating(double) - Method in class jdistlib.finance.MeixnerDistribution
 
logMomentGenerating(double) - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
logMomentGenerating(double) - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
logMomentGenerating(double) - Method in class jdistlib.finance.StableDistribution
 
logMomentGenerating(double) - Method in interface jdistlib.finance.TransformDistribution
 
logMomentGenerating(double) - Method in class jdistlib.finance.VarianceGammaDistribution
 
logMomentGenerating(double) - Method in class jdistlib.Gamma
 
logMomentGenerating(double) - Method in class jdistlib.Normal
 
logMomentGenerating(double) - Method in class jdistlib.Poisson
 
logMomentGenerating(double) - Method in class jdistlib.T
 
logMomentGenerating(GenericDistribution, double) - Static method in class jdistlib.finance.DistributionTransforms
 
LogNormal - Class in jdistlib
 
LogNormal() - Constructor for class jdistlib.LogNormal
Constructor for standard Logistic (location = 0, scale = 1)
LogNormal(double, double) - Constructor for class jdistlib.LogNormal
 
logProbability() - Method in class jdistlib.inference.SparseCandidateChoice
 
logProbability(int, SparseSubsetState, SparseSubsetTarget) - Method in class jdistlib.inference.ResidualInformedSparseCandidateProposal
 
logProbability(int, SparseSubsetState, SparseSubsetTarget) - Method in interface jdistlib.inference.SparseCandidateProposal
 
logProbability(int, SparseSubsetState, SparseSubsetTarget) - Method in class jdistlib.inference.UniformSparseCandidateProposal
 
logProposalDensity(double) - Method in interface jdistlib.RejectionEnvelope
Returns the normalized proposal log-density at x.
logProposalDensity(double) - Method in class jdistlib.UniformRejectionEnvelope
 
logReverseDensity() - Method in class jdistlib.inference.ReversibleJumpProposal
 
logScales() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
logspace_add(double, double) - Static method in class jdistlib.math.MathFunctions
Compute the log of a sum from logs of terms, i.e., log (exp (logx) + exp (logy)) without causing overflows and without throwing away large handfuls of accuracy.
logspace_sub(double, double) - Static method in class jdistlib.math.MathFunctions
Compute the log of a difference from logs of terms, i.e., log (exp (logx) - exp (logy)) without causing overflows and without throwing away large handfuls of accuracy.
logspace_sum(double[]) - Static method in class jdistlib.math.MathFunctions
 
logValue - Variable in class jdistlib.CopulaMeasureResult
 
logWeights() - Method in class jdistlib.inference.ParetoSmoothedImportanceSampling.Result
 
logWeights() - Method in class jdistlib.inference.PathfinderFit
 
logWeights(UnivariateFunction) - Method in class jdistlib.NumericalDiscreteDistribution.Builder
 
looic() - Method in class jdistlib.inference.PsisLoo.Result
 
LooModelComparison - Class in jdistlib.inference
Pointwise, paired comparison of models evaluated with PSIS-LOO.
LooModelComparison.Entry - Class in jdistlib.inference
 
LooModelComparison.NamedResult - Class in jdistlib.inference
 
LordPlusPlus - Class in jdistlib.disttest.online
Stateful LORD++ online-FDR controller for a prespecified hypothesis order.
LordPlusPlus(double, double, double[]) - Constructor for class jdistlib.disttest.online.LordPlusPlus
 
LOSS - Enum constant in enum class jdistlib.finance.RiskConvention
 
LOW_RANK_DIAGONAL - Enum constant in enum class jdistlib.inference.MetricConfiguration.Type
 
lower() - Method in class jdistlib.accelerator.CholeskyFactor
Returns a row-major copy of the lower-triangular factor.
lower() - Method in class jdistlib.accelerator.FloatCholeskyFactor
 
lower() - Method in class jdistlib.accelerator.FloatSparseCholeskyFactor
 
lower() - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
lower() - Method in class jdistlib.accelerator.SparseCholeskyFactor
Returns the lower factor in permuted coordinates and one-based CSR storage.
lower() - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
lower() - Method in class jdistlib.inference.CoordinateSupport
 
LOWER - Enum constant in enum class jdistlib.accelerator.MatrixTriangle
 
LOWER - Enum constant in enum class jdistlib.disttest.TestKind
 
LOWER - Enum constant in enum class jdistlib.finance.Tail
 
lowerBound - Variable in class jdistlib.math.opt.OptimizationConfig
 
lowerBound(double, int) - Static method in class jdistlib.inference.Constraints
 
lowerBound(int) - Method in interface jdistlib.finance.DistributionFit.ParametricFamily
 
lowerConcentration(Copula, double) - Static method in class jdistlib.finance.CopulaTailAnalysis
 
lowerQuantile() - Method in class jdistlib.inference.ParameterDiagnostics
 
lowerTailAsymptotic(double) - Method in class jdistlib.finance.StableDistribution
Leading left-tail probability for large positive distance from location.
lowerTailDependence(Copula) - Static method in class jdistlib.finance.CopulaTailAnalysis
 
lowRank() - Method in class jdistlib.inference.MetricConfiguration
 
lowRankDiagonal(int) - Static method in class jdistlib.inference.MetricConfiguration
 
LuFactor - Class in jdistlib.accelerator
Immutable FP64 partial-pivoted LU factorization of a square matrix.
LuFactor(int, double[], int[], int) - Constructor for class jdistlib.accelerator.LuFactor
Creates a factor where row i came from original row permutation[i].

M

m - Variable in class jdistlib.Ansari
 
m - Variable in class jdistlib.Binomial.RandomState
 
m - Variable in class jdistlib.HyperGeometric.RandomState
 
m - Variable in class jdistlib.Nakagami
 
m - Variable in class jdistlib.Wilcoxon
 
M_1_PI - Static variable in class jdistlib.math.Constants
 
M_1_SQRT_2 - Static variable in class jdistlib.math.Constants
 
M_1_SQRT_2PI - Static variable in class jdistlib.math.Constants
 
M_2PI - Static variable in class jdistlib.math.Constants
 
M_LN_2PI - Static variable in class jdistlib.math.Constants
 
M_LN_SQRT_2PI - Static variable in class jdistlib.math.Constants
 
M_LN_SQRT_PI - Static variable in class jdistlib.math.Constants
 
M_LN_SQRT_PId2 - Static variable in class jdistlib.math.Constants
 
M_LN10 - Static variable in class jdistlib.math.Constants
 
M_LN2 - Static variable in class jdistlib.math.Constants
 
M_LOG_PI - Static variable in class jdistlib.math.Constants
 
M_LOG10_2 - Static variable in class jdistlib.math.Constants
 
M_PI - Static variable in class jdistlib.math.Constants
 
M_PI_2 - Static variable in class jdistlib.math.Constants
 
M_PI_4 - Static variable in class jdistlib.math.Constants
 
M_PISQ_8 - Static variable in class jdistlib.math.Constants
 
M_SQRT_2 - Static variable in class jdistlib.math.Constants
 
M_SQRT_2dPI - Static variable in class jdistlib.math.Constants
 
M_SQRT_32 - Static variable in class jdistlib.math.Constants
 
M_SQRT_PI - Static variable in class jdistlib.math.Constants
 
mad(double[]) - Static method in class jdistlib.math.VectorMath
Compute the Median Absolute Deviation (MAD) (i.e., median(abs(e - median(e))))
main(String[]) - Static method in class jdistlib.disttest.DistributionTest
 
main(String[]) - Static method in class jdistlib.inference.lang.ModelScriptCli
 
main(String[]) - Static method in class jdistlib.math.density.Density
 
main(String[]) - Static method in class jdistlib.math.opt.Bobyqa
 
main(String[]) - Static method in class jdistlib.math.opt.Optimization
 
main(String[]) - Static method in class jdistlib.math.Polynomial
 
main(String[]) - Static method in class jdistlib.rng.MersenneTwisterSafe
Tests the code.
main(String[]) - Static method in class jdistlib.Spearman
 
Makeham - Class in jdistlib
Makeham survival distribution with scale, shape, and constant hazard.
Makeham(double, double, double) - Constructor for class jdistlib.Makeham
 
manifest() - Method in class jdistlib.inference.Fit
 
mann_whitney_u_test(double[], double[], double, boolean, boolean, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Mann-Whitney-U test
mann_whitney_u_test(double[], double[], double, boolean, boolean, TestKind, double, double) - Static method in class jdistlib.disttest.DistributionTest
Mann-Whitney-Wilcoxon test with the same rank rounding controls as current R.
ManyShortChains - Class in jdistlib.inference
Deterministic many-short-chain execution using common-initialization superchains.
ManyShortChainsResult - Class in jdistlib.inference
Results and nested convergence diagnostics from a superchain design.
MappedDrawStore - Class in jdistlib.inference
Fixed-capacity selected-coordinate draw sink and zero-copy memory-mapped reader.
MappedDrawStore(Path, int[], int) - Constructor for class jdistlib.inference.MappedDrawStore
 
marginalScale() - Method in class jdistlib.inference.PathfinderResult
 
marginalTransforms(double[][], long, CopulaMarginal...) - Static method in class jdistlib.CopulaFitter
Applies a reproducible randomized distributional transform.
marginalTransforms(double[][], CopulaMarginal...) - Static method in class jdistlib.CopulaFitter
Applies marginal probability transforms.
marginalTransforms(double[][], RandomEngine, CopulaMarginal...) - Static method in class jdistlib.CopulaFitter
Applies marginal probability transforms.
mark() - Method in class jdistlib.inference.autodiff.ReverseTape
Returns a mark to which temporary nodes can later be rewound.
massScaling() - Method in class jdistlib.inference.AdjustedMclmcTuningResult
 
match(double[], double[]) - Static method in class jdistlib.util.Utilities
Mimic the behavior of match function in R.
match(int[], int[]) - Static method in class jdistlib.util.Utilities
 
match(S[], S[]) - Static method in class jdistlib.util.Utilities
 
MathFunctions - Class in jdistlib.math
 
MathFunctions() - Constructor for class jdistlib.math.MathFunctions
 
MatrixDiagonal - Enum Class in jdistlib.accelerator
Whether a triangular matrix stores or implies its diagonal.
matrixMultiply(double[][], double[][]) - Method in interface jdistlib.accelerator.ComputeBackend
 
matrixMultiply(double[][], double[][]) - Method in class jdistlib.accelerator.CpuComputeBackend
 
MatrixSide - Enum Class in jdistlib.accelerator
Side on which a triangular matrix operates.
MatrixTranspose - Enum Class in jdistlib.accelerator
Transposition applied to a row-major dense matrix operand.
MatrixTriangle - Enum Class in jdistlib.accelerator
Stored triangle of a triangular matrix.
max(double[]) - Static method in class jdistlib.math.VectorMath
 
MAX - Enum constant in enum class jdistlib.util.Utilities.RankTies
 
MAX_EVALUATIONS_REACHED - Enum constant in enum class jdistlib.MultivariateProbabilityStatus
A usable estimate was produced, but its error estimate exceeds tolerance.
MAX_EVALUATIONS_REACHED - Static variable in class jdistlib.MultivariateProbabilityResult
Legacy integer code corresponding to MultivariateProbabilityStatus.MAX_EVALUATIONS_REACHED.
maxCallbackTime(long, TimeUnit) - Method in class jdistlib.math.IntegrationOptions.Builder
Sets a benchmark-oriented wall-clock limit for one callback evaluation.
maxdev(double[]) - Static method in class jdistlib.math.VectorMath
Maximum deviation (i.e., max(abs(e - median(e))))
maxEvaluations - Variable in class jdistlib.MultivariateProbabilityOptions
 
maxEvaluations(int) - Method in class jdistlib.math.IntegrationOptions.Builder
 
maximize(DifferentiableLogDensity, double[], int, int, double) - Static method in class jdistlib.inference.LbfgsOptimizer
 
maximum(GenericDistribution, int) - Static method in class jdistlib.finance.OrderStatisticDistribution
 
MAXIMUM_LIKELIHOOD - Enum constant in enum class jdistlib.CopulaFitOptions.Method
 
MAXIMUM_SUBDIVISIONS - Enum constant in enum class jdistlib.math.IntegrationStatus
 
maximumAbsoluteError() - Method in class jdistlib.inference.GradientCheckResult
 
maximumActive() - Method in class jdistlib.inference.SparseSubsetTarget
 
maximumChunks() - Method in class jdistlib.inference.PrecisionGoal
 
maximumChunks(int) - Method in class jdistlib.inference.PrecisionGoal.Builder
 
maximumConstraintError() - Method in class jdistlib.inference.solver.HigherIndexDaeSolver.Result
 
maximumDrawdown(GenericDistribution, int, int, long) - Static method in class jdistlib.finance.PathFunctionalDistributions
 
maximumEnergyError() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
maximumEnergyError() - Method in class jdistlib.inference.SamplingOptions
 
maximumEnergyError(double) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
maximumEnergyError(double) - Method in class jdistlib.inference.SamplingOptions.Builder
 
maximumIterations - Variable in class jdistlib.inference.solver.AlgebraicSolver.Options
 
maximumIterations() - Method in class jdistlib.inference.PathfinderOptions
 
maximumIterations(int) - Method in class jdistlib.inference.PathfinderOptions.Builder
 
maximumLeapfrogSteps() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
maximumLeapfrogSteps() - Method in class jdistlib.inference.AdjustedMclmcTuningOptions
 
maximumLeapfrogSteps(int) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
maximumLeapfrogSteps(int) - Method in class jdistlib.inference.AdjustedMclmcTuningOptions.Builder
 
maximumLikelihood(DistributionFit.Observation[], DistributionFit.ParametricFamily, double[]) - Static method in class jdistlib.finance.DistributionFit
 
maximumMeanKl() - Method in class jdistlib.inference.ProjectionPredictiveSelection.Result
 
maximumNodes(int) - Method in class jdistlib.CdfTableOptions.Builder
 
maximumRelativeError() - Method in class jdistlib.inference.GradientCheckResult
 
maximumSliceSteps() - Method in class jdistlib.inference.SamplingOptions
 
maximumSliceSteps(int) - Method in class jdistlib.inference.SamplingOptions.Builder
 
maximumSteps - Variable in class jdistlib.inference.solver.OdeSolver.Options
 
maximumSteps - Variable in class jdistlib.inference.solver.StiffOdeSolver.Options
 
maximumTerms(int) - Method in class jdistlib.CertifiedDiscreteOptions.Builder
 
maximumTreeDepth() - Method in class jdistlib.inference.SamplerDiagnostics
 
maximumTreeDepth() - Method in class jdistlib.inference.SamplingOptions
 
maximumTreeDepth(int) - Method in class jdistlib.inference.SamplingOptions.Builder
 
maxjx - Variable in class jdistlib.HyperGeometric.RandomState
 
maxNumFunctionCall - Variable in class jdistlib.math.opt.OptimizationConfig
 
maxTotalTime(long, TimeUnit) - Method in class jdistlib.math.IntegrationOptions.Builder
Sets a benchmark-oriented total wall-clock budget.
Maxwell - Class in jdistlib
Maxwell distribution using VGAM's positive rate parameterization.
Maxwell(double) - Constructor for class jdistlib.Maxwell
 
MaxwellBoltzmann - Class in jdistlib
Maxwell-Boltzmann speed distribution using the conventional scale sigma, the common standard deviation of three independent centered normal coordinates.
MaxwellBoltzmann(double) - Constructor for class jdistlib.MaxwellBoltzmann
 
McmcDiagnosticReport - Class in jdistlib.inference
Immutable parameter and sampler diagnostics with machine-readable output.
McmcDiagnostics - Class in jdistlib.inference
Rank-normalized R-hat, bulk/tail ESS, MCSE, and sampler diagnostics.
McmcJson - Class in jdistlib.inference
Dependency-free versioned JSON serialization for inference diagnostics.
mCoefficients - Variable in class jdistlib.math.Polynomial
 
mCoefficients - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mCompromise - Variable in class jdistlib.math.approx.ApproximationFunction
 
mCriterion - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mcse() - Method in class jdistlib.inference.PrecisionContinuationResult
 
mCVScore - Variable in class jdistlib.math.spline.SmoothSplineResult
 
ME_DOMAIN - Static variable in class jdistlib.math.Constants
 
ME_NOCONV - Static variable in class jdistlib.math.Constants
 
ME_NONE - Static variable in class jdistlib.math.Constants
 
ME_PRECISION - Static variable in class jdistlib.math.Constants
 
ME_RANGE - Static variable in class jdistlib.math.Constants
 
ME_UNDERFLOW - Static variable in class jdistlib.math.Constants
 
mean() - Method in interface jdistlib.inference.GaussianReference
 
mean() - Method in class jdistlib.inference.ParameterDiagnostics
 
mean() - Method in class jdistlib.inference.ReversibleJumpParameterSummary
 
mean(double[]) - Static method in class jdistlib.math.VectorMath
 
mean(int) - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
meanAcceptanceProbability() - Method in class jdistlib.inference.SamplerDiagnostics
 
meanAcceptanceProbability() - Method in class jdistlib.inference.WarmupResult
 
meanKl() - Method in class jdistlib.inference.ProjectionPredictiveSelection.Step
 
meanlog - Variable in class jdistlib.LogNormal
 
meanMcse(double[]) - Static method in class jdistlib.inference.MonteCarloError
 
meanNanoseconds() - Method in class jdistlib.inference.FactorProfile
 
measure(double[]) - Method in class jdistlib.MixedCopulaDistribution
Evaluates density, probability mass, or mixed product-measure density.
MEASURE_FAILURE - Enum constant in enum class jdistlib.CopulaLogLikelihoodResult.Status
 
median() - Method in class jdistlib.inference.ParameterDiagnostics
 
median(double[]) - Static method in class jdistlib.math.VectorMath
Get the median
MeixnerDistribution - Class in jdistlib.finance
Meixner return law in the (scale, skew, shape, location) parameterization.
MeixnerDistribution(double, double, double, double) - Constructor for class jdistlib.finance.MeixnerDistribution
 
MeixnerDistribution(double, double, double, double, FourierInversionOptions) - Constructor for class jdistlib.finance.MeixnerDistribution
 
member(int) - Method in class jdistlib.inference.lang.TupleValue
Returns the one-based member used by Stan tuple syntax.
MersenneTwister - Class in jdistlib.rng
MersenneTwister and MersenneTwisterFast
MersenneTwister() - Constructor for class jdistlib.rng.MersenneTwister
Constructor using the default seed.
MersenneTwister(int[]) - Constructor for class jdistlib.rng.MersenneTwister
Constructor using an array of integers as seed.
MersenneTwister(long) - Constructor for class jdistlib.rng.MersenneTwister
Constructor using a given seed.
MersenneTwister and MersenneTwisterFast - Search tag in class jdistlib.rng.MersenneTwister
Section
MersenneTwister and MersenneTwisterFast - Search tag in class jdistlib.rng.MersenneTwisterSafe
Section
MersenneTwisterSafe - Class in jdistlib.rng
MersenneTwister and MersenneTwisterFast
MersenneTwisterSafe() - Constructor for class jdistlib.rng.MersenneTwisterSafe
Constructor using the default seed.
MersenneTwisterSafe(int[]) - Constructor for class jdistlib.rng.MersenneTwisterSafe
Constructor using an array of integers as seed.
MersenneTwisterSafe(long) - Constructor for class jdistlib.rng.MersenneTwisterSafe
Constructor using a given seed.
message() - Method in class jdistlib.CopulaFitResult
 
message() - Method in class jdistlib.CopulaLikelihoodDiagnostics
 
message() - Method in class jdistlib.CopulaLogLikelihoodResult
 
message() - Method in class jdistlib.CopulaMeasureResult
 
message() - Method in class jdistlib.inference.GradientCheckResult
 
message() - Method in class jdistlib.inference.lang.ScriptDiagnostic
 
message() - Method in class jdistlib.math.ImmutableIntegrationResult
 
message() - Method in class jdistlib.math.IntegrationResult
 
message() - Method in class jdistlib.math.IntegrationStabilityResult
Returns a concise human-readable assessment.
message() - Method in class jdistlib.MultivariateProbabilityResult
 
message() - Method in enum class jdistlib.MultivariateProbabilityStatus
Human-readable status text.
message() - Method in class jdistlib.VineFitResult
 
mEstimatedDF - Variable in class jdistlib.math.spline.SmoothSplineResult
 
metadata() - Method in class jdistlib.inference.PointwiseLogLikelihoodDraws
 
metadata() - Method in class jdistlib.inference.PsisLoo.Result
 
metadata() - Method in class jdistlib.inference.Waic.Result
 
method(IntegrationOptions.Method) - Method in class jdistlib.math.IntegrationOptions.Builder
 
metric() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
metric(MetricConfiguration) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
metric(MetricConfiguration) - Method in class jdistlib.inference.SamplingOptions.Builder
 
metricConditionNumber() - Method in class jdistlib.inference.IterationStats
Approximate condition number of the active inverse metric, when reported.
metricConditionNumber() - Method in class jdistlib.inference.WarmupTrace.Entry
 
metricConfiguration() - Method in class jdistlib.inference.SamplingOptions
 
MetricConfiguration - Class in jdistlib.inference
Immutable Euclidean metric selection for HMC-family samplers.
MetricConfiguration.Type - Enum Class in jdistlib.inference
 
MetropolisAdjustedLangevin - Class in jdistlib.inference
Metropolis-adjusted Langevin sampler with dual-averaged proposal scale.
MetropolisAdjustedLangevin() - Constructor for class jdistlib.inference.MetropolisAdjustedLangevin
 
MetropolisBlockKernel - Class in jdistlib.inference
Gaussian random-walk update for a declared continuous or discrete state block.
MetropolisBlockKernel(int[], double, boolean) - Constructor for class jdistlib.inference.MetropolisBlockKernel
 
mF - Variable in class jdistlib.math.opt.OptimizationResult
 
mFitCVScore - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mHasFactorizationProblems - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mHi - Variable in class jdistlib.math.approx.ApproximationFunction
 
midhinge(double[]) - Static method in class jdistlib.math.VectorMath
Mid hinge.
midrange(double[]) - Static method in class jdistlib.math.VectorMath
Mid-range of e (i.e., (max(e) + min(e)) / 2)
min(double[]) - Static method in class jdistlib.math.VectorMath
 
MIN - Enum constant in enum class jdistlib.util.Utilities.RankTies
 
minimum(GenericDistribution, int) - Static method in class jdistlib.finance.OrderStatisticDistribution
 
MINIMUM_DEGREE - Enum constant in enum class jdistlib.accelerator.SparseOrdering
Greedily eliminate the active vertex with minimum graph degree.
minimumDraws() - Method in class jdistlib.inference.PrecisionGoal
 
minimumDraws(int) - Method in class jdistlib.inference.PrecisionGoal.Builder
 
minimumMoveWeight() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
minimumMoveWeight() - Method in class jdistlib.inference.SparseSubsetSamplingOptions
 
minimumMoveWeight(double) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
minimumMoveWeight(double) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
minimumProbability() - Method in class jdistlib.inference.ShrinkageSelection.Result
 
minimumTerms(int) - Method in class jdistlib.CertifiedDiscreteOptions.Builder
 
minjx - Variable in class jdistlib.HyperGeometric.RandomState
 
minus(Polynomial) - Method in class jdistlib.math.Polynomial
Subtract another polynomial from this polynomial and store the result into a new instance of QPolynomial
minusEquals(Polynomial) - Method in class jdistlib.math.Polynomial
Subtract another polynomial from this polynomial, in place (this = this - poly)
mIterNo - Variable in class jdistlib.math.spline.SmoothSplineResult
 
MixedCopulaDistribution - Class in jdistlib
Joint distribution with continuous, discrete, or mixed scalar marginals.
MixedCopulaDistribution(Copula, CopulaMarginal...) - Constructor for class jdistlib.MixedCopulaDistribution
 
MixedCopulaDistribution(Copula, CopulaMeasureOptions, CopulaMarginal...) - Constructor for class jdistlib.MixedCopulaDistribution
 
MixedStateSpace - Class in jdistlib.inference
Coordinate-by-coordinate support declaration for hybrid MCMC.
MixedStateSpace(CoordinateSupport...) - Constructor for class jdistlib.inference.MixedStateSpace
 
mixture(double[], GenericDistribution...) - Static method in class jdistlib.Distributions
 
MixtureDistribution - Class in jdistlib
Normalized finite mixture of scalar distribution objects.
MixtureDistribution(double[], GenericDistribution...) - Constructor for class jdistlib.MixtureDistribution
 
mKnots - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mLambda - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mlen - Variable in class jdistlib.evd.Extreme
 
mlen - Variable in class jdistlib.evd.Order
 
mLeverage - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mLo - Variable in class jdistlib.math.approx.ApproximationFunction
 
mode() - Method in class jdistlib.inference.PathfinderResult
 
mode() - Method in class jdistlib.NumericalContinuousDistribution
Returns the best mode observed by transformed-grid search and refinement.
mode() - Method in class jdistlib.NumericalDiscreteDistribution
Returns the smallest outcome having maximum mass.
model() - Method in class jdistlib.inference.lang.CompiledModelScript
 
model(String, PsisLoo.Result) - Static method in class jdistlib.inference.LooModelComparison
 
ModelBuilder - Class in jdistlib.inference
Fluent builder for named constrained parameters and model factors.
ModelBuilder() - Constructor for class jdistlib.inference.ModelBuilder
 
modelChanges() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
ModelCompilationCache - Class in jdistlib.inference.lang
Validated on-disk compilation cache for generated model wrappers.
modelCount() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
ModelData - Class in jdistlib.inference
Immutable named numeric data supplied to a model.
modelEffectiveSampleSizes() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
ModelEvaluationCache - Class in jdistlib.inference
Cached per-factor values for proposal algorithms that change few coordinates.
ModelEvaluationCache(BayesianModel) - Constructor for class jdistlib.inference.ModelEvaluationCache
 
ModelEvaluator - Class in jdistlib.inference
Non-thread-safe allocation-free evaluator intended for one sampler chain.
ModelFactor - Interface in jdistlib.inference
One prior, likelihood, or constraint contribution to a model log density.
ModelFactors - Class in jdistlib.inference
Analytic common priors and likelihood factors for the programmatic builder.
modelFingerprint() - Method in class jdistlib.inference.PortableCheckpoint
 
modelFingerprint() - Method in class jdistlib.inference.PortableReversibleJumpCheckpoint
 
modelFingerprint() - Method in class jdistlib.inference.PortableSparseSubsetCheckpoint
 
modelFingerprint() - Method in class jdistlib.inference.WarmupBundle
 
ModelGraph - Class in jdistlib.inference
Immutable bipartite parameter/factor graph for inspection and rendering.
ModelGraph.Edge - Class in jdistlib.inference
 
ModelGraph.Node - Class in jdistlib.inference
 
ModelGraph.NodeKind - Enum Class in jdistlib.inference
 
ModelGraphExport - Class in jdistlib.inference
Graphviz DOT and versioned JSON export for model dependency graphs.
modelHash() - Method in class jdistlib.inference.RunManifest
 
modelId() - Method in class jdistlib.inference.ReversibleJumpModelSpace
 
modelId() - Method in class jdistlib.inference.ReversibleJumpState
 
modelIds() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
modelKey() - Method in class jdistlib.inference.SparseSubsetState
Canonical collision-free textual identity used by sparse model reports.
modelMcses() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
modelName(long) - Method in class jdistlib.inference.SubsetSelectionTarget
 
modelName(SparseSubsetState) - Method in class jdistlib.inference.SparseSubsetTarget
 
modelNames() - Method in class jdistlib.inference.PredictiveStacking.Result
 
modelProbabilities() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
modelRHats() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
ModelScript - Class in jdistlib.inference.lang
Java-native compiler for the JDistlib language and its Stan-compatible source core.
ModelScriptCli - Class in jdistlib.inference.lang
Minimal ahead-of-time source-generation CLI for Gradle and shell workflows.
ModelScriptException - Exception Class in jdistlib.inference.lang
Parse, validation, or compilation failure with source diagnostics.
ModelScriptException(List<ScriptDiagnostic>) - Constructor for exception class jdistlib.inference.lang.ModelScriptException
 
modelSizeCounts() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
modelSizeProbability(int) - Method in class jdistlib.inference.SparseSubsetSummary
 
ModelSourceGenerator - Class in jdistlib.inference.lang
Ahead-of-time Java source generation for a validated embedded model script.
modelSpace(long) - Method in interface jdistlib.inference.ReversibleJumpTarget
 
modelSpace(long) - Method in class jdistlib.inference.SubsetSelectionTarget
 
ModelSpecificRjKernel - Class in jdistlib.inference
Dispatches to a distinct within-model kernel for each declared model identifier.
ModelSpecificRjKernel(String, Map<Long, ReversibleJumpWithinModelKernel>) - Constructor for class jdistlib.inference.ModelSpecificRjKernel
 
ModelState - Class in jdistlib.inference
Read-only named view of one constrained model state and its observed data.
modelVisits() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
MomentAnalysisOptions - Class in jdistlib
Immutable settings for absolute-moment diagnostics.
MomentAnalysisOptions.Builder - Class in jdistlib
Builder for moment orders and the left/right reporting boundary.
momentExists(double) - Method in class jdistlib.finance.StableDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.CgmyDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.LevyIncrementDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.MeixnerDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.StableDistribution
 
momentGeneratingDomain() - Method in interface jdistlib.finance.TransformDistribution
 
momentGeneratingDomain() - Method in class jdistlib.finance.VarianceGammaDistribution
 
momentGeneratingDomain() - Method in class jdistlib.Gamma
 
momentGeneratingDomain() - Method in class jdistlib.Normal
 
momentGeneratingDomain() - Method in class jdistlib.Poisson
 
momentGeneratingDomain() - Method in class jdistlib.T
 
MonotoneTransformDistribution - Class in jdistlib
Distribution induced by a differentiable, strictly monotone transformation.
MonotoneTransformDistribution(GenericDistribution, UnivariateFunction, UnivariateFunction, UnivariateFunction, boolean, double, double) - Constructor for class jdistlib.MonotoneTransformDistribution
 
MonteCarloError - Class in jdistlib.inference
MCSE and efficiency helpers for one stationary retained sequence.
monteCarloStandardError() - Method in class jdistlib.inference.ParameterDiagnostics
 
mood_test(double[], double[]) - Static method in class jdistlib.disttest.DistributionTest
Performs Mood's two-sample test for a difference in scale parameters.
mood_test(double[], double[], TestKind) - Static method in class jdistlib.disttest.DistributionTest
Performs Mood's two-sample test for a difference in scale parameters.
move() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
move() - Method in class jdistlib.inference.SparseSubsetIterationStats
 
moveAcceptanceRate(int) - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
moveAcceptanceRate(int) - Method in class jdistlib.inference.ReversibleJumpResult
 
moveAccepts() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
moveAccepts(int) - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
moveAccepts(int) - Method in class jdistlib.inference.ReversibleJumpResult
 
moveAttempts() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
moveAttempts(int) - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
moveAttempts(int) - Method in class jdistlib.inference.ReversibleJumpResult
 
moveCount() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
moveCount() - Method in class jdistlib.inference.ReversibleJumpResult
 
moveName(int) - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
moveName(int) - Method in class jdistlib.inference.ReversibleJumpResult
 
moveNames() - Method in class jdistlib.inference.ReversibleJumpCheckpoint
 
moveNames() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
moveWeights() - Method in class jdistlib.inference.ReversibleJumpCheckpoint
 
moveWeights() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
mPenalizedCriterion - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mSeed - Variable in class jdistlib.rng.RandomEngine
 
mSmoothedValues - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mSmoothingParameter - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mType - Variable in class jdistlib.math.approx.ApproximationFunction
 
mu - Variable in class jdistlib.BetaBinomial
 
mu - Variable in class jdistlib.InvNormal
 
mu - Variable in class jdistlib.Levy
 
mu - Variable in class jdistlib.Logarithmic
 
mu - Variable in class jdistlib.Normal
 
mu - Variable in class jdistlib.Tweedie
 
Multinomial - Class in jdistlib
Multinomial mass and random generation for a vector of category counts.
MultipleTesting - Class in jdistlib.disttest
Multiple-testing adjustments and Storey q-values.
MultipleTesting.AdaptiveFdrResult - Class in jdistlib.disttest
Result of the level-dependent two-stage BKY procedure.
MultipleTesting.CensoredTestResult - Class in jdistlib.disttest
Result for a family whose unrecorded p-values are known to exceed a limit.
MultipleTesting.GroupedFdrResult - Class in jdistlib.disttest
Result of the two-level Benjamini-Bogomolov grouped procedure.
MultipleTesting.Method - Enum Class in jdistlib.disttest
Supported p-value adjustment procedures.
MultipleTesting.StepDownFdrResult - Class in jdistlib.disttest
Result of a level-dependent step-down FDR procedure.
multiply(double[]) - Method in class jdistlib.matrix.CsrMatrix
Multiplies this sparse matrix by a dense vector.
multiply(double[][]) - Method in interface jdistlib.accelerator.PreparedTransposeProduct
Multiplies the transpose of the prepared matrix by one or more row vectors.
multiply(double, double[], double, double[]) - Method in interface jdistlib.accelerator.PreparedCsrMatrix
Performs y := alpha*A*x + beta*y.
multiply(double, double[], int, double, double[]) - Method in interface jdistlib.accelerator.PreparedCsrMatrix
Performs C := alpha*A*B + beta*C for row-major dense matrices.
multiply(float, float[], float, float[]) - Method in interface jdistlib.accelerator.PreparedFloatCsrMatrix
 
multiply(float, float[], int, float, float[]) - Method in interface jdistlib.accelerator.PreparedFloatCsrMatrix
 
multiply(int, double) - Method in class jdistlib.inference.autodiff.ReverseTape
 
multiply(int, int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
multiply(MatrixTranspose, double, double[], int, double, double[]) - Method in interface jdistlib.accelerator.PreparedDenseMatrix
Performs C := alpha*op(A)*B + beta*C with row-major B and C.
multiply(MatrixTranspose, float, float[], int, float, float[]) - Method in interface jdistlib.accelerator.PreparedFloatDenseMatrix
 
multiply(Complex) - Method in class jdistlib.math.Complex
 
multiplyBatched(MatrixTranspose, double, double[][], int, double, double[][]) - Method in interface jdistlib.accelerator.PreparedDenseMatrix
 
multiplyBatched(MatrixTranspose, float, float[][], int, float, float[][]) - Method in interface jdistlib.accelerator.PreparedFloatDenseMatrix
 
MultivariableFunction - Interface in jdistlib.math
Abstraction of a function with multiple parameters
MultivariateCauchy - Class in jdistlib
Multivariate Cauchy distribution, the multivariate Student t law with one df.
MultivariateFinancialDistribution - Class in jdistlib.finance
Multivariate GH/NIG/VG, symmetric stable, or normal-tempered-stable construction.
MultivariateHypergeometric - Class in jdistlib
Sampling without replacement from multiple population categories.
MultivariateLaplace - Class in jdistlib
Symmetric multivariate Laplace law defined as a normal-exponential mixture.
MultivariateLogNormal - Class in jdistlib
Component-wise exponential transform of a multivariate normal vector.
MultivariateNormal - Class in jdistlib
Multivariate normal density and random generation using a covariance matrix.
MultivariateOptimization - Class in jdistlib.math.opt
 
MultivariateOptimization() - Constructor for class jdistlib.math.opt.MultivariateOptimization
 
MultivariatePowerExponential - Class in jdistlib
Elliptical multivariate power-exponential (generalized Gaussian) law.
MultivariateProbabilityOptions - Class in jdistlib
Accuracy and work limits for randomized multivariate probability integration.
MultivariateProbabilityOptions() - Constructor for class jdistlib.MultivariateProbabilityOptions
Uses 12 randomized replications and at most 131072 evaluations.
MultivariateProbabilityOptions(double, double, int, int) - Constructor for class jdistlib.MultivariateProbabilityOptions
 
MultivariateProbabilityResult - Class in jdistlib
Result of a numerical multivariate probability calculation.
MultivariateProbabilityStatus - Enum Class in jdistlib
Terminal status of a numerical multivariate probability calculation.
MultivariateStudentT - Class in jdistlib
Elliptical multivariate Student t distribution.
mX - Variable in class jdistlib.math.approx.ApproximationFunction
 
mX - Variable in class jdistlib.math.opt.OptimizationResult
 
mXMax - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mXMin - Variable in class jdistlib.math.spline.SmoothSplineResult
 
mY - Variable in class jdistlib.math.approx.ApproximationFunction
 

N

n - Variable in class jdistlib.Ansari
 
n - Variable in class jdistlib.Binomial
 
n - Variable in class jdistlib.HyperGeometric
 
n - Variable in class jdistlib.Kendall
 
n - Variable in class jdistlib.SignRank
 
n - Variable in class jdistlib.Spearman
 
n - Variable in class jdistlib.Wilcoxon
 
N - Variable in class jdistlib.Zipf
 
n1 - Variable in class jdistlib.HyperGeometric.RandomState
 
n1s - Variable in class jdistlib.HyperGeometric.RandomState
 
n2 - Variable in class jdistlib.HyperGeometric.RandomState
 
n2s - Variable in class jdistlib.HyperGeometric.RandomState
 
NA - Enum constant in enum class jdistlib.util.Bool3
 
Nakagami - Class in jdistlib
 
Nakagami(double, double) - Constructor for class jdistlib.Nakagami
 
name() - Method in class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
name() - Method in class jdistlib.inference.ChartSpec.Series
 
name() - Method in class jdistlib.inference.ContinuousBlockMetropolisKernel
 
name() - Method in class jdistlib.inference.DiscreteMetropolisKernel
 
name() - Method in class jdistlib.inference.FactorProfile
 
name() - Method in class jdistlib.inference.FactorSpec
 
name() - Method in class jdistlib.inference.FiniteDiscreteGibbsKernel
 
name() - Method in class jdistlib.inference.FixedDimensionSamplerRjKernel
 
name() - Method in interface jdistlib.inference.GeneratedQuantity
 
name() - Method in interface jdistlib.inference.HybridKernel
 
name() - Method in class jdistlib.inference.LooModelComparison.Entry
 
name() - Method in class jdistlib.inference.ModelSpecificRjKernel
 
name() - Method in class jdistlib.inference.ParameterDiagnostics
 
name() - Method in class jdistlib.inference.ParameterSpec
 
name() - Method in class jdistlib.inference.ReversibleJumpModelSpace
 
name() - Method in interface jdistlib.inference.ReversibleJumpMove
 
name() - Method in class jdistlib.inference.ReversibleJumpParameterSummary
 
name() - Method in interface jdistlib.inference.ReversibleJumpWithinModelKernel
 
name() - Method in class jdistlib.inference.ShrinkageSelection.Variable
 
name() - Method in class jdistlib.inference.SubsetBirthMove
 
name() - Method in class jdistlib.inference.SubsetDeathMove
 
name() - Method in class jdistlib.inference.SubsetSwapMove
 
name(int) - Method in class jdistlib.inference.ObservationMetadata
 
named(BayesianModel, Map<String, double[]>) - Static method in class jdistlib.inference.InitialStates
 
names() - Method in class jdistlib.inference.GeneratedQuantitySink
 
names() - Method in class jdistlib.inference.ObservationMetadata
 
NATIVE_CPU - Enum constant in enum class jdistlib.accelerator.ExecutionKind
 
nativeFactorizations() - Method in class jdistlib.accelerator.ComputeCapabilities
Whether factorization methods execute natively on this provider.
nativeSparseFactorizations() - Method in class jdistlib.accelerator.ComputeCapabilities
Whether sparse Cholesky analysis, factorization, and solves execute natively.
NATURAL - Enum constant in enum class jdistlib.accelerator.SparseOrdering
Preserve the input row and column order.
ncp - Variable in class jdistlib.NonCentralBeta
 
ncp - Variable in class jdistlib.NonCentralChiSquare
 
ncp - Variable in class jdistlib.NonCentralF
 
ncp - Variable in class jdistlib.NonCentralT
 
negate(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
NegativeHypergeometric - Class in jdistlib
Number of draws needed to observe r white balls without replacement.
NegativeHypergeometric(int, int, int) - Constructor for class jdistlib.NegativeHypergeometric
 
NegBinomial - Class in jdistlib
 
NegBinomial(double, double) - Constructor for class jdistlib.NegBinomial
 
nestedRankNormalizedRHat(double[][], int[]) - Static method in class jdistlib.inference.McmcDiagnostics
Rank-normalized and folded nested R-hat, matching the robust ordinary diagnostic.
nestedRankNormalizedRHat(int) - Method in class jdistlib.inference.ManyShortChainsResult
 
nestedRHat(double[][], int[]) - Static method in class jdistlib.inference.McmcDiagnostics
Nested R-hat for chains grouped by common-initialization superchain IDs.
nestedRHat(int) - Method in class jdistlib.inference.ManyShortChainsResult
 
neval - Variable in class jdistlib.math.IntegrationResult
 
next(int) - Method in class jdistlib.rng.MersenneTwisterSafe
Returns an integer with bits bits filled with a random number.
nextBlock(int, long[], int) - Method in class jdistlib.rng.RandomSampler
Computes the next count random numbers of the sorted random set specified on instance construction and fills them into values, starting at index fromIndex.
nextBoolean() - Method in class jdistlib.rng.MersenneTwister
 
nextBoolean() - Method in class jdistlib.rng.MersenneTwisterSafe
This method is missing from jdk 1.0.x and below.
nextBoolean(double) - Method in class jdistlib.rng.MersenneTwister
This generates a coin flip with a probability probability of returning true, else returning false.
nextBoolean(double) - Method in class jdistlib.rng.MersenneTwisterSafe
This generates a coin flip with a probability probability of returning true, else returning false.
nextBoolean(float) - Method in class jdistlib.rng.MersenneTwister
This generates a coin flip with a probability probability of returning true, else returning false.
nextBoolean(float) - Method in class jdistlib.rng.MersenneTwisterSafe
This generates a coin flip with a probability probability of returning true, else returning false.
nextByte() - Method in class jdistlib.rng.MersenneTwister
 
nextByte() - Method in class jdistlib.rng.MersenneTwisterSafe
For completeness' sake, though it's not in java.util.Random.
nextBytes(byte[]) - Method in class jdistlib.rng.MersenneTwister
 
nextBytes(byte[]) - Method in class jdistlib.rng.MersenneTwisterSafe
A bug fix for all versions of the JDK.
nextChar() - Method in class jdistlib.rng.MersenneTwister
 
nextChar() - Method in class jdistlib.rng.MersenneTwisterSafe
For completeness' sake, though it's not in java.util.Random.
nextDouble() - Method in class jdistlib.rng.MersenneTwister
Returns a random double in the half-open range from [0.0,1.0).
nextDouble() - Method in class jdistlib.rng.MersenneTwisterSafe
A bug fix for versions of JDK 1.1 and below.
nextDouble() - Method in class jdistlib.rng.RandomCMWC
 
nextDouble() - Method in class jdistlib.rng.RandomEngine
 
nextDouble() - Method in class jdistlib.rng.RandomWELL44497b
 
nextDouble(boolean, boolean) - Method in class jdistlib.rng.MersenneTwister
Returns a double in the range from 0.0 to 1.0, possibly inclusive of 0.0 and 1.0 themselves.
nextDouble(boolean, boolean) - Method in class jdistlib.rng.MersenneTwisterSafe
Returns a double in the range from 0.0 to 1.0, possibly inclusive of 0.0 and 1.0 themselves.
nextFloat() - Method in class jdistlib.rng.MersenneTwister
Returns a random float in the half-open range from [0.0f,1.0f).
nextFloat() - Method in class jdistlib.rng.MersenneTwisterSafe
A bug fix for versions of JDK 1.1 and below.
nextFloat() - Method in class jdistlib.rng.RandomCMWC
 
nextFloat() - Method in class jdistlib.rng.RandomEngine
 
nextFloat() - Method in class jdistlib.rng.RandomWELL44497b
 
nextFloat(boolean, boolean) - Method in class jdistlib.rng.MersenneTwister
Returns a float in the range from 0.0f to 1.0f, possibly inclusive of 0.0f and 1.0f themselves.
nextFloat(boolean, boolean) - Method in class jdistlib.rng.MersenneTwisterSafe
Returns a float in the range from 0.0f to 1.0f, possibly inclusive of 0.0f and 1.0f themselves.
nextGaussian() - Method in class jdistlib.rng.MersenneTwister
 
nextGaussian() - Method in class jdistlib.rng.MersenneTwisterSafe
A bug fix for all JDK code including 1.2.
nextGaussian() - Method in class jdistlib.rng.RandomCMWC
 
nextGaussian() - Method in class jdistlib.rng.RandomEngine
 
nextGaussian() - Method in class jdistlib.rng.RandomWELL44497b
 
nextInt() - Method in class jdistlib.rng.MersenneTwister
 
nextInt() - Method in class jdistlib.rng.MersenneTwisterSafe
 
nextInt() - Method in class jdistlib.rng.RandomCMWC
 
nextInt() - Method in class jdistlib.rng.RandomEngine
 
nextInt() - Method in class jdistlib.rng.RandomWELL44497b
 
nextInt(int) - Method in class jdistlib.rng.MersenneTwister
Returns an integer drawn uniformly from 0 to n-1.
nextInt(int) - Method in class jdistlib.rng.MersenneTwisterSafe
This method is missing from JDK 1.1 and below.
nextInt(int) - Method in class jdistlib.rng.RandomCMWC
 
nextInt(int) - Method in class jdistlib.rng.RandomEngine
 
nextInt(int) - Method in class jdistlib.rng.RandomWELL44497b
 
nextLong() - Method in class jdistlib.rng.MersenneTwister
Returns a long drawn uniformly from 0 to n-1.
nextLong() - Method in class jdistlib.rng.MersenneTwisterSafe
Returns a long drawn uniformly from 0 to n-1.
nextLong() - Method in class jdistlib.rng.RandomCMWC
 
nextLong() - Method in class jdistlib.rng.RandomEngine
 
nextLong() - Method in class jdistlib.rng.RandomWELL44497b
 
nextLong(long) - Method in class jdistlib.rng.MersenneTwister
Returns a long drawn uniformly from 0 to n-1.
nextLong(long) - Method in class jdistlib.rng.MersenneTwisterSafe
This method is for completness' sake.
nextLong(long) - Method in class jdistlib.rng.RandomCMWC
 
nextLong(long) - Method in class jdistlib.rng.RandomEngine
 
nextLong(long) - Method in class jdistlib.rng.RandomWELL44497b
 
nextShort() - Method in class jdistlib.rng.MersenneTwister
 
nextShort() - Method in class jdistlib.rng.MersenneTwisterSafe
For completeness' sake, though it's not in java.util.Random.
NO_CRITERION - Enum constant in enum class jdistlib.math.spline.SmoothSplineCriterion
 
nodes() - Method in class jdistlib.inference.ModelGraph
 
NON_FINITE_VALUE - Enum constant in enum class jdistlib.math.IntegrationStatus
 
NON_UNIT - Enum constant in enum class jdistlib.accelerator.MatrixDiagonal
 
NonCentralBeta - Class in jdistlib
 
NonCentralBeta(double, double, double) - Constructor for class jdistlib.NonCentralBeta
 
NonCentralChiSquare - Class in jdistlib
 
NonCentralChiSquare(double, double) - Constructor for class jdistlib.NonCentralChiSquare
 
NonCentralF - Class in jdistlib
 
NonCentralF(double, double, double) - Constructor for class jdistlib.NonCentralF
 
NonCentralT - Class in jdistlib
 
NonCentralT(double, double) - Constructor for class jdistlib.NonCentralT
 
NONE - Enum constant in enum class jdistlib.accelerator.MatrixTranspose
Use the stored matrix without transposition.
NONE - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
No adjustment.
NONFINITE_CONTRIBUTION - Enum constant in enum class jdistlib.CopulaLikelihoodDiagnostics.Status
 
nonFiniteResults() - Method in class jdistlib.inference.FactorProfile
 
nonlinearOptions - Variable in class jdistlib.inference.solver.StiffOdeSolver.Options
 
nonzeroCount() - Method in class jdistlib.accelerator.FloatSparseCholeskyFactor
 
nonzeroCount() - Method in interface jdistlib.accelerator.PreparedCsrMatrix
 
nonzeroCount() - Method in interface jdistlib.accelerator.PreparedFloatCsrMatrix
 
nonzeroCount() - Method in class jdistlib.accelerator.SparseCholeskyFactor
 
nonzeroCount() - Method in class jdistlib.matrix.CsrMatrix
 
nonzeroCount() - Method in class jdistlib.matrix.FloatCsrMatrix
 
norm() - Method in class jdistlib.math.Complex
 
Normal - Class in jdistlib
Manually translated from R's Distlib by Roby Joehanes
Normal() - Constructor for class jdistlib.Normal
Constructor for standard normal (i.e., mean = 0, sd = 1)
Normal(double, double) - Constructor for class jdistlib.Normal
 
normalInverseGaussian(double, double, double[], double[], double[][]) - Static method in class jdistlib.finance.MultivariateFinancialDistribution
 
normalInverseGaussian(double, double, double, double) - Static method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
NormalInverseGaussianDistribution - Class in jdistlib.finance
Named NIG specialization of the generalized-hyperbolic family.
NormalInverseGaussianDistribution(double, double, double, double) - Constructor for class jdistlib.finance.NormalInverseGaussianDistribution
 
NormalityTest - Class in jdistlib.disttest
A package about normality testing.
NormalityTest() - Constructor for class jdistlib.disttest.NormalityTest
 
normalObservations(String, String, double) - Static method in class jdistlib.inference.ModelFactors
 
normalPrior(String, double, double) - Static method in class jdistlib.inference.ModelFactors
 
normalTemperedStable(double, double, double, double[], double[], double[][]) - Static method in class jdistlib.finance.MultivariateFinancialDistribution
Multivariate normal-tempered-stable normal variance mixture.
NormalTemperedStableDistribution - Class in jdistlib.finance
Normal-tempered-stable law defined by a tempered-stable normal variance mixture.
NormalTemperedStableDistribution(double, double, double, double, double, double) - Constructor for class jdistlib.finance.NormalTemperedStableDistribution
 
NormalTemperedStableDistribution(double, double, double, double, double, double, FourierInversionOptions) - Constructor for class jdistlib.finance.NormalTemperedStableDistribution
 
NOT_BRACKETED - Enum constant in enum class jdistlib.finance.ImpliedVolatilityResult.Status
 
NoUTurnSampler - Class in jdistlib.inference
Multinomial-candidate NUTS with windowed adaptation and configurable metrics.
NoUTurnSampler() - Constructor for class jdistlib.inference.NoUTurnSampler
 
npq - Variable in class jdistlib.Binomial.RandomState
 
NRD - Static variable in class jdistlib.math.density.Bandwidth
 
NRD(double[]) - Static method in class jdistlib.math.density.Bandwidth
 
NRD0 - Static variable in class jdistlib.math.density.Bandwidth
 
NRD0(double[]) - Static method in class jdistlib.math.density.Bandwidth
 
NRM2 - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
nsave - Variable in class jdistlib.Binomial.RandomState
 
NUMERICAL_FAILURE - Enum constant in enum class jdistlib.CopulaFitResult.Status
 
NUMERICAL_FAILURE - Enum constant in enum class jdistlib.inference.ChainResult.Status
 
NUMERICAL_FAILURE - Enum constant in enum class jdistlib.inference.ReversibleJumpResult.Status
 
NUMERICAL_FAILURE - Enum constant in enum class jdistlib.inference.SparseSubsetResult.Status
 
NUMERICAL_FAILURE - Enum constant in enum class jdistlib.VineFitResult.Status
 
NUMERICAL_MIXED_DERIVATIVE - Enum constant in enum class jdistlib.CopulaMeasureResult.Status
 
NUMERICAL_WARNING - Enum constant in enum class jdistlib.CopulaLogLikelihoodResult.Status
 
NUMERICAL_WARNING - Enum constant in enum class jdistlib.CopulaMeasureResult.Status
 
NumericalCdfTable - Class in jdistlib
Reusable monotone CDF approximation built from directly integrated values.
NumericalContinuousDistribution - Class in jdistlib
A continuous distribution obtained by numerically normalizing a nonnegative kernel over a real interval.
NumericalContinuousDistribution(UnivariateFunction, double, double) - Constructor for class jdistlib.NumericalContinuousDistribution
Constructs a distribution using distribution-oriented integration defaults: relative tolerance 1e-10, 300 subdivisions, a finite evaluation budget, and automatic finite-interval tanh-sinh fallback.
NumericalContinuousDistribution(UnivariateFunction, double, double, double, double, int) - Constructor for class jdistlib.NumericalContinuousDistribution
Constructs a distribution with explicit QUADPACK tolerances.
NumericalContinuousDistribution(UnivariateFunction, double, double, IntegrationOptions) - Constructor for class jdistlib.NumericalContinuousDistribution
Constructs a distribution with hardened integration options.
NumericalContinuousDistribution.Builder - Class in jdistlib
Fluent construction with optional analysis and sampling configuration.
NumericalDiscreteDistribution - Class in jdistlib
A finite discrete distribution obtained by normalizing a nonnegative weight function over a declared set of numeric outcomes.
NumericalDiscreteDistribution(UnivariateFunction, double[]) - Constructor for class jdistlib.NumericalDiscreteDistribution
Constructs a distribution over an arbitrary finite set of outcomes.
NumericalDiscreteDistribution(UnivariateFunction, int, int) - Constructor for class jdistlib.NumericalDiscreteDistribution
Constructs a distribution over every integer in the inclusive range.
NumericalDiscreteDistribution.Builder - Class in jdistlib
 
NumericalDistributionAnalyzer - Class in jdistlib
Self-consistency and moment diagnostics for numerical distributions.
NumericalDistributionBuildResult - Class in jdistlib
Analysis plus the result of attempting to construct a numerical distribution.
NumericalEstimate - Class in jdistlib.finance
Immutable diagnostics for an approximate scalar calculation.
NumericalEstimate(double, double, boolean, int, String, String) - Constructor for class jdistlib.finance.NumericalEstimate
 
numericalFailures() - Method in class jdistlib.inference.SamplerDiagnostics
 
NumericalPiecewiseDistribution - Class in jdistlib
Numerical distribution over a union of continuous intervals and optional point atoms.
NumericalPiecewiseDistribution(UnivariateFunction, NumericalSupport, IntegrationOptions) - Constructor for class jdistlib.NumericalPiecewiseDistribution
 
NumericalPiecewiseDistribution(UnivariateFunction, NumericalSupport, UnivariateFunction, IntegrationOptions) - Constructor for class jdistlib.NumericalPiecewiseDistribution
 
NumericalPiecewiseDistribution.Builder - Class in jdistlib
 
NumericalSupport - Class in jdistlib
Immutable union of continuous intervals, optional atoms, and singularities.
NumericalSupport.Builder - Class in jdistlib
Builder supporting interval unions followed by hole subtraction.
NumericalSupport.Interval - Class in jdistlib
One nonempty continuous interval.
NumericPrecision - Enum Class in jdistlib.accelerator
Storage and arithmetic precision requested for a linear-algebra operation.
numFunctionCalls - Variable in class jdistlib.math.opt.OptimizationResult
 
numInterpolationPoints - Variable in class jdistlib.math.opt.BobyqaConfig
 
nutsBackend() - Method in class jdistlib.inference.InferenceCliOptions
 
nutsBackend() - Method in class jdistlib.inference.SamplingOptions
NUTS-specific accelerator policy; tree construction always remains on CPU.
nutsBackend(ComputeNuts) - Method in class jdistlib.inference.SamplingOptions.Builder
Selects off, automatic, or forced NUTS target offload.
nutsOffload() - Method in class jdistlib.inference.RunManifest
 

O

objective() - Method in class jdistlib.inference.OptimizationResult
 
objective() - Method in class jdistlib.inference.PredictiveStacking.Result
 
objectiveFunction - Variable in class jdistlib.math.opt.OptimizationConfig
 
objectives() - Method in class jdistlib.inference.OptimizationTrace
 
observationCount() - Method in class jdistlib.inference.PsisLoo.Result
 
observationMetadata() - Method in class jdistlib.inference.BayesianModel
 
observationMetadata() - Method in interface jdistlib.inference.PointwiseLogLikelihood
 
ObservationMetadata - Class in jdistlib.inference
Immutable names and grouping labels for pointwise likelihood contributions.
ObservationMetadata(String[], String[]) - Constructor for class jdistlib.inference.ObservationMetadata
 
observations() - Method in class jdistlib.finance.EmpiricalDistribution
 
observations() - Method in class jdistlib.inference.PointwiseLogLikelihoodDraws
 
OdeSolver - Class in jdistlib.inference.solver
Adaptive Dormand-Prince 5(4) ODE integration at requested output times.
OdeSolver.Options - Class in jdistlib.inference.solver
Integration controls.
OdeSystem - Interface in jdistlib.inference.solver
First-order ordinary differential equation y' = f(t,y).
OFF - Enum constant in enum class jdistlib.inference.ComputeNuts
Require CPU target evaluation for NUTS.
offsetMultiplier(double, double, int) - Static method in class jdistlib.inference.Constraints
 
omega - Variable in class jdistlib.Nakagami
 
omittedProbabilityTolerance(double) - Method in class jdistlib.CertifiedDiscreteOptions.Builder
 
ONE - Static variable in class jdistlib.math.Complex
 
ONEMKL - Enum constant in enum class jdistlib.accelerator.Compute
Require the optional Intel oneMKL native CPU provider.
ONEMKL - Enum constant in enum class jdistlib.accelerator.ComputeApi
 
OnlineFdr - Class in jdistlib.disttest.online
Utilities shared by online false-discovery-rate controllers.
OnlineFdrController - Interface in jdistlib.disttest.online
A stateful controller for hypotheses arriving in a fixed sequential order.
OnlineFdrDecision - Class in jdistlib.disttest.online
Immutable record of one online-FDR test.
OPENBLAS - Enum constant in enum class jdistlib.accelerator.Compute
Require the optional OpenBLAS native CPU provider.
OPENBLAS - Enum constant in enum class jdistlib.accelerator.ComputeApi
 
OPENCL - Enum constant in enum class jdistlib.accelerator.Compute
Require the optional OpenCL provider.
OPENCL - Enum constant in enum class jdistlib.accelerator.ComputeApi
 
operation() - Method in class jdistlib.accelerator.ExecutionPlan
 
OPTCOSINE - Enum constant in enum class jdistlib.math.density.Kernel
 
optimization() - Method in class jdistlib.inference.PathfinderResult
 
Optimization - Class in jdistlib.math.opt
Function optimization routines.
Optimization() - Constructor for class jdistlib.math.opt.Optimization
 
OptimizationConfig - Class in jdistlib.math.opt
 
OptimizationConfig() - Constructor for class jdistlib.math.opt.OptimizationConfig
 
OptimizationConfig(double[], double[], double[], MultivariableFunction) - Constructor for class jdistlib.math.opt.OptimizationConfig
 
OptimizationConfig(double[], double[], double[], MultivariableFunction, int, boolean) - Constructor for class jdistlib.math.opt.OptimizationConfig
 
OptimizationResult - Class in jdistlib.inference
Immutable numerical-optimization result.
OptimizationResult - Class in jdistlib.math.opt
Class to hold optimization results
OptimizationResult() - Constructor for class jdistlib.math.opt.OptimizationResult
 
OptimizationResult(double[], double, int, boolean) - Constructor for class jdistlib.math.opt.OptimizationResult
 
optimizations() - Method in class jdistlib.inference.PathfinderFit
 
OptimizationTrace - Class in jdistlib.inference
Accepted L-BFGS path used by Pathfinder approximation selection.
optimize(OptimizationConfig) - Method in class jdistlib.math.opt.Bobyqa
 
optimize(OptimizationConfig) - Method in class jdistlib.math.opt.MultivariateOptimization
 
optimize(UnivariateFunction, double, double) - Static method in class jdistlib.math.opt.Optimization
Brent's minimization function with default tolerance (1e-10)
optimize(UnivariateFunction, double, double, double, int) - Static method in class jdistlib.math.opt.Optimization
Richard Brent's function minimization routine.
Wikipedia's link
Adapted from Netlib's fmin.
Also looked at Numerical Methods in C, 2nd ed.
OptionCalibration - Class in jdistlib.finance
Fits caller-supplied parametric terminal laws directly to European option quotes.
OptionCalibration.Family - Interface in jdistlib.finance
 
OptionCalibration.Result - Class in jdistlib.finance
 
OptionCurve - Class in jdistlib.finance
Arbitrage-repaired European option curve and its implied risk-neutral law.
OptionCurve.Diagnostics - Class in jdistlib.finance
 
OptionImpliedDistribution - Class in jdistlib.finance
Atom-aware risk-neutral law recovered from a convex piecewise-linear call curve.
OptionInference - Class in jdistlib.finance
Option-price likelihood factors and posterior-predictive distribution adapters.
OptionInference.DrawDistribution - Interface in jdistlib.finance
 
OptionInference.Measure - Enum Class in jdistlib.finance
 
OptionInference.PosteriorEnsemble - Class in jdistlib.finance
 
OptionInference.StateNoiseModel - Interface in jdistlib.finance
 
OptionInference.StatePriceModel - Interface in jdistlib.finance
 
OptionObservation - Class in jdistlib.finance
Immutable European option quote used by the narrow option-implied layer.
OptionObservation(double, boolean, double) - Constructor for class jdistlib.finance.OptionObservation
 
OptionObservation(double, boolean, double, double, double) - Constructor for class jdistlib.finance.OptionObservation
 
options() - Method in enum class jdistlib.DiagnosticPreset
Creates independently editable settings for this preset.
Options(double, double, double, int) - Constructor for class jdistlib.inference.solver.OdeSolver.Options
 
Options(double, double, double, int, AlgebraicSolver.Options) - Constructor for class jdistlib.inference.solver.StiffOdeSolver.Options
 
Options(double, double, int) - Constructor for class jdistlib.inference.solver.AlgebraicSolver.Options
 
optionsFingerprint() - Method in class jdistlib.inference.PortableCheckpoint
 
optionsFingerprint() - Method in class jdistlib.inference.PortableReversibleJumpCheckpoint
 
optionsFingerprint() - Method in class jdistlib.inference.PortableSparseSubsetCheckpoint
 
optionsHash() - Method in class jdistlib.inference.RunManifest
 
order(double[]) - Static method in class jdistlib.util.Utilities
Returns the order of the elements of array e
Order - Class in jdistlib.evd
Order distribution.
Order(GenericDistribution, int, int, boolean) - Constructor for class jdistlib.evd.Order
 
ordered(int) - Static method in class jdistlib.inference.Constraints
 
orders(double...) - Method in class jdistlib.MomentAnalysisOptions.Builder
 
OrderStatisticDistribution - Class in jdistlib.finance
Exact minimum or maximum of independent identically distributed variables.

P

p - Variable in class jdistlib.Binomial
 
p - Variable in class jdistlib.Geometric
 
p1 - Variable in class jdistlib.Binomial.RandomState
 
p1 - Variable in class jdistlib.HyperGeometric.RandomState
 
p2 - Variable in class jdistlib.Binomial.RandomState
 
p2 - Variable in class jdistlib.HyperGeometric.RandomState
 
p3 - Variable in class jdistlib.Binomial.RandomState
 
p3 - Variable in class jdistlib.HyperGeometric.RandomState
 
p4 - Variable in class jdistlib.Binomial.RandomState
 
packed() - Method in class jdistlib.accelerator.FloatLuFactor
 
packed() - Method in class jdistlib.accelerator.FloatPivotedQrFactor
 
packed() - Method in class jdistlib.accelerator.LuFactor
Returns packed unit-lower and upper factors in row-major storage.
packed() - Method in class jdistlib.accelerator.PivotedQrFactor
Returns a row-major copy containing R and the packed Householder vectors.
PAIR_FIT_FAILED - Enum constant in enum class jdistlib.VineFitResult.Status
 
PairCopula - Class in jdistlib
Bivariate copula adapter exposing conditional CDFs and their inverses.
PairCopula(Copula) - Constructor for class jdistlib.PairCopula
 
PairCopula(Copula, double) - Constructor for class jdistlib.PairCopula
 
pairs(String, int, String, int, ChainResult...) - Static method in class jdistlib.inference.DiagnosticGraphs
 
panjerCompound(double, double, double, double[], int) - Static method in class jdistlib.finance.DistributionAggregation
Panjer (a,b,0) recursion; countAtZero is P(N=0), including severity mass at zero.
parallel(ReversibleJumpSamplerFactory, ReversibleJumpTarget, ReversibleJumpState[], ReversibleJumpSamplingOptions, long, int) - Static method in class jdistlib.inference.ReversibleJumpChains
 
parallel(Sampler, LogDensity, double[][], SamplingOptions, long, int) - Static method in class jdistlib.inference.Chains
 
ParallelTempering - Class in jdistlib.inference
Replica exchange using random-walk within-temperature transitions.
ParallelTemperingResult - Class in jdistlib.inference
Cold-chain draws and adjacent-temperature swap diagnostics.
parameter(int) - Method in class jdistlib.inference.ReversibleJumpState
 
parameter(String) - Method in class jdistlib.inference.McmcDiagnosticReport
 
parameter(String, ParameterConstraint, double...) - Method in class jdistlib.inference.ModelBuilder
 
PARAMETER - Enum constant in enum class jdistlib.inference.ModelGraph.NodeKind
 
ParameterConstraint - Interface in jdistlib.inference
A differentiable map from unconstrained coordinates to constrained values.
parameterCount() - Method in interface jdistlib.finance.DistributionFit.ParametricFamily
 
ParameterDiagnostics - Class in jdistlib.inference
Posterior summary and modern multi-chain convergence diagnostics.
parameterDimension(String) - Method in class jdistlib.inference.ModelState
 
parameterFromKendallsTau(double) - Static method in class jdistlib.ClaytonCopula
 
parameterFromKendallsTau(double) - Static method in class jdistlib.FrankCopula
Numerically inverts the Frank tau relationship.
parameterFromKendallsTau(double) - Static method in class jdistlib.GumbelCopula
 
parameterIndex(long, int) - Method in class jdistlib.inference.SubsetSelectionTarget
 
parameterName(int) - Method in class jdistlib.inference.ReversibleJumpModelSpace
 
parameterNames() - Method in class jdistlib.inference.ReversibleJumpModelSpace
 
parameters() - Method in class jdistlib.inference.BayesianModel
 
parameters() - Method in class jdistlib.inference.McmcDiagnosticReport
 
parameters() - Method in class jdistlib.inference.ReversibleJumpState
 
ParameterSpec - Class in jdistlib.inference
Immutable parameter metadata in a compiled Bayesian model.
parameterSummaries() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
paretoK() - Method in class jdistlib.inference.ParetoSmoothedImportanceSampling.Result
 
paretoK() - Method in class jdistlib.inference.PathfinderFit
 
paretoK() - Method in class jdistlib.inference.PsisLoo.Result
 
ParetoSmoothedImportanceSampling - Class in jdistlib.inference
Pareto-tail smoothing for log importance ratios, with a diagnostic shape estimate.
ParetoSmoothedImportanceSampling.Result - Class in jdistlib.inference
 
parse(String) - Static method in enum class jdistlib.accelerator.Compute
Parses a case-insensitive command-line or system-property value.
parse(String) - Static method in enum class jdistlib.inference.ComputeNuts
Parses a case-insensitive command-line or system-property value.
parse(String[]) - Static method in class jdistlib.inference.InferenceCliOptions
Recognizes --compute, --nuts-offload, and --gpu-nuts; unrecognized arguments are retained for the host application.
partialMoment(GenericDistribution, double, double, Tail) - Static method in class jdistlib.finance.FinancialRisk
Lower/upper partial moment E[(threshold-X)+^order] or E[(X-threshold)+^order].
passed() - Method in class jdistlib.inference.GradientCheckResult
 
path() - Method in class jdistlib.inference.ProjectionPredictiveSelection.Result
 
Pathfinder - Class in jdistlib.inference
Multi-path quasi-Newton Gaussian approximation with mixture scoring and PSIS resampling.
PathfinderFit - Class in jdistlib.inference
Multi-path Gaussian approximation, PSIS diagnostic, and resampled draws.
PathfinderInitializer - Class in jdistlib.inference
L-BFGS path plus local Gaussian draw for robust chain initialization.
PathfinderOptions - Class in jdistlib.inference
Immutable controls for multi-path Pathfinder initialization and sampling.
PathfinderOptions.Builder - Class in jdistlib.inference
 
PathfinderResult - Class in jdistlib.inference
Quasi-Newton Gaussian initialization result.
PathFunctionalDistributions - Class in jdistlib.finance
Exact iid-observation extrema and simulated drawdowns for iid discrete-time increments.
paths() - Method in class jdistlib.inference.PathfinderOptions
 
paths(int) - Method in class jdistlib.inference.PathfinderOptions.Builder
 
payoffDistribution(double, boolean) - Method in class jdistlib.finance.OptionInference.PosteriorEnsemble
 
pd_lower_cf(double, double) - Static method in class jdistlib.math.MathFunctions
 
pd_lower_series(double, double) - Static method in class jdistlib.math.MathFunctions
 
pd_upper_series(double, double, boolean) - Static method in class jdistlib.math.MathFunctions
 
pdhyper(double, double, double, double, boolean) - Static method in class jdistlib.HyperGeometric
 
pentagamma(double) - Static method in class jdistlib.math.PolyGamma
 
pentagamma(double[]) - Static method in class jdistlib.math.PolyGamma
 
Performance (200Mhz Pentium Pro, JDK 1.2, NT) - Search tag in class jdistlib.rng.RandomSampler
Section
PERMISSIVE - Enum constant in enum class jdistlib.ConstructionPolicy
Analysis never prevents an attempt, though hard numerical failures still do.
permutation() - Method in class jdistlib.accelerator.FloatLuFactor
 
permutation() - Method in class jdistlib.accelerator.FloatSparseCholeskyFactor
 
permutation() - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
permutation() - Method in class jdistlib.accelerator.LuFactor
Returns the new-to-original row permutation.
permutation() - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
permutation() - Method in interface jdistlib.accelerator.PreparedSparseCholesky
Returns the new-to-original permutation, or an empty array when provider-owned.
permutation() - Method in class jdistlib.accelerator.SparseCholeskyFactor
Returns the new-to-original symmetric permutation used by the factor.
permutation() - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
permute(double[]) - Static method in class jdistlib.util.Utilities
Permute the array e
permute(double[], RandomEngine) - Static method in class jdistlib.util.Utilities
Permute the array e
phase(int) - Method in class jdistlib.inference.WarmupSchedule.Resolved
 
PhaseType - Class in jdistlib
Continuous phase-type law with an optional atom at zero.
PhaseType(double[], double[][]) - Constructor for class jdistlib.PhaseType
 
phi - Variable in class jdistlib.Tweedie
 
PHYSICAL_PREDICTIVE - Enum constant in enum class jdistlib.finance.OptionInference.Measure
 
pickands(double[], int) - Static method in class jdistlib.finance.ExtremeValueInference
 
pilotDraws() - Method in class jdistlib.inference.AdjustedMclmcTuningOptions
 
pilotDraws(int) - Method in class jdistlib.inference.AdjustedMclmcTuningOptions.Builder
 
pilotWarmup() - Method in class jdistlib.inference.AdjustedMclmcTuningOptions
 
pilotWarmup(int) - Method in class jdistlib.inference.AdjustedMclmcTuningOptions.Builder
 
pivot() - Method in class jdistlib.accelerator.FloatPivotedQrFactor
 
pivot() - Method in class jdistlib.accelerator.PivotedQrFactor
Returns the permutation where factor column j came from original column pivot[j].
PivotedQrFactor - Class in jdistlib.accelerator
Immutable column-pivoted Householder QR factorization.
PivotedQrFactor(int, int, double[], double[], int[]) - Constructor for class jdistlib.accelerator.PivotedQrFactor
Creates a factor from packed Householder QR storage and a zero-based pivot.
plan() - Method in class jdistlib.inference.ManyShortChainsResult
 
plan(LinearAlgebraOperation, NumericPrecision, int...) - Method in interface jdistlib.accelerator.ComputeBackend
Predicts execution for the supplied operation and dimensions without running it.
plan(LinearAlgebraOperation, NumericPrecision, int...) - Method in class jdistlib.accelerator.ComputeSelection
Predicts the concrete execution route for an operation without running it.
platform() - Method in class jdistlib.inference.PortableCheckpoint
 
platform() - Method in class jdistlib.inference.PortableReversibleJumpCheckpoint
 
platform() - Method in class jdistlib.inference.PortableSparseSubsetCheckpoint
 
plus(LevyIncrementDistribution) - Method in class jdistlib.finance.LevyIncrementDistribution
Exact composition of independent increments sharing this unit exponent.
plus(Polynomial) - Method in class jdistlib.math.Polynomial
Add another polynomial to this polynomial and store the result into a new instance of QPolynomial
plusEquals(Polynomial) - Method in class jdistlib.math.Polynomial
Add another polynomial into this polynomial and let the result overwrite this polynomial (this = this + poly)
pmax(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
pmin(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
point() - Method in class jdistlib.inference.OptimizationResult
 
points() - Method in class jdistlib.inference.OptimizationTrace
 
pointwiseElpd() - Method in class jdistlib.inference.PsisLoo.Result
 
pointwiseElpd() - Method in class jdistlib.inference.Waic.Result
 
pointwiseLikelihood(ObservationMetadata, PointwiseLogLikelihoodEvaluator) - Method in class jdistlib.inference.ModelBuilder
Registers likelihood contributions already included in the model target.
pointwiseLogLikelihood(double[]) - Method in class jdistlib.inference.BayesianModel
 
pointwiseLogLikelihood(double[]) - Method in interface jdistlib.inference.PointwiseLogLikelihood
 
PointwiseLogLikelihood - Interface in jdistlib.inference
Model contract required by pointwise predictive assessment.
PointwiseLogLikelihoodDraws - Class in jdistlib.inference
Pointwise log likelihoods with retained chain boundaries and observation metadata.
PointwiseLogLikelihoodDraws(ObservationMetadata, double[][], int[]) - Constructor for class jdistlib.inference.PointwiseLogLikelihoodDraws
 
PointwiseLogLikelihoodEvaluator - Interface in jdistlib.inference
Evaluates ordered observation-level log-likelihood contributions.
Poisson - Class in jdistlib
 
Poisson(double) - Constructor for class jdistlib.Poisson
 
poisson_test(int, double, double, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Performs an exact test of a simple null hypothesis about the rate parameter in Poisson distribution
poisson_test(int, int, double, double, double, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Comparison of Poisson rates
Poisson.RandomState - Class in jdistlib
 
PoissonBinomial - Class in jdistlib
Sum of independent Bernoulli trials with unequal success probabilities.
PoissonBinomial(double[]) - Constructor for class jdistlib.PoissonBinomial
 
PoissonInverseGaussian - Class in jdistlib
Poisson-inverse Gaussian distribution from actuar.
PoissonInverseGaussian(double, double) - Constructor for class jdistlib.PoissonInverseGaussian
 
PolyaAeppliDistribution - Class in jdistlib.finance
Polya-Aeppli count: Poisson clusters with shifted-geometric cluster sizes.
PolyaAeppliDistribution(double, double) - Constructor for class jdistlib.finance.PolyaAeppliDistribution
 
PolyGamma - Class in jdistlib.math
Mathlib : A C Library of Special Functions Copyright (C) 1998 Ross Ihaka Copyright (C) 2000-2007 the R Development Core Team Copyright (C) 2004 The R Foundation This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.
PolyGamma() - Constructor for class jdistlib.math.PolyGamma
 
Polynomial - Class in jdistlib.math
A Java object that represents polynomials as arrays of numerical coefficients.
Polynomial(double...) - Constructor for class jdistlib.math.Polynomial
 
Polynomial(int) - Constructor for class jdistlib.math.Polynomial
 
polynomialGamma(int, double) - Static method in class jdistlib.disttest.online.OnlineFdr
Returns a finite, normalized, nonincreasing gamma sequence proportional to index^-exponent; it is padded with zeros beyond the horizon.
PORTABLE_FALLBACK - Enum constant in enum class jdistlib.accelerator.ExecutionKind
 
PortableCheckpoint - Class in jdistlib.inference
Checkpoint plus the fingerprints and platform metadata needed to validate a resume.
PortableReversibleJumpCheckpoint - Class in jdistlib.inference
Restored RJ checkpoint plus the fingerprints and platform recorded with it.
PortableSparseSubsetCheckpoint - Class in jdistlib.inference
Restored sparse checkpoint plus its model/options fingerprints and platform.
position() - Method in class jdistlib.inference.KernelTransition
 
position() - Method in class jdistlib.inference.RandomWalkKernel.State
 
positions() - Method in class jdistlib.inference.solver.HigherIndexDaeSolver.Result
 
positive() - Static method in class jdistlib.inference.Constraints
 
PositiveNormal - Class in jdistlib
Normal distribution left-truncated at zero.
PositiveNormal(double, double) - Constructor for class jdistlib.PositiveNormal
 
positiveOrdered(int) - Static method in class jdistlib.inference.Constraints
 
PositiveTemperedStableDistribution - Class in jdistlib.finance
Positive tempered-stable subordinator increment with Laplace exponent.
PositiveTemperedStableDistribution(double, double, double) - Constructor for class jdistlib.finance.PositiveTemperedStableDistribution
 
positiveVector(int) - Static method in class jdistlib.inference.Constraints
 
posterior(double[][], OptionInference.DrawDistribution, OptionInference.Measure, long, String) - Static method in class jdistlib.finance.OptionInference
 
posteriorMean() - Method in class jdistlib.inference.ShrinkageSelection.Variable
 
posteriorMeanAbsoluteMagnitude() - Method in class jdistlib.inference.ShrinkageSelection.Variable
 
POTRF - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
pow(int, double) - Method in class jdistlib.inference.autodiff.ReverseTape
 
pow(int, int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
pow(Complex) - Method in class jdistlib.math.Complex
 
pow1p(double, double) - Static method in class jdistlib.math.MathFunctions
Computes (1 + x)^y without discarding a small x.
practicalMagnitude() - Method in class jdistlib.inference.ShrinkageSelection.Result
 
precision() - Method in class jdistlib.accelerator.ExecutionPlan
 
PrecisionContinuation - Class in jdistlib.inference
Chunked deterministic continuation based on MCSE, never on R-hat alone.
PrecisionContinuationResult - Class in jdistlib.inference
Deterministically extended chain and the reason continuation stopped.
PrecisionException - Exception Class in jdistlib.exception
 
PrecisionException(double) - Constructor for exception class jdistlib.exception.PrecisionException
 
PrecisionException(String, double) - Constructor for exception class jdistlib.exception.PrecisionException
 
PrecisionException(String, Throwable, double) - Constructor for exception class jdistlib.exception.PrecisionException
 
PrecisionException(Throwable, double) - Constructor for exception class jdistlib.exception.PrecisionException
 
PrecisionGoal - Class in jdistlib.inference
Stopping goal for one posterior coordinate, guarded by minimum draws and chunk count.
PrecisionGoal.Builder - Class in jdistlib.inference
 
predict(double[], double[], double, double, double, int) - Static method in class jdistlib.math.spline.SmoothSpline
 
predict(SmoothSplineResult, double, int) - Static method in class jdistlib.math.spline.SmoothSpline
 
PredictiveStacking - Class in jdistlib.inference
Optimizes simplex weights for stacking pointwise out-of-sample predictions.
PredictiveStacking.Result - Class in jdistlib.inference
 
preferred() - Static method in class jdistlib.accelerator.ComputeBackends
 
PREPARED_CHOLESKY - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
PREPARED_CSR - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
PREPARED_DENSE - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
PreparedCholesky - Interface in jdistlib.accelerator
Reusable FP64 Cholesky factor that can solve multiple right sides in place.
prepareDcsr(CsrMatrix) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
PreparedCsrMatrix - Interface in jdistlib.accelerator
Reusable FP64 CSR handle; capabilities report whether storage is provider-resident.
prepareDcsrpotrf(CsrMatrix, MatrixTriangle) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
prepareDcsrpotrf(CsrMatrix, MatrixTriangle, SparseOrdering) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
preparedDenseMatrices() - Method in class jdistlib.accelerator.ComputeCapabilities
Whether prepared dense handles retain provider-optimal storage between calls.
PreparedDenseMatrix - Interface in jdistlib.accelerator
Reusable FP64 dense matrix handle; providers may retain storage on device.
PreparedFloatCholesky - Interface in jdistlib.accelerator
Reusable FP32 Cholesky factor that can solve multiple right sides in place.
PreparedFloatCsrMatrix - Interface in jdistlib.accelerator
Reusable FP32 CSR handle; capabilities report whether storage is provider-resident.
PreparedFloatDenseMatrix - Interface in jdistlib.accelerator
Reusable FP32 dense matrix handle; providers may retain storage on device.
PreparedFloatSparseCholesky - Interface in jdistlib.accelerator
Symbolically analyzed FP32 sparse Cholesky handle with reusable numeric factors.
prepareDge(double[], int, int) - Method in interface jdistlib.accelerator.LinearAlgebraBackend
 
PreparedLogisticRegression - Interface in jdistlib.accelerator
A logistic-regression data set prepared for repeated batched evaluation.
prepareDpotrf(double[], int) - Method in interface jdistlib.accelerator.ComputeBackend
Prepares a reusable FP64 Cholesky factor and solve handle.
PreparedSparseCholesky - Interface in jdistlib.accelerator
Symbolically analyzed FP64 sparse Cholesky handle with reusable numeric factors.
preparedSparseMatrices() - Method in class jdistlib.accelerator.ComputeCapabilities
Whether prepared CSR handles retain provider-optimal storage between calls.
PreparedTransposeProduct - Interface in jdistlib.accelerator
A row-by-feature matrix retained for repeated X'v score batches.
prepareLogisticRegression(double[][], double[]) - Method in interface jdistlib.accelerator.ComputeBackend
Keeps reusable data in backend-optimal storage when the backend supports it.
prepareLogisticRegression(double[][], double[]) - Method in class jdistlib.accelerator.CpuComputeBackend
 
prepareScsr(FloatCsrMatrix) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
prepareScsrpotrf(FloatCsrMatrix, MatrixTriangle) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
prepareScsrpotrf(FloatCsrMatrix, MatrixTriangle, SparseOrdering) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
prepareSge(float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
prepareSpotrf(float[], int) - Method in interface jdistlib.accelerator.ComputeBackend
Prepares a reusable FP32 Cholesky factor and solve handle.
prepareTransposeProduct(double[][]) - Method in interface jdistlib.accelerator.ComputeBackend
Keeps a reusable row-by-feature matrix ready for repeated X'v batches.
prepareTransposeProduct(double[][]) - Method in class jdistlib.accelerator.CpuComputeBackend
 
price(ModelState, OptionObservation) - Method in interface jdistlib.finance.OptionInference.StatePriceModel
 
PRICE_ABOVE_BOUND - Enum constant in enum class jdistlib.finance.ImpliedVolatilityResult.Status
 
PRICE_BELOW_BOUND - Enum constant in enum class jdistlib.finance.ImpliedVolatilityResult.Status
 
principalDirection() - Method in class jdistlib.inference.AdaptiveStaticHmcResult
 
print(double...) - Static method in class jdistlib.util.Utilities
 
print(String, double...) - Static method in class jdistlib.util.Utilities
 
prior(String, GenericDistribution) - Method in class jdistlib.inference.ModelBuilder
Adds an independent fixed scalar prior for a scalar parameter.
prob - Variable in class jdistlib.NegBinomial
 
probability - Variable in class jdistlib.MultivariateProbabilityResult
The requested probability.
probability - Variable in class jdistlib.VineProbabilityResult
 
probability(double[], double[], double[]) - Static method in class jdistlib.Dirichlet
 
probability(double[], double[], double[], double[][]) - Static method in class jdistlib.MultivariateCauchy
 
probability(double[], double[], double[], double[][]) - Static method in class jdistlib.MultivariateLaplace
 
probability(double[], double[], double[], double[][]) - Static method in class jdistlib.MultivariateLogNormal
 
probability(double[], double[], double[], double[][]) - Static method in class jdistlib.MultivariateNormal
Deterministic convenience overload using call-local randomized shifts.
probability(double[], double[], double[], double[][], double) - Static method in class jdistlib.MultivariatePowerExponential
 
probability(double[], double[], double[], double[][], double) - Static method in class jdistlib.MultivariateStudentT
 
probability(double[], double[], double[], double[][], double, MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariatePowerExponential
Computes a rectangle probability by integrating the exact conditional radial probability over uniformly distributed directions.
probability(double[], double[], double[], double[][], double, MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateStudentT
Computes P[lower <= X <= upper] with numerical error metadata.
probability(double[], double[], double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateCauchy
 
probability(double[], double[], double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateLaplace
Computes P(lower <= X <= upper) through the normal-exponential mixture.
probability(double[], double[], double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateLogNormal
Computes a rectangular probability after the component-wise log transform.
probability(double[], double[], double[], double[][], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.MultivariateNormal
Computes P[lower <= X <= upper] with numerical error metadata.
probability(double[], double[], double[], MultivariateProbabilityOptions, RandomEngine) - Static method in class jdistlib.Dirichlet
Computes a simplex-aware rectangle probability.
probability(int[], int[], int[], int) - Static method in class jdistlib.MultivariateHypergeometric
Exact inclusive rectangle probability for the sampled category counts.
probability(int[], int[], int, double[]) - Static method in class jdistlib.DirichletMultinomial
Exact inclusive rectangle probability for the category counts.
probability(int[], int[], int, double[]) - Static method in class jdistlib.Multinomial
Exact inclusive rectangle probability for the category counts.
probabilityBeyondPracticalMagnitude() - Method in class jdistlib.inference.ShrinkageSelection.Variable
 
ProbabilityFunctionAnalyzer - Class in jdistlib
Advisory probes for user-supplied probability kernels.
probabilityInterval(double) - Method in class jdistlib.NumericalContinuousDistribution
Returns the equal-tail interval containing the requested probability.
probabilityInterval(double) - Method in class jdistlib.NumericalDiscreteDistribution
Returns an equal-tail interval; its actual discrete mass may exceed the request.
ProbabilityInterval - Class in jdistlib
Immutable interval containing a requested probability under a stated rule.
ProbabilityInterval(double, double, double, String) - Constructor for class jdistlib.ProbabilityInterval
 
PROBABLY_DIVERGENT - Enum constant in enum class jdistlib.math.IntegrationStatus
 
process(double, double[]) - Method in enum class jdistlib.math.density.Kernel
 
prod(double[]) - Static method in class jdistlib.math.VectorMath
Product of numbers.
product(GenericDistribution, GenericDistribution, int, long) - Static method in class jdistlib.finance.DistributionAggregation
 
profile() - Method in interface jdistlib.inference.ProfiledModelFactor
 
profile(String, ModelFactor) - Static method in class jdistlib.inference.FactorProfiler
 
ProfiledModelFactor - Interface in jdistlib.inference
Model factor instrumented with low-overhead call, time, and non-finite counters.
progressListener(ProgressListener) - Method in class jdistlib.inference.SamplingOptions.Builder
 
progressListener(ReversibleJumpProgressListener) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
progressListener(SparseSubsetProgressListener) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
ProgressListener - Interface in jdistlib.inference
Lightweight callback invoked after a completed sampler transition.
ProjectionPredictiveSelection - Class in jdistlib.inference
Forward projection-predictive variable selection for Gaussian linear reference models.
ProjectionPredictiveSelection.Result - Class in jdistlib.inference
 
ProjectionPredictiveSelection.Step - Class in jdistlib.inference
 
propose(ReversibleJumpState, ReversibleJumpTarget, RandomEngine) - Method in interface jdistlib.inference.ReversibleJumpMove
 
propose(ReversibleJumpState, ReversibleJumpTarget, RandomEngine) - Method in class jdistlib.inference.SubsetBirthMove
 
propose(ReversibleJumpState, ReversibleJumpTarget, RandomEngine) - Method in class jdistlib.inference.SubsetDeathMove
 
propose(ReversibleJumpState, ReversibleJumpTarget, RandomEngine) - Method in class jdistlib.inference.SubsetSwapMove
 
proposedState() - Method in class jdistlib.inference.ReversibleJumpProposal
 
psave - Variable in class jdistlib.Binomial.RandomState
 
pseudoObservations(double[][]) - Static method in class jdistlib.CopulaFitter
Converts rectangular raw data to average-rank pseudo-observations.
psi(double) - Static method in class jdistlib.math.MathFunctions
--------------------------------------------------------------------- Evaluation of the Digamma function psi(x) ----------- Psi(xx) is assigned the value 0 when the digamma function cannot be computed.
psigamma(double[], int) - Static method in class jdistlib.math.PolyGamma
 
psigamma(double, int) - Static method in class jdistlib.math.PolyGamma
 
PsisLoo - Class in jdistlib.inference
Pareto-smoothed importance-sampling leave-one-out cross-validation.
PsisLoo.ExactLooFallback - Interface in jdistlib.inference
Optional exact or refitted LOO calculation used when importance sampling is unreliable.
PsisLoo.Result - Class in jdistlib.inference
 
pullback(double[], int, double[], int, double[], double[]) - Method in interface jdistlib.inference.ParameterConstraint
Pulls a constrained gradient back and adds the log-Jacobian gradient.
putPayoff(GenericDistribution, double) - Static method in class jdistlib.finance.FinancialRisk
 

Q

QMatrixUtils - Class in jdistlib.matrix
Deprecated.
Matrix utilities
QMatrixUtils() - Constructor for class jdistlib.matrix.QMatrixUtils
Deprecated.
 
qn - Variable in class jdistlib.Binomial.RandomState
 
QUADPACK - Enum constant in enum class jdistlib.math.IntegrationOptions.Method
QUADPACK DQAGS/DQAGI, matching the historical implementation.
quadraticFormCumulative(double, double[], double, double[][], boolean, boolean) - Static method in class jdistlib.Wishart
CDF of the directional variance event direction' W direction <= upper.
quantile(double) - Method in class jdistlib.generic.GenericDistribution
Assume lower tail and non-log
quantile(double) - Method in class jdistlib.NumericalCdfTable
 
quantile(double[]) - Method in class jdistlib.generic.GenericDistribution
Assume lower tail and non-log
quantile(double[], boolean, boolean) - Method in class jdistlib.generic.GenericDistribution
 
quantile(double[], double) - Static method in class jdistlib.math.VectorMath
Find quantile given a sorted data of array (Definition 7)
quantile(double[], double[]) - Static method in class jdistlib.math.VectorMath
Find quantile given a sorted data of array (Definition 7)
quantile(double[], int, int) - Static method in class jdistlib.Ansari
 
quantile(double[], int, int, double[][][]) - Static method in class jdistlib.Ansari
 
quantile(double, boolean, boolean) - Method in class jdistlib.Ansari
 
quantile(double, boolean, boolean) - Method in class jdistlib.Arcsine
 
quantile(double, boolean, boolean) - Method in class jdistlib.AsymmetricLaplace
 
quantile(double, boolean, boolean) - Method in class jdistlib.Beta
 
quantile(double, boolean, boolean) - Method in class jdistlib.BetaBinomial
 
quantile(double, boolean, boolean) - Method in class jdistlib.BetaNegativeBinomial
 
quantile(double, boolean, boolean) - Method in class jdistlib.BetaPrime
 
quantile(double, boolean, boolean) - Method in class jdistlib.Binomial
 
quantile(double, boolean, boolean) - Method in class jdistlib.BirnbaumSaunders
 
quantile(double, boolean, boolean) - Method in class jdistlib.Categorical
 
quantile(double, boolean, boolean) - Method in class jdistlib.Cauchy
 
quantile(double, boolean, boolean) - Method in class jdistlib.CensoredDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.Chi
 
quantile(double, boolean, boolean) - Method in class jdistlib.ChiSquare
 
quantile(double, boolean, boolean) - Method in class jdistlib.DiscreteLaplace
 
quantile(double, boolean, boolean) - Method in class jdistlib.DiscreteWeibull
 
quantile(double, boolean, boolean) - Method in class jdistlib.Empirical
Uses the inverse empirical CDF (R quantile type 1).
quantile(double, boolean, boolean) - Method in class jdistlib.evd.Extreme
 
quantile(double, boolean, boolean) - Method in class jdistlib.evd.Fretchet
 
quantile(double, boolean, boolean) - Method in class jdistlib.evd.GeneralizedPareto
 
quantile(double, boolean, boolean) - Method in class jdistlib.evd.GEV
 
quantile(double, boolean, boolean) - Method in class jdistlib.evd.Gumbel
 
quantile(double, boolean, boolean) - Method in class jdistlib.evd.Order
 
quantile(double, boolean, boolean) - Method in class jdistlib.evd.Rayleigh
 
quantile(double, boolean, boolean) - Method in class jdistlib.evd.ReverseWeibull
 
quantile(double, boolean, boolean) - Method in class jdistlib.Exponential
 
quantile(double, boolean, boolean) - Method in class jdistlib.ExponentiallyModifiedGaussian
 
quantile(double, boolean, boolean) - Method in class jdistlib.F
 
quantile(double, boolean, boolean) - Method in class jdistlib.FellerPareto
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.ConditionalDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.DelaporteDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.EmpiricalDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.FiniteGridDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.OptionImpliedDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.OrderStatisticDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.PolyaAeppliDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.StableDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.CgmyDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.LevyIncrementDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.MeixnerDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.finance.VarianceGammaDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.FoldedNormal
 
quantile(double, boolean, boolean) - Method in class jdistlib.Gamma
 
quantile(double, boolean, boolean) - Method in class jdistlib.GeneralizedBetaSecondKind
 
quantile(double, boolean, boolean) - Method in class jdistlib.GeneralizedF
 
quantile(double, boolean, boolean) - Method in class jdistlib.GeneralizedGamma
 
quantile(double, boolean, boolean) - Method in class jdistlib.generic.GenericDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.Geometric
 
quantile(double, boolean, boolean) - Method in class jdistlib.Gompertz
 
quantile(double, boolean, boolean) - Method in class jdistlib.HalfCauchy
 
quantile(double, boolean, boolean) - Method in class jdistlib.HalfNormal
 
quantile(double, boolean, boolean) - Method in class jdistlib.HalfT
 
quantile(double, boolean, boolean) - Method in class jdistlib.Huber
 
quantile(double, boolean, boolean) - Method in class jdistlib.HurdleNegativeBinomial
 
quantile(double, boolean, boolean) - Method in class jdistlib.HurdlePoisson
 
quantile(double, boolean, boolean) - Method in class jdistlib.HyperGeometric
 
quantile(double, boolean, boolean) - Method in class jdistlib.InvGamma
 
quantile(double, boolean, boolean) - Method in class jdistlib.InvNormal
 
quantile(double, boolean, boolean) - Method in class jdistlib.Kendall
 
quantile(double, boolean, boolean) - Method in class jdistlib.Kumaraswamy
 
quantile(double, boolean, boolean) - Method in class jdistlib.Laplace
 
quantile(double, boolean, boolean) - Method in class jdistlib.Levy
 
quantile(double, boolean, boolean) - Method in class jdistlib.Lindley
 
quantile(double, boolean, boolean) - Method in class jdistlib.Logarithmic
 
quantile(double, boolean, boolean) - Method in class jdistlib.Logistic
 
quantile(double, boolean, boolean) - Method in class jdistlib.LogitNormal
 
quantile(double, boolean, boolean) - Method in class jdistlib.LogLogistic
 
quantile(double, boolean, boolean) - Method in class jdistlib.LogNormal
 
quantile(double, boolean, boolean) - Method in class jdistlib.Makeham
 
quantile(double, boolean, boolean) - Method in class jdistlib.Maxwell
 
quantile(double, boolean, boolean) - Method in class jdistlib.MaxwellBoltzmann
 
quantile(double, boolean, boolean) - Method in class jdistlib.MixtureDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.MonotoneTransformDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.Nakagami
 
quantile(double, boolean, boolean) - Method in class jdistlib.NegativeHypergeometric
 
quantile(double, boolean, boolean) - Method in class jdistlib.NegBinomial
 
quantile(double, boolean, boolean) - Method in class jdistlib.NonCentralBeta
 
quantile(double, boolean, boolean) - Method in class jdistlib.NonCentralChiSquare
 
quantile(double, boolean, boolean) - Method in class jdistlib.NonCentralF
 
quantile(double, boolean, boolean) - Method in class jdistlib.NonCentralT
 
quantile(double, boolean, boolean) - Method in class jdistlib.Normal
 
quantile(double, boolean, boolean) - Method in class jdistlib.NumericalContinuousDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.NumericalDiscreteDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.NumericalPiecewiseDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.PhaseType
 
quantile(double, boolean, boolean) - Method in class jdistlib.Poisson
 
quantile(double, boolean, boolean) - Method in class jdistlib.PoissonBinomial
 
quantile(double, boolean, boolean) - Method in class jdistlib.PoissonInverseGaussian
 
quantile(double, boolean, boolean) - Method in class jdistlib.PositiveNormal
 
quantile(double, boolean, boolean) - Method in class jdistlib.Rice
 
quantile(double, boolean, boolean) - Method in class jdistlib.SignRank
 
quantile(double, boolean, boolean) - Method in class jdistlib.SinhArcsinh
 
quantile(double, boolean, boolean) - Method in class jdistlib.Skellam
 
quantile(double, boolean, boolean) - Method in class jdistlib.SkewedT
 
quantile(double, boolean, boolean) - Method in class jdistlib.Slash
 
quantile(double, boolean, boolean) - Method in class jdistlib.Spearman
Uses numerical optimization to get approximate value, then followed by manual search.
quantile(double, boolean, boolean) - Method in class jdistlib.T
 
quantile(double, boolean, boolean) - Method in class jdistlib.Triangular
 
quantile(double, boolean, boolean) - Method in class jdistlib.TruncatedContinuousDistribution
 
quantile(double, boolean, boolean) - Method in class jdistlib.Tukey
 
quantile(double, boolean, boolean) - Method in class jdistlib.TukeyLambda
 
quantile(double, boolean, boolean) - Method in class jdistlib.Tweedie
 
quantile(double, boolean, boolean) - Method in class jdistlib.Uniform
 
quantile(double, boolean, boolean) - Method in class jdistlib.Weibull
 
quantile(double, boolean, boolean) - Method in class jdistlib.Wilcoxon
 
quantile(double, boolean, boolean) - Method in class jdistlib.ZeroInflatedNegativeBinomial
 
quantile(double, boolean, boolean) - Method in class jdistlib.ZeroInflatedPoisson
 
quantile(double, boolean, boolean) - Method in class jdistlib.ZeroTruncatedNegativeBinomial
 
quantile(double, boolean, boolean) - Method in class jdistlib.ZeroTruncatedPoisson
 
quantile(double, boolean, boolean) - Method in class jdistlib.Zipf
 
quantile(double, double[], boolean, boolean) - Static method in class jdistlib.PoissonBinomial
 
quantile(double, double[], double[][], boolean, boolean) - Static method in class jdistlib.PhaseType
 
quantile(double, double[], double[], boolean, boolean) - Static method in class jdistlib.Categorical
 
quantile(double, double, boolean) - Static method in class jdistlib.evd.Rayleigh
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.Chi
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.ChiSquare
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.Exponential
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.Geometric
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.HalfCauchy
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.HalfNormal
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.Lindley
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.Logarithmic
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.Maxwell
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.MaxwellBoltzmann
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.Poisson
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.T
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.TukeyLambda
 
quantile(double, double, boolean, boolean) - Static method in class jdistlib.ZeroTruncatedPoisson
 
quantile(double, double, boolean, boolean, int) - Static method in class jdistlib.Logarithmic
 
quantile(double, double, double, boolean) - Static method in class jdistlib.evd.Gumbel
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Arcsine
Quantile method by bisection
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Beta
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.BetaPrime
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Binomial
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Cauchy
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.DiscreteLaplace
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.DiscreteWeibull
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.F
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Gamma
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Gompertz
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.HalfT
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.HurdlePoisson
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.InvGamma
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.InvNormal
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Kumaraswamy
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Laplace
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Levy
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Logistic
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.LogitNormal
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.LogLogistic
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.LogNormal
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Nakagami
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.NegBinomial
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.NonCentralChiSquare
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.NonCentralT
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Normal
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.PoissonInverseGaussian
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.PositiveNormal
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Rice
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Skellam
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.SkewedT
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Slash
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Uniform
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.Weibull
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.ZeroInflatedPoisson
 
quantile(double, double, double, boolean, boolean) - Static method in class jdistlib.ZeroTruncatedNegativeBinomial
 
quantile(double, double, double, double, boolean) - Static method in class jdistlib.evd.Fretchet
 
quantile(double, double, double, double, boolean) - Static method in class jdistlib.evd.GeneralizedPareto
 
quantile(double, double, double, double, boolean) - Static method in class jdistlib.evd.GEV
 
quantile(double, double, double, double, boolean) - Static method in class jdistlib.evd.ReverseWeibull
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.AsymmetricLaplace
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.BetaBinomial
Quantile.
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.BetaNegativeBinomial
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.BirnbaumSaunders
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.ExponentiallyModifiedGaussian
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.GeneralizedGamma
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Huber
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.HurdleNegativeBinomial
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.HyperGeometric
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Makeham
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.NegativeHypergeometric
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.NonCentralBeta
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.NonCentralF
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Triangular
 
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Tukey
Copenhaver, Margaret Diponzio & Holland, Burt S.
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.Tweedie
Returns a Tweedie quantile.
quantile(double, double, double, double, boolean, boolean) - Static method in class jdistlib.ZeroInflatedNegativeBinomial
 
quantile(double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.FoldedNormal
 
quantile(double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.GeneralizedBetaSecondKind
 
quantile(double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.GeneralizedF
 
quantile(double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.SinhArcsinh
 
quantile(double, double, double, double, double, double, boolean, boolean) - Static method in class jdistlib.FellerPareto
 
quantile(double, int) - Static method in class jdistlib.Kendall
Quantile search.
quantile(double, int, boolean, boolean) - Static method in class jdistlib.Spearman
Uses bisection.
quantile(double, int, double, boolean, boolean) - Static method in class jdistlib.Zipf
 
quantile(double, int, int) - Static method in class jdistlib.Ansari
 
quantile(double, int, int, double[][][]) - Static method in class jdistlib.Ansari
 
quantile(double, GenericDistribution, int, boolean, boolean) - Static method in class jdistlib.evd.Extreme
 
quantile(double, GenericDistribution, int, int, boolean, boolean, boolean) - Static method in class jdistlib.evd.Order
Find the quantile of order statistics.
quantile_mu(double, double, double, boolean, boolean) - Static method in class jdistlib.NegBinomial
 
quantile_tau(double, int) - Static method in class jdistlib.Kendall
 
quantile0(double[], double) - Static method in class jdistlib.math.VectorMath
Find quantile in an array (Definition 7).
quantile0(double[], double[]) - Static method in class jdistlib.math.VectorMath
Find quantile in an array (Definition 7).
quantileInto(double[], int, double[], int, int, boolean, boolean) - Method in class jdistlib.generic.GenericDistribution
Evaluates quantiles into caller-owned storage.
quantileMcse(double[], double) - Static method in class jdistlib.inference.MonteCarloError
 
qValues(double[]) - Static method in class jdistlib.disttest.MultipleTesting
Computes Storey q-values using the default smoothing-spline estimate of the true-null proportion.
qValues(double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Computes Storey q-values for a caller-supplied true-null proportion.
qValues(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Computes Storey q-values with caller-controlled spline settings.
qValuesQuantile(double[]) - Static method in class jdistlib.disttest.MultipleTesting
Computes q-values using the default 0.10 quantile pi-zero estimate.
qValuesQuantile(double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Computes q-values using the quantile-based estimate of pi-zero.
qValuesQuantile(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Computes quantile-estimated q-values with a caller-supplied lambda grid.

R

r - Variable in class jdistlib.HyperGeometric
 
radialQuantile(double, int, boolean, boolean) - Static method in class jdistlib.MultivariateCauchy
 
radialQuantile(double, int, boolean, boolean) - Static method in class jdistlib.MultivariateNormal
Quantile of the Mahalanobis radius containing probability p.
radialQuantile(double, int, double, boolean, boolean) - Static method in class jdistlib.MultivariatePowerExponential
Quantile of the scatter-standardized radial distance.
radialQuantile(double, int, double, boolean, boolean) - Static method in class jdistlib.MultivariateStudentT
Quantile of the Mahalanobis radius containing probability p.
random - Variable in class jdistlib.generic.GenericDistribution
 
random() - Method in class jdistlib.Ansari
 
random() - Method in class jdistlib.Arcsine
 
random() - Method in class jdistlib.AsymmetricLaplace
 
random() - Method in class jdistlib.Beta
 
random() - Method in class jdistlib.BetaBinomial
 
random() - Method in class jdistlib.BetaNegativeBinomial
 
random() - Method in class jdistlib.BetaPrime
 
random() - Method in class jdistlib.Binomial
 
random() - Method in class jdistlib.BirnbaumSaunders
 
random() - Method in class jdistlib.Categorical
 
random() - Method in class jdistlib.Cauchy
 
random() - Method in class jdistlib.CensoredDistribution
 
random() - Method in class jdistlib.CertifiedInfiniteDiscreteDistribution
 
random() - Method in class jdistlib.Chi
 
random() - Method in class jdistlib.ChiSquare
 
random() - Method in class jdistlib.DiscreteLaplace
 
random() - Method in class jdistlib.DiscreteWeibull
 
random() - Method in class jdistlib.Empirical
 
random() - Method in class jdistlib.evd.Extreme
 
random() - Method in class jdistlib.evd.Fretchet
 
random() - Method in class jdistlib.evd.GeneralizedPareto
 
random() - Method in class jdistlib.evd.GEV
 
random() - Method in class jdistlib.evd.Gumbel
 
random() - Method in class jdistlib.evd.Order
 
random() - Method in class jdistlib.evd.Rayleigh
 
random() - Method in class jdistlib.evd.ReverseWeibull
 
random() - Method in class jdistlib.Exponential
 
random() - Method in class jdistlib.ExponentiallyModifiedGaussian
 
random() - Method in class jdistlib.F
 
random() - Method in class jdistlib.FellerPareto
 
random() - Method in class jdistlib.finance.ConditionalDistribution
 
random() - Method in class jdistlib.finance.DelaporteDistribution
 
random() - Method in class jdistlib.finance.EmpiricalDistribution
 
random() - Method in class jdistlib.finance.FiniteGridDistribution
 
random() - Method in class jdistlib.finance.GeneralizedHyperbolicDistribution
 
random() - Method in class jdistlib.finance.GeneralizedInverseGaussianDistribution
 
random() - Method in class jdistlib.finance.OptionImpliedDistribution
 
random() - Method in class jdistlib.finance.OrderStatisticDistribution
 
random() - Method in class jdistlib.finance.PolyaAeppliDistribution
 
random() - Method in class jdistlib.finance.StableDistribution
 
random() - Method in class jdistlib.finance.CgmyDistribution
 
random() - Method in class jdistlib.finance.LevyIncrementDistribution
 
random() - Method in class jdistlib.finance.MeixnerDistribution
 
random() - Method in class jdistlib.finance.NormalTemperedStableDistribution
 
random() - Method in class jdistlib.finance.PositiveTemperedStableDistribution
 
random() - Method in class jdistlib.finance.VarianceGammaDistribution
 
random() - Method in class jdistlib.FoldedNormal
 
random() - Method in class jdistlib.Gamma
 
random() - Method in class jdistlib.GeneralizedBetaSecondKind
 
random() - Method in class jdistlib.GeneralizedF
 
random() - Method in class jdistlib.GeneralizedGamma
 
random() - Method in class jdistlib.generic.GenericDistribution
 
random() - Method in class jdistlib.Geometric
 
random() - Method in class jdistlib.Gompertz
 
random() - Method in class jdistlib.HalfCauchy
 
random() - Method in class jdistlib.HalfNormal
 
random() - Method in class jdistlib.HalfT
 
random() - Method in class jdistlib.Huber
 
random() - Method in class jdistlib.HurdleNegativeBinomial
 
random() - Method in class jdistlib.HurdlePoisson
 
random() - Method in class jdistlib.HyperGeometric
 
random() - Method in class jdistlib.inference.ChainCheckpoint
 
random() - Method in class jdistlib.inference.ReversibleJumpCheckpoint
 
random() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
random() - Method in class jdistlib.InvGamma
 
random() - Method in class jdistlib.InvNormal
 
random() - Method in class jdistlib.Kendall
 
random() - Method in class jdistlib.Kumaraswamy
 
random() - Method in class jdistlib.Laplace
 
random() - Method in class jdistlib.Levy
 
random() - Method in class jdistlib.Lindley
 
random() - Method in class jdistlib.Logarithmic
 
random() - Method in class jdistlib.Logistic
 
random() - Method in class jdistlib.LogitNormal
 
random() - Method in class jdistlib.LogLogistic
 
random() - Method in class jdistlib.LogNormal
 
random() - Method in class jdistlib.Makeham
 
random() - Method in class jdistlib.Maxwell
 
random() - Method in class jdistlib.MaxwellBoltzmann
 
random() - Method in class jdistlib.MixtureDistribution
 
random() - Method in class jdistlib.MonotoneTransformDistribution
 
random() - Method in class jdistlib.Nakagami
 
random() - Method in class jdistlib.NegativeHypergeometric
 
random() - Method in class jdistlib.NegBinomial
 
random() - Method in class jdistlib.NonCentralBeta
 
random() - Method in class jdistlib.NonCentralChiSquare
 
random() - Method in class jdistlib.NonCentralF
 
random() - Method in class jdistlib.NonCentralT
 
random() - Method in class jdistlib.Normal
 
random() - Method in class jdistlib.NumericalContinuousDistribution
 
random() - Method in class jdistlib.NumericalDiscreteDistribution
 
random() - Method in class jdistlib.NumericalPiecewiseDistribution
 
random() - Method in class jdistlib.PhaseType
 
random() - Method in class jdistlib.Poisson
 
random() - Method in class jdistlib.PoissonBinomial
 
random() - Method in class jdistlib.PoissonInverseGaussian
 
random() - Method in class jdistlib.PositiveNormal
 
random() - Method in class jdistlib.Rice
 
random() - Method in class jdistlib.rng.RandomEngine
 
random() - Method in class jdistlib.SignRank
 
random() - Method in class jdistlib.SinhArcsinh
 
random() - Method in class jdistlib.Skellam
 
random() - Method in class jdistlib.SkewedT
 
random() - Method in class jdistlib.Slash
 
random() - Method in class jdistlib.Spearman
Inverse CDF lookup
random() - Method in class jdistlib.T
 
random() - Method in class jdistlib.Triangular
 
random() - Method in class jdistlib.TruncatedContinuousDistribution
 
random() - Method in class jdistlib.Tukey
 
random() - Method in class jdistlib.TukeyLambda
 
random() - Method in class jdistlib.Tweedie
 
random() - Method in class jdistlib.Uniform
 
random() - Method in class jdistlib.Weibull
 
random() - Method in class jdistlib.Wilcoxon
 
random() - Method in class jdistlib.ZeroInflatedNegativeBinomial
 
random() - Method in class jdistlib.ZeroInflatedPoisson
 
random() - Method in class jdistlib.ZeroTruncatedNegativeBinomial
 
random() - Method in class jdistlib.ZeroTruncatedPoisson
 
random() - Method in class jdistlib.Zipf
 
random(double[], double[][], double, RandomEngine) - Static method in class jdistlib.MultivariatePowerExponential
 
random(double[], double[][], double, RandomEngine) - Static method in class jdistlib.MultivariateStudentT
 
random(double[], double[][], RandomEngine) - Static method in class jdistlib.MultivariateCauchy
 
random(double[], double[][], RandomEngine) - Static method in class jdistlib.MultivariateLaplace
 
random(double[], double[][], RandomEngine) - Static method in class jdistlib.MultivariateLogNormal
 
random(double[], double[][], RandomEngine) - Static method in class jdistlib.MultivariateNormal
 
random(double[], double[][], RandomEngine) - Static method in class jdistlib.PhaseType
 
random(double[], double[], RandomEngine) - Static method in class jdistlib.Categorical
 
random(double[], RandomEngine) - Static method in class jdistlib.Dirichlet
 
random(double[], RandomEngine) - Static method in class jdistlib.Empirical
 
random(double[], RandomEngine) - Static method in class jdistlib.PoissonBinomial
 
random(double, double[][], RandomEngine) - Static method in class jdistlib.Wishart
Generates one Wishart matrix using Bartlett's decomposition.
random(double, double, double, double, double, RandomEngine) - Static method in class jdistlib.FellerPareto
 
random(double, double, double, double, RandomEngine) - Static method in class jdistlib.BivariateLogistic
 
random(double, double, double, double, RandomEngine) - Static method in class jdistlib.FoldedNormal
 
random(double, double, double, double, RandomEngine) - Static method in class jdistlib.GeneralizedBetaSecondKind
 
random(double, double, double, double, RandomEngine) - Static method in class jdistlib.GeneralizedF
 
random(double, double, double, double, RandomEngine) - Static method in class jdistlib.SinhArcsinh
 
random(double, double, double, double, RandomEngine) - Static method in class jdistlib.Wiener
Draws a first-passage time conditional on the modeled upper response.
random(double, double, double, RandomEngine) - Static method in class jdistlib.AsymmetricLaplace
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.BetaBinomial
Random variate
random(double, double, double, RandomEngine) - Static method in class jdistlib.BetaNegativeBinomial
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.BirnbaumSaunders
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.BivariatePoisson
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.evd.Fretchet
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.evd.GeneralizedPareto
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.evd.GEV
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.evd.ReverseWeibull
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.ExponentiallyModifiedGaussian
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.GeneralizedGamma
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.Huber
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.HurdleNegativeBinomial
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.HyperGeometric
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.Makeham
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.NonCentralBeta
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.NonCentralF
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.Triangular
 
random(double, double, double, RandomEngine) - Static method in class jdistlib.Tukey
Tukey RNG by inversion -- WARNING: Untested
random(double, double, double, RandomEngine) - Static method in class jdistlib.Tweedie
Generates one Tweedie variate using the supplied random engine.
random(double, double, double, RandomEngine) - Static method in class jdistlib.ZeroInflatedNegativeBinomial
 
random(double, double, double, RandomEngine, HyperGeometric.RandomState) - Static method in class jdistlib.HyperGeometric
 
random(double, double, RandomEngine) - Static method in class jdistlib.Arcsine
 
random(double, double, RandomEngine) - Static method in class jdistlib.Beta
 
random(double, double, RandomEngine) - Static method in class jdistlib.BetaPrime
 
random(double, double, RandomEngine) - Static method in class jdistlib.Binomial
 
random(double, double, RandomEngine) - Static method in class jdistlib.Cauchy
 
random(double, double, RandomEngine) - Static method in class jdistlib.DiscreteLaplace
 
random(double, double, RandomEngine) - Static method in class jdistlib.DiscreteWeibull
 
random(double, double, RandomEngine) - Static method in class jdistlib.evd.Gumbel
 
random(double, double, RandomEngine) - Static method in class jdistlib.F
 
random(double, double, RandomEngine) - Static method in class jdistlib.Gamma
 
random(double, double, RandomEngine) - Static method in class jdistlib.Gompertz
 
random(double, double, RandomEngine) - Static method in class jdistlib.HalfT
 
random(double, double, RandomEngine) - Static method in class jdistlib.HurdlePoisson
 
random(double, double, RandomEngine) - Static method in class jdistlib.InvGamma
 
random(double, double, RandomEngine) - Static method in class jdistlib.InvNormal
 
random(double, double, RandomEngine) - Static method in class jdistlib.Kumaraswamy
 
random(double, double, RandomEngine) - Static method in class jdistlib.Laplace
 
random(double, double, RandomEngine) - Static method in class jdistlib.Levy
Random by quantile inversion -- the default in R
random(double, double, RandomEngine) - Static method in class jdistlib.Logistic
 
random(double, double, RandomEngine) - Static method in class jdistlib.LogitNormal
 
random(double, double, RandomEngine) - Static method in class jdistlib.LogLogistic
 
random(double, double, RandomEngine) - Static method in class jdistlib.LogNormal
 
random(double, double, RandomEngine) - Static method in class jdistlib.Nakagami
 
random(double, double, RandomEngine) - Static method in class jdistlib.NegBinomial
 
random(double, double, RandomEngine) - Static method in class jdistlib.NonCentralChiSquare
According to Hans R.
random(double, double, RandomEngine) - Static method in class jdistlib.NonCentralT
 
random(double, double, RandomEngine) - Static method in class jdistlib.Normal
Random normal by quantile inversion -- the default in R
random(double, double, RandomEngine) - Static method in class jdistlib.PoissonInverseGaussian
 
random(double, double, RandomEngine) - Static method in class jdistlib.PositiveNormal
 
random(double, double, RandomEngine) - Static method in class jdistlib.Rice
 
random(double, double, RandomEngine) - Static method in class jdistlib.Skellam
 
random(double, double, RandomEngine) - Static method in class jdistlib.SkewedT
 
random(double, double, RandomEngine) - Static method in class jdistlib.Slash
 
random(double, double, RandomEngine) - Static method in class jdistlib.Uniform
 
random(double, double, RandomEngine) - Static method in class jdistlib.Weibull
 
random(double, double, RandomEngine) - Static method in class jdistlib.ZeroInflatedPoisson
 
random(double, double, RandomEngine) - Static method in class jdistlib.ZeroTruncatedNegativeBinomial
 
random(double, double, RandomEngine, Binomial.RandomState) - Static method in class jdistlib.Binomial
 
random(double, RandomEngine) - Static method in class jdistlib.Chi
 
random(double, RandomEngine) - Static method in class jdistlib.ChiSquare
 
random(double, RandomEngine) - Static method in class jdistlib.evd.Rayleigh
 
random(double, RandomEngine) - Static method in class jdistlib.Exponential
 
random(double, RandomEngine) - Static method in class jdistlib.Geometric
 
random(double, RandomEngine) - Static method in class jdistlib.HalfCauchy
 
random(double, RandomEngine) - Static method in class jdistlib.HalfNormal
 
random(double, RandomEngine) - Static method in class jdistlib.Lindley
 
random(double, RandomEngine) - Static method in class jdistlib.Logarithmic
 
random(double, RandomEngine) - Static method in class jdistlib.Maxwell
 
random(double, RandomEngine) - Static method in class jdistlib.MaxwellBoltzmann
 
random(double, RandomEngine) - Static method in class jdistlib.Poisson
 
random(double, RandomEngine) - Static method in class jdistlib.T
 
random(double, RandomEngine) - Static method in class jdistlib.TukeyLambda
 
random(double, RandomEngine) - Static method in class jdistlib.ZeroTruncatedPoisson
 
random(double, RandomEngine, Poisson.RandomState) - Static method in class jdistlib.Poisson
 
random(int) - Method in class jdistlib.Binomial
 
random(int) - Method in class jdistlib.generic.GenericDistribution
 
random(int) - Method in class jdistlib.HyperGeometric
 
random(int) - Method in class jdistlib.Poisson
 
random(int[], int, RandomEngine) - Static method in class jdistlib.MultivariateHypergeometric
 
random(int, double[], double[][], double, RandomEngine) - Static method in class jdistlib.MultivariatePowerExponential
 
random(int, double[], double[][], double, RandomEngine) - Static method in class jdistlib.MultivariateStudentT
 
random(int, double[], double[][], RandomEngine) - Static method in class jdistlib.MultivariateCauchy
 
random(int, double[], double[][], RandomEngine) - Static method in class jdistlib.MultivariateLaplace
 
random(int, double[], double[][], RandomEngine) - Static method in class jdistlib.MultivariateLogNormal
 
random(int, double[], double[][], RandomEngine) - Static method in class jdistlib.MultivariateNormal
 
random(int, double[], double[], RandomEngine) - Static method in class jdistlib.Categorical
 
random(int, double[], RandomEngine) - Static method in class jdistlib.Dirichlet
 
random(int, double[], RandomEngine) - Static method in class jdistlib.DirichletMultinomial
 
random(int, double[], RandomEngine) - Static method in class jdistlib.Empirical
 
random(int, double[], RandomEngine) - Static method in class jdistlib.Multinomial
 
random(int, double[], RandomEngine) - Static method in class jdistlib.PoissonBinomial
 
random(int, double[], RandomEngine, Binomial.RandomState) - Static method in class jdistlib.Multinomial
Draws a multinomial vector using sequential conditional binomials and Kahan compensated probability arithmetic, matching current R's rmultinom.
random(int, double, double[][], RandomEngine) - Static method in class jdistlib.Wishart
Generates count matrices while retaining one caller-owned RNG.
random(int, double, double, double, double, RandomEngine) - Static method in class jdistlib.BivariateLogistic
 
random(int, double, double, double, double, RandomEngine) - Static method in class jdistlib.FoldedNormal
 
random(int, double, double, double, double, RandomEngine) - Static method in class jdistlib.GeneralizedBetaSecondKind
 
random(int, double, double, double, double, RandomEngine) - Static method in class jdistlib.SinhArcsinh
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.BetaBinomial
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.BirnbaumSaunders
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.BivariatePoisson
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.evd.Fretchet
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.evd.GeneralizedPareto
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.evd.GEV
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.evd.ReverseWeibull
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.GeneralizedGamma
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.HurdleNegativeBinomial
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.HyperGeometric
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.Makeham
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.NonCentralBeta
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.NonCentralF
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.Triangular
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.Tukey
 
random(int, double, double, double, RandomEngine) - Static method in class jdistlib.ZeroInflatedNegativeBinomial
 
random(int, double, double, double, RandomEngine, HyperGeometric.RandomState) - Static method in class jdistlib.HyperGeometric
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Arcsine
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Beta
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Binomial
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Cauchy
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.DiscreteLaplace
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.evd.Gumbel
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.F
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Gamma
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Gompertz
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.HurdlePoisson
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.InvGamma
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.InvNormal
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Kumaraswamy
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Laplace
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Levy
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Logistic
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.LogLogistic
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.LogNormal
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Nakagami
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.NegBinomial
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.NonCentralChiSquare
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.NonCentralT
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Normal
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.PoissonInverseGaussian
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.PositiveNormal
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Rice
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.SkewedT
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Uniform
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.Weibull
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.ZeroInflatedPoisson
 
random(int, double, double, RandomEngine) - Static method in class jdistlib.ZeroTruncatedNegativeBinomial
 
random(int, double, double, RandomEngine, Binomial.RandomState) - Static method in class jdistlib.Binomial
 
random(int, double, RandomEngine) - Static method in class jdistlib.Chi
 
random(int, double, RandomEngine) - Static method in class jdistlib.ChiSquare
 
random(int, double, RandomEngine) - Static method in class jdistlib.evd.Rayleigh
 
random(int, double, RandomEngine) - Static method in class jdistlib.Exponential
 
random(int, double, RandomEngine) - Static method in class jdistlib.Geometric
 
random(int, double, RandomEngine) - Static method in class jdistlib.HalfNormal
 
random(int, double, RandomEngine) - Static method in class jdistlib.Lindley
 
random(int, double, RandomEngine) - Static method in class jdistlib.Logarithmic
 
random(int, double, RandomEngine) - Static method in class jdistlib.Maxwell
 
random(int, double, RandomEngine) - Static method in class jdistlib.MaxwellBoltzmann
 
random(int, double, RandomEngine) - Static method in class jdistlib.Poisson
 
random(int, double, RandomEngine) - Static method in class jdistlib.T
 
random(int, double, RandomEngine) - Static method in class jdistlib.ZeroTruncatedPoisson
 
random(int, double, RandomEngine) - Static method in class jdistlib.Zipf
 
random(int, double, RandomEngine, Poisson.RandomState) - Static method in class jdistlib.Poisson
 
random(int, int[], int, RandomEngine) - Static method in class jdistlib.MultivariateHypergeometric
 
random(int, int, double[][][], RandomEngine) - Static method in class jdistlib.Ansari
 
random(int, int, double[], RandomEngine) - Static method in class jdistlib.DirichletMultinomial
 
random(int, int, double[], RandomEngine) - Static method in class jdistlib.Multinomial
 
random(int, int, double[], RandomEngine, Binomial.RandomState) - Static method in class jdistlib.Multinomial
 
random(int, int, double, RandomEngine) - Static method in class jdistlib.Zipf
 
random(int, int, int, double[][][], RandomEngine) - Static method in class jdistlib.Ansari
 
random(int, int, int, RandomEngine) - Static method in class jdistlib.Ansari
 
random(int, int, int, RandomEngine) - Static method in class jdistlib.NegativeHypergeometric
 
random(int, int, RandomEngine) - Static method in class jdistlib.Ansari
Ansari RNG by inversion -- WARNING: Untested
random(int, int, RandomEngine) - Static method in class jdistlib.Kendall
 
random(int, int, RandomEngine) - Static method in class jdistlib.Spearman
 
random(int, long) - Method in interface jdistlib.Copula
Generates count vectors using a new deterministic stream.
random(int, long) - Method in class jdistlib.CopulaDistribution
Generates observations using a new deterministic stream.
random(int, long) - Method in class jdistlib.MixedCopulaDistribution
 
random(int, GenericDistribution, int, boolean, RandomEngine) - Static method in class jdistlib.evd.Extreme
 
random(int, GenericDistribution, int, int, boolean, RandomEngine) - Static method in class jdistlib.evd.Order
 
random(int, RandomEngine) - Method in interface jdistlib.Copula
Generates count vectors from one stream.
random(int, RandomEngine) - Method in class jdistlib.CopulaDistribution
Generates observations from one stream.
random(int, RandomEngine) - Static method in class jdistlib.Kendall
Kendall RNG by inversion
random(int, RandomEngine) - Method in class jdistlib.MixedCopulaDistribution
 
random(int, RandomEngine) - Method in class jdistlib.SignRank
 
random(int, RandomEngine) - Static method in class jdistlib.Spearman
Inverse CDF lookup
random(long) - Method in interface jdistlib.Copula
Generates one vector using a new deterministic stream.
random(long) - Method in class jdistlib.CopulaDistribution
Generates one observation using a new deterministic stream.
random(long) - Method in class jdistlib.finance.MultivariateFinancialDistribution
 
random(long) - Method in class jdistlib.MixedCopulaDistribution
 
random(GenericDistribution, int, boolean, RandomEngine) - Static method in class jdistlib.evd.Extreme
 
random(GenericDistribution, int, int, boolean, RandomEngine) - Static method in class jdistlib.evd.Order
 
random(RejectionEnvelope, int) - Method in class jdistlib.NumericalContinuousDistribution
Draws one value using an explicit rejection envelope.
random(RandomEngine) - Method in class jdistlib.BB1Copula
 
random(RandomEngine) - Method in class jdistlib.ClaytonCopula
 
random(RandomEngine) - Method in interface jdistlib.Copula
Generates one vector of dependent uniform variates.
random(RandomEngine) - Method in class jdistlib.CopulaDistribution
Generates one joint observation.
random(RandomEngine) - Method in class jdistlib.CVineCopula
 
random(RandomEngine) - Method in class jdistlib.DVineCopula
 
random(RandomEngine) - Method in class jdistlib.finance.MultivariateFinancialDistribution
 
random(RandomEngine) - Method in class jdistlib.FrankCopula
 
random(RandomEngine) - Method in class jdistlib.GaussianCopula
 
random(RandomEngine) - Method in class jdistlib.generic.GenericDistribution
Deprecated. 
random(RandomEngine) - Method in class jdistlib.GumbelCopula
 
random(RandomEngine) - Method in class jdistlib.IndependenceCopula
 
random(RandomEngine) - Method in interface jdistlib.inference.GaussianReference
 
random(RandomEngine) - Method in class jdistlib.JoeCopula
 
random(RandomEngine) - Method in class jdistlib.MixedCopulaDistribution
 
random(RandomEngine) - Method in class jdistlib.RotatedCopula
 
random(RandomEngine) - Method in class jdistlib.SignRank
Deprecated.
random(RandomEngine) - Method in class jdistlib.StudentTCopula
 
random_ahrens_dieter(double, double, RandomEngine) - Static method in class jdistlib.Normal
 
random_box_muller(double, double, RandomEngine) - Static method in class jdistlib.Normal
 
random_kinderman_ramage(double, double, RandomEngine) - Static method in class jdistlib.Normal
 
random_mu(double, double, RandomEngine) - Static method in class jdistlib.NegBinomial
 
random_mu(int, double, double, RandomEngine) - Static method in class jdistlib.NegBinomial
 
random_standard(int, RandomEngine) - Static method in class jdistlib.Exponential
 
random_standard(int, RandomEngine) - Static method in class jdistlib.Normal
 
random_standard(RandomEngine) - Static method in class jdistlib.Exponential
 
random_standard(RandomEngine) - Static method in class jdistlib.Levy
 
random_standard(RandomEngine) - Static method in class jdistlib.Normal
 
RandomCMWC - Class in jdistlib.rng
Implementation of CMWC4096 (Complementary-multiply-with-carry) random number generator by George Marsaglia.
RandomCMWC() - Constructor for class jdistlib.rng.RandomCMWC
 
RandomEngine - Class in jdistlib.rng
 
RandomEngine() - Constructor for class jdistlib.rng.RandomEngine
 
randomFromScale(double, double[][], RandomEngine) - Static method in class jdistlib.Wishart
Convenience generator accepting the scale matrix rather than its factor.
randomFromScale(int, double, double[][], RandomEngine) - Static method in class jdistlib.Wishart
 
randomInto(double[], int, int) - Method in class jdistlib.generic.GenericDistribution
Generates directly into caller-owned storage.
randomizedProbeBudget(int) - Method in class jdistlib.FunctionAnalysisOptions.Builder
Sets the total randomized sampling budget; zero disables random probes.
RandomSampler - Class in jdistlib.rng
Space and time efficiently computes a sorted Simple Random Sample Without Replacement (SRSWOR), that is, a sorted set of n random numbers from an interval of N numbers; Example: Computing n=3 random numbers from the interval [1,50] may yield the sorted random set (7,13,47).
RandomSampler(long, long, long, RandomEngine) - Constructor for class jdistlib.rng.RandomSampler
Constructs a random sampler that computes and delivers sorted random sets in blocks.
randomSeed(long) - Method in class jdistlib.FunctionAnalysisOptions.Builder
 
RandomState() - Constructor for class jdistlib.Binomial.RandomState
 
RandomState() - Constructor for class jdistlib.HyperGeometric.RandomState
 
RandomState() - Constructor for class jdistlib.Poisson.RandomState
 
RandomState(Binomial.BinomialKind) - Constructor for class jdistlib.Binomial.RandomState
 
RandomWalkKernel - Class in jdistlib.inference
Reusable Gaussian random-walk Metropolis transition kernel.
RandomWalkKernel() - Constructor for class jdistlib.inference.RandomWalkKernel
 
RandomWalkKernel.State - Class in jdistlib.inference
 
RandomWalkMetropolis - Class in jdistlib.inference
Isotropic Gaussian random-walk Metropolis with warmup scale adaptation.
RandomWalkMetropolis() - Constructor for class jdistlib.inference.RandomWalkMetropolis
 
RandomWELL44497b - Class in jdistlib.rng
Implementation of WELL 44497b (Well Equidistributed Long-period Linear) random number generator by Francois Panneton, et al.
RandomWELL44497b() - Constructor for class jdistlib.rng.RandomWELL44497b
 
RandomWELL44497b(int[]) - Constructor for class jdistlib.rng.RandomWELL44497b
 
range(double[]) - Static method in class jdistlib.math.VectorMath
 
rank() - Method in class jdistlib.accelerator.FloatPivotedQrFactor
 
rank() - Method in class jdistlib.accelerator.FloatSingularValueDecomposition
Returns numerical rank using the standard dimension-scaled machine threshold.
rank() - Method in class jdistlib.accelerator.PivotedQrFactor
Estimates numerical rank using max(rows,columns)*ulp(1)*max(abs(diag(R))).
rank() - Method in class jdistlib.accelerator.SingularValueDecomposition
Returns numerical rank using the standard dimension-scaled machine threshold.
rank(double) - Method in class jdistlib.accelerator.PivotedQrFactor
Returns the number of diagonal entries of R larger than an absolute tolerance.
rank(double[]) - Static method in class jdistlib.util.Utilities
Returns the ranks of the elements of array e, resolve ties by averaging
rank(double[], Utilities.RankTies) - Static method in class jdistlib.util.Utilities
Returns the ranks of the elements of array e.
rank(float) - Method in class jdistlib.accelerator.FloatPivotedQrFactor
 
ranking() - Method in class jdistlib.inference.ShrinkageSelection.Result
 
ranks(String, int, int, ChainResult...) - Static method in class jdistlib.inference.DiagnosticGraphs
 
ranks(SimulationBasedCalibration.Generator, Sampler, SamplingOptions, int, long) - Static method in class jdistlib.inference.SimulationBasedCalibration
 
ratio(GenericDistribution, GenericDistribution, int, long) - Static method in class jdistlib.finance.DistributionAggregation
 
rawMoment(double) - Method in class jdistlib.NumericalContinuousDistribution
Numerically evaluates E[X^order].
rawMoment(double) - Method in class jdistlib.NumericalDiscreteDistribution
 
Rayleigh - Class in jdistlib.evd
Rayleigh distribution Taken from VGAM package of R
Rayleigh(double) - Constructor for class jdistlib.evd.Rayleigh
 
read(Path) - Static method in class jdistlib.inference.ChunkedDrawSink
 
read(Path) - Static method in class jdistlib.inference.MappedDrawStore
 
read(Path, String, String) - Static method in class jdistlib.inference.CheckpointIO
 
read(Path, String, String) - Static method in class jdistlib.inference.ReversibleJumpCheckpointIO
 
read(Path, String, String) - Static method in class jdistlib.inference.SparseSubsetCheckpointIO
 
readState(DataInputStream) - Method in class jdistlib.rng.MersenneTwister
Reads the entire state of the MersenneTwister RNG from the stream
readState(DataInputStream) - Method in class jdistlib.rng.MersenneTwisterSafe
Reads the entire state of the MersenneTwister RNG from the stream
real() - Static method in class jdistlib.inference.Constraints
 
real() - Static method in class jdistlib.inference.CoordinateSupport
 
real() - Method in class jdistlib.math.Complex
 
REAL - Enum constant in enum class jdistlib.inference.CoordinateSupport.Kind
 
realVector(int) - Static method in class jdistlib.inference.Constraints
 
reason() - Method in class jdistlib.accelerator.ExecutionPlan
 
rebuildCdfTable(CdfTableOptions) - Method in class jdistlib.NumericalContinuousDistribution
Rebuilds and installs the reusable CDF table with explicit settings.
rec(double[]) - Static method in class jdistlib.util.Utilities
 
RECTANGLE_DIFFERENCE - Enum constant in enum class jdistlib.CopulaMeasureResult.Status
 
RECTANGULAR - Enum constant in enum class jdistlib.math.density.Kernel
 
refactor(CsrMatrix) - Method in interface jdistlib.accelerator.PreparedSparseCholesky
Replaces only numerical values; the authoritative-triangle structure must match.
refactor(FloatCsrMatrix) - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
ReferenceOptions - Class in jdistlib.finance
Reference Black-Scholes/Bachelier transformations and checked inversion.
refinementPasses(int) - Method in class jdistlib.CdfTableOptions.Builder
 
reject(double[], double, MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Returns one rejection flag per input, with missing values marked false.
reject(double[], double, MultipleTesting.Method, int) - Static method in class jdistlib.disttest.MultipleTesting
Returns rejection flags for a declared total family size.
RejectionEnvelope - Interface in jdistlib
Proposal distribution and certified majorization constant for rejection sampling.
rejectionReason() - Method in class jdistlib.inference.ReversibleJumpProposal
 
rejectionSampling(RejectionEnvelope, int) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
rejectLog(double[], double, MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Returns rejection flags for natural-log p-values.
rejectLog(double[], double, MultipleTesting.Method, int) - Static method in class jdistlib.disttest.MultipleTesting
Returns log-p rejection flags for a declared total family size.
rejectLogWeightedBenjaminiHochberg(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Returns weighted-BH rejection flags for natural-log p-values.
rejectLogWeightedBenjaminiYekutieli(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Returns log-scale weighted-BY rejection flags.
rejectLogWeightedBonferroni(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Returns log-scale weighted-Bonferroni rejection flags.
rejectLogWeightedHolm(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Returns log-scale weighted-Holm rejection flags.
rejectMethodD(long, long, int, long, long[], int, RandomEngine) - Static method in class jdistlib.rng.RandomSampler
Efficiently computes a sorted random set of count elements from the interval [low,low+N-1].
rejectWeightedBenjaminiHochberg(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Returns weighted-BH rejection flags at the requested FDR level.
rejectWeightedBenjaminiYekutieli(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Returns weighted-BY rejection flags.
rejectWeightedBonferroni(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Returns weighted-Bonferroni rejection flags.
rejectWeightedHolm(double[], double[], double) - Static method in class jdistlib.disttest.MultipleTesting
Returns weighted-Holm rejection flags.
relativeDiff(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
relativeMcse() - Method in class jdistlib.inference.PrecisionGoal
 
relativeMcse(double) - Method in class jdistlib.inference.PrecisionGoal.Builder
 
relativeTolerance - Variable in class jdistlib.inference.solver.OdeSolver.Options
 
relativeTolerance - Variable in class jdistlib.inference.solver.StiffOdeSolver.Options
 
relativeTolerance - Variable in class jdistlib.MultivariateProbabilityOptions
 
reliable() - Method in class jdistlib.inference.LooModelComparison.Entry
 
reliable() - Method in class jdistlib.inference.McmcDiagnosticReport
 
reliable() - Method in class jdistlib.inference.ParameterDiagnostics
 
reliable() - Method in class jdistlib.inference.ParetoSmoothedImportanceSampling.Result
 
reliable() - Method in class jdistlib.inference.PathfinderFit
 
reliable() - Method in class jdistlib.inference.PsisLoo.Result
True when all k diagnostics are acceptable or every unacceptable value was replaced.
reliable() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
reliable() - Method in class jdistlib.inference.Waic.Result
 
remainingArguments() - Method in class jdistlib.inference.InferenceCliOptions
 
remediation() - Method in class jdistlib.inference.HealthIssue
 
render(String, McmcDiagnosticReport, ModelGraph, ChartSpec...) - Static method in class jdistlib.inference.InferenceHtmlReport
 
rep(double[], int) - Static method in class jdistlib.util.Utilities
 
rep(double, int) - Static method in class jdistlib.util.Utilities
 
rep_each(double[], int) - Static method in class jdistlib.util.Utilities
 
rep_each(int[], int) - Static method in class jdistlib.util.Utilities
 
repeatabilityChecks(int) - Method in class jdistlib.FunctionAnalysisOptions.Builder
 
repeated(ParameterConstraint, int) - Static method in class jdistlib.inference.Constraints
Repeats an independent constraint transform, as required for arrays of constrained values.
replications - Variable in class jdistlib.MultivariateProbabilityOptions
 
requested() - Method in class jdistlib.accelerator.ComputeSelection
 
resampledDraws() - Method in class jdistlib.inference.PathfinderOptions
 
resampledDraws(int) - Method in class jdistlib.inference.PathfinderOptions.Builder
 
reset() - Method in class jdistlib.disttest.online.LordPlusPlus
 
reset() - Method in interface jdistlib.disttest.online.OnlineFdrController
Restores the controller to its newly constructed state.
reset() - Method in class jdistlib.disttest.online.Saffron
 
reset() - Method in class jdistlib.inference.autodiff.ReverseTape
Clears all nodes while retaining the arena capacity.
reset() - Method in class jdistlib.inference.EvaluationCounter
 
resetAdaptation() - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
resetAdaptation() - Method in class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
resetAdaptation() - Method in class jdistlib.inference.ModelSpecificRjKernel
 
resetAdaptation() - Method in interface jdistlib.inference.ReversibleJumpMove
 
resetAdaptation() - Method in interface jdistlib.inference.ReversibleJumpWithinModelKernel
 
resetAdaptation() - Method in interface jdistlib.inference.RjBirthProposal
 
resetAdaptation() - Method in class jdistlib.inference.SubsetBirthMove
 
resetAdaptation() - Method in class jdistlib.inference.SubsetDeathMove
 
resetAdaptation() - Method in class jdistlib.inference.SubsetSwapMove
 
residual(double, double[], double[], double[], double[], double[]) - Method in interface jdistlib.inference.solver.DaeSystem
Writes the DAE residual into residual.
ResidualInformedSparseCandidateProposal - Class in jdistlib.inference
Locally informed candidate proposal using a prepared X'v product.
ResidualInformedSparseCandidateProposal(PreparedTransposeProduct, SparseResidualProvider, double, double) - Constructor for class jdistlib.inference.ResidualInformedSparseCandidateProposal
 
residualNorm() - Method in class jdistlib.inference.solver.AlgebraicSolver.Result
 
resolve(int) - Method in class jdistlib.inference.WarmupSchedule
Resolves the requested schedule to a particular warmup length.
restoreAdaptation(Map<String, double[]>) - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
restoreAdaptation(Map<String, double[]>) - Method in class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
restoreAdaptation(Map<String, double[]>) - Method in class jdistlib.inference.ModelSpecificRjKernel
 
restoreAdaptation(Map<String, double[]>) - Method in interface jdistlib.inference.ReversibleJumpMove
 
restoreAdaptation(Map<String, double[]>) - Method in interface jdistlib.inference.ReversibleJumpWithinModelKernel
 
restoreAdaptation(Map<String, double[]>) - Method in interface jdistlib.inference.RjBirthProposal
 
restoreAdaptation(Map<String, double[]>) - Method in class jdistlib.inference.SubsetBirthMove
 
restoreAdaptation(Map<String, double[]>) - Method in class jdistlib.inference.SubsetDeathMove
 
restoreAdaptation(Map<String, double[]>) - Method in class jdistlib.inference.SubsetSwapMove
 
result - Variable in class jdistlib.math.IntegrationResult
 
result() - Method in class jdistlib.inference.OptimizationTrace
 
ResumableSampler - Interface in jdistlib.inference
Sampler capable of restoring algorithm-specific adaptive state.
resume(LogDensity, ChainCheckpoint, SamplingOptions) - Method in class jdistlib.inference.NoUTurnSampler
 
resume(LogDensity, ChainCheckpoint, SamplingOptions) - Method in interface jdistlib.inference.ResumableSampler
 
resume(ReversibleJumpTarget, ReversibleJumpCheckpoint, ReversibleJumpSamplingOptions) - Method in class jdistlib.inference.ReversibleJumpSampler
 
resume(Sampler, LogDensity, ChainCheckpoint, SamplingOptions) - Static method in class jdistlib.inference.Chains
Restarts from the state and cloned stream stored by an in-memory checkpoint.
resume(SparseSubsetTarget, SparseSubsetCheckpoint, SparseSubsetSamplingOptions) - Method in class jdistlib.inference.SparseSubsetRjSampler
 
retainedDraws() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
retainedDraws() - Method in class jdistlib.inference.SparseSubsetSummary
 
retainedIndices() - Method in class jdistlib.inference.ColumnarDraws
 
retry(LogDensity, double[], double, int, RandomEngine) - Static method in class jdistlib.inference.InitialStates
 
RETURN - Enum constant in enum class jdistlib.finance.RiskConvention
 
returnLevel(double, double, double, double) - Static method in class jdistlib.finance.ExtremeValueInference
 
reusableSparseFactorizations() - Method in class jdistlib.accelerator.ComputeCapabilities
Whether sparse symbolic analysis is reusable when only numerical values change.
rev(double[]) - Static method in class jdistlib.util.Utilities
 
reverse(int) - Method in class jdistlib.inference.autodiff.ReverseTape
Runs one reverse sweep with unit seed at output.
ReverseDifferentiableFunction - Interface in jdistlib.inference.autodiff
Builds a scalar expression from parameter handles on a reverse-mode tape.
ReverseModeGradient - Class in jdistlib.inference.autodiff
Reusable reverse-mode value-and-gradient evaluator.
ReverseModeGradient() - Constructor for class jdistlib.inference.autodiff.ReverseModeGradient
 
ReverseModeGradient(ReverseTape) - Constructor for class jdistlib.inference.autodiff.ReverseModeGradient
 
ReverseModeLogDensity - Class in jdistlib.inference.autodiff
Reusable reverse-mode log density suitable for HMC and NUTS.
ReverseModeLogDensity(int, ReverseDifferentiableFunction) - Constructor for class jdistlib.inference.autodiff.ReverseModeLogDensity
 
ReverseModeLogDensity(int, ReverseDifferentiableFunction, int) - Constructor for class jdistlib.inference.autodiff.ReverseModeLogDensity
 
reverseMove() - Method in class jdistlib.inference.ReversibleJumpProposal
 
ReverseTape - Class in jdistlib.inference.autodiff
Allocation-conscious reverse-mode automatic-differentiation tape.
ReverseTape() - Constructor for class jdistlib.inference.autodiff.ReverseTape
 
ReverseTape(int) - Constructor for class jdistlib.inference.autodiff.ReverseTape
 
ReverseWeibull - Class in jdistlib.evd
Reverse Weibull distribution.
ReverseWeibull(double, double, double) - Constructor for class jdistlib.evd.ReverseWeibull
 
ReversibleJumpChains - Class in jdistlib.inference
Deterministic parallel execution with one independently adaptive RJ sampler per chain.
ReversibleJumpCheckpoint - Class in jdistlib.inference
Exact in-memory RJ restart point including ragged state, schedule, adaptation, and RNG.
ReversibleJumpCheckpoint(ReversibleJumpState, double, int, RandomEngine, String[], double[], Map<String, double[]>, boolean) - Constructor for class jdistlib.inference.ReversibleJumpCheckpoint
 
ReversibleJumpCheckpointIO - Class in jdistlib.inference
Checksummed portable persistence for complete reversible-jump restart state.
ReversibleJumpDiagnosticReport - Class in jdistlib.inference
Model occupancy, movement, inclusion, conditional-parameter, and reliability diagnostics.
ReversibleJumpDiagnostics - Class in jdistlib.inference
Multi-chain diagnostics for ragged reversible-jump output.
ReversibleJumpDrawSink - Interface in jdistlib.inference
Streaming sink for ragged retained RJ draws.
ReversibleJumpExport - Class in jdistlib.inference
Tidy CSV export for ragged model-specific parameters.
ReversibleJumpIterationStats - Class in jdistlib.inference
Per-iteration within-model and trans-dimensional transition statistics.
ReversibleJumpIterationStats(long, long, String, boolean, boolean, boolean, double, double, int, int) - Constructor for class jdistlib.inference.ReversibleJumpIterationStats
 
ReversibleJumpModelSpace - Class in jdistlib.inference
Named parameter schema for one model in a trans-dimensional target.
ReversibleJumpModelSpace(long, String, String...) - Constructor for class jdistlib.inference.ReversibleJumpModelSpace
 
ReversibleJumpMove - Interface in jdistlib.inference
One dimension-changing or structure-changing reversible proposal.
ReversibleJumpParameterSummary - Class in jdistlib.inference
Posterior summary conditional on a ragged parameter being present.
ReversibleJumpProgressListener - Interface in jdistlib.inference
Progress callback for one trans-dimensional chain.
ReversibleJumpProposal - Class in jdistlib.inference
Transactional RJ proposal including all non-schedule Hastings terms.
ReversibleJumpResult - Class in jdistlib.inference
Immutable ragged RJMCMC draws, transition statistics, diagnostics inputs, and restart state.
ReversibleJumpResult.Status - Enum Class in jdistlib.inference
 
ReversibleJumpSampler - Class in jdistlib.inference
General Java-only RJMCMC acceptance engine with warmup-frozen move and within-model adaptation.
ReversibleJumpSampler(ReversibleJumpMove[], double[], ReversibleJumpWithinModelKernel...) - Constructor for class jdistlib.inference.ReversibleJumpSampler
 
ReversibleJumpSamplerFactory - Interface in jdistlib.inference
Creates one independently mutable reversible-jump sampler per chain.
ReversibleJumpSamplingOptions - Class in jdistlib.inference
Warmup, retention, schedule-adaptation, and streaming options for RJMCMC.
ReversibleJumpSamplingOptions.Builder - Class in jdistlib.inference
 
ReversibleJumpState - Class in jdistlib.inference
Immutable model identifier and its dimension-specific parameter vector.
ReversibleJumpState(long, double...) - Constructor for class jdistlib.inference.ReversibleJumpState
 
ReversibleJumpTarget - Interface in jdistlib.inference
Complete normalized joint density and schemas across a family of models.
ReversibleJumpWithinModelKernel - Interface in jdistlib.inference
A fixed-model update scheduled between trans-dimensional proposals.
ReversibleJumpWithinModelTransition - Class in jdistlib.inference
Outcome of one within-model transition in an RJ schedule.
ReversibleJumpWithinModelTransition(ReversibleJumpState, double, boolean, double) - Constructor for class jdistlib.inference.ReversibleJumpWithinModelTransition
 
rewind(int) - Method in class jdistlib.inference.autodiff.ReverseTape
Discards nodes created after mark, retaining their storage.
rexpm1(double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- EVALUATION OF THE FUNCTION EXP(X) - 1 -----------------------------------------------------------------------
rHat() - Method in class jdistlib.inference.ParameterDiagnostics
 
Rice - Class in jdistlib
Rice (Rician) distribution with scale sigma and distance nu.
Rice(double, double) - Constructor for class jdistlib.Rice
 
RIGHT - Enum constant in enum class jdistlib.accelerator.MatrixSide
 
RIGHT_CENSORED - Enum constant in enum class jdistlib.finance.DistributionFit.Observation.Kind
 
rightCensored(double) - Static method in class jdistlib.finance.DistributionFit.Observation
 
rightInfinite(UnivariateFunction, long, DiscreteTailBound, CertifiedDiscreteOptions) - Static method in class jdistlib.CertifiedInfiniteDiscreteDistribution
Constructs support start, start+1, ....
rightPowerLaw(double, double) - Static method in class jdistlib.DiscreteTailBounds
Right-tail integral-test bound for weights proportional to (k + offset)^(-exponent).
rightSingularVectorsTransposed() - Method in class jdistlib.accelerator.FloatSingularValueDecomposition
Returns row-major thin V-transpose with shape components by columns.
rightSingularVectorsTransposed() - Method in class jdistlib.accelerator.SingularValueDecomposition
Returns row-major thin V-transpose with shape components by columns.
RISK_NEUTRAL - Enum constant in enum class jdistlib.finance.OptionInference.Measure
 
RiskConvention - Enum Class in jdistlib.finance
Whether observations are already losses or are returns (loss is minus return).
RjBirthProposal - Interface in jdistlib.inference
Auxiliary-variable proposal used to create a newly active scalar parameter.
rle(double[]) - Static method in class jdistlib.util.Utilities
Compute RLE
rlog1(double) - Static method in class jdistlib.math.MathFunctions
----------------------------------------------------------------------- Evaluation of the function x - ln(1 + x) -----------------------------------------------------------------------
RotatedCopula - Class in jdistlib
Bivariate 90, 180 (survival), or 270 degree rotation of a copula.
RotatedCopula(Copula, RotatedCopula.Rotation) - Constructor for class jdistlib.RotatedCopula
 
RotatedCopula.Rotation - Enum Class in jdistlib
 
round(double, int) - Static method in class jdistlib.math.MathFunctions
Rounding to desired num places
round(float, int) - Static method in class jdistlib.math.MathFunctions
 
ROUNDOFF - Enum constant in enum class jdistlib.math.IntegrationStatus
 
roundTrips() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
rows() - Method in class jdistlib.accelerator.FloatPivotedQrFactor
 
rows() - Method in class jdistlib.accelerator.FloatSingularValueDecomposition
 
rows() - Method in class jdistlib.accelerator.PivotedQrFactor
Returns the number of rows in the original matrix.
rows() - Method in interface jdistlib.accelerator.PreparedCsrMatrix
 
rows() - Method in interface jdistlib.accelerator.PreparedDenseMatrix
 
rows() - Method in interface jdistlib.accelerator.PreparedFloatCsrMatrix
 
rows() - Method in interface jdistlib.accelerator.PreparedFloatDenseMatrix
 
rows() - Method in interface jdistlib.accelerator.PreparedLogisticRegression
 
rows() - Method in interface jdistlib.accelerator.PreparedTransposeProduct
 
rows() - Method in class jdistlib.accelerator.SingularValueDecomposition
 
rows() - Method in class jdistlib.inference.AcceleratedLogisticRegression
 
rows() - Method in class jdistlib.matrix.CsrMatrix
 
rows() - Method in class jdistlib.matrix.FloatCsrMatrix
 
rowStarts() - Method in class jdistlib.matrix.CsrMatrix
 
rowStarts() - Method in class jdistlib.matrix.FloatCsrMatrix
 
rr - Variable in class jdistlib.Tukey
 
run(Sampler, LogDensity, double[][], int, SamplingOptions, long, int) - Static method in class jdistlib.inference.ManyShortChains
 
run(Sampler, LogDensity, double[], SamplingOptions, PrecisionGoal, int, RandomEngine) - Static method in class jdistlib.inference.PrecisionContinuation
 
run(Sampler, LogDensity, SuperchainPlan, SamplingOptions, long, int) - Static method in class jdistlib.inference.ManyShortChains
 
RunManifest - Class in jdistlib.inference
Immutable provenance record for reproducing one inference run.
runningMaximum(GenericDistribution, int) - Static method in class jdistlib.finance.PathFunctionalDistributions
 
runningMinimum(GenericDistribution, int) - Static method in class jdistlib.finance.PathFunctionalDistributions
 
runtimeCompilation() - Method in class jdistlib.accelerator.ComputeCapabilities
 

S

s - Variable in class jdistlib.HyperGeometric.RandomState
 
s - Variable in class jdistlib.Zipf
 
saddlepointCumulative(TransformDistribution, double) - Static method in class jdistlib.finance.DistributionTransforms
Lugannani-Rice saddlepoint CDF using numerical derivatives of log M(t).
Saffron - Class in jdistlib.disttest.online
Stateful constant-candidate-threshold SAFFRON online-FDR controller.
Saffron(double, double, double, double[]) - Constructor for class jdistlib.disttest.online.Saffron
 
sample(int) - Method in class jdistlib.inference.ChainResult
 
sample(int, ReversibleJumpState, RandomEngine) - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
sample(int, ReversibleJumpState, RandomEngine) - Method in class jdistlib.inference.GaussianRjBirthProposal
 
sample(int, ReversibleJumpState, RandomEngine) - Method in interface jdistlib.inference.RjBirthProposal
 
sample(int, SparseSubsetState, RandomEngine) - Method in class jdistlib.inference.GaussianSparseCoefficientProposal
 
sample(int, SparseSubsetState, RandomEngine) - Method in interface jdistlib.inference.SparseCoefficientProposal
 
sample(long, long, int, long, long[], int, RandomEngine) - Static method in class jdistlib.rng.RandomSampler
Efficiently computes a sorted random set of count elements from the interval [low,low+N-1].
sample(DifferentiableLogDensity, double[][], AdaptiveStaticHmcOptions, long) - Static method in class jdistlib.inference.AdaptiveStaticHamiltonianMonteCarlo
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.AdjustedMicrocanonicalLangevin
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.BarkerGradientSampler
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.ComponentWiseMetropolis
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.EllipticalSliceSampler
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.GibbsSampler
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.HamiltonianMonteCarlo
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.HybridSampler
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.MetropolisAdjustedLangevin
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.NoUTurnSampler
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.RandomWalkMetropolis
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in interface jdistlib.inference.Sampler
 
sample(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.SliceSampler
 
sample(ReversibleJumpTarget, ReversibleJumpState, ReversibleJumpSamplingOptions, RandomEngine) - Method in class jdistlib.inference.ReversibleJumpSampler
 
sample(SparseSubsetState, SparseSubsetTarget, RandomEngine) - Method in class jdistlib.inference.ResidualInformedSparseCandidateProposal
 
sample(SparseSubsetState, SparseSubsetTarget, RandomEngine) - Method in interface jdistlib.inference.SparseCandidateProposal
 
sample(SparseSubsetState, SparseSubsetTarget, RandomEngine) - Method in class jdistlib.inference.UniformSparseCandidateProposal
 
sample(SparseSubsetTarget, SparseSubsetState, SparseSubsetSamplingOptions, RandomEngine) - Method in class jdistlib.inference.SparseSubsetRjSampler
 
sample(TemperedLogDensity, double[], double[], SamplingOptions, RandomEngine) - Static method in class jdistlib.inference.ParallelTempering
 
sample(RandomEngine) - Method in class jdistlib.AdaptiveRejectionSampler
 
sample(RandomEngine) - Method in interface jdistlib.RejectionEnvelope
Draws from the normalized proposal distribution.
sample(RandomEngine) - Method in class jdistlib.UniformRejectionEnvelope
 
sample_int(int, int) - Static method in class jdistlib.util.Utilities
Sample from 1 to n, with size s, without replacement---with default random engine
sample_int(int, int, RandomEngine) - Static method in class jdistlib.util.Utilities
Sample from 1 to n, with size s, without replacement
sampleCount(int) - Method in class jdistlib.FunctionAnalysisOptions.Builder
 
sampleIterations() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
sampleIterations() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
sampleIterations() - Method in class jdistlib.inference.SamplingOptions
 
sampleIterations(int) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
sampleIterations(int) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
sampleIterations(int) - Method in class jdistlib.inference.SamplingOptions.Builder
 
sampleMethodA(long, long, int, long, long[], int, RandomEngine) - Static method in class jdistlib.rng.RandomSampler
Computes a sorted random set of count elements from the interval [low,low+N-1].
sampleMethodD(long, long, int, long, long[], int, RandomEngine) - Static method in class jdistlib.rng.RandomSampler
Efficiently computes a sorted random set of count elements from the interval [low,low+N-1].
sampleMixed(LogDensity, double[], SamplingOptions, RandomEngine) - Method in class jdistlib.inference.HybridSampler
 
sampler() - Method in class jdistlib.inference.McmcDiagnosticReport
 
sampler() - Method in class jdistlib.inference.RunManifest
 
sampler() - Method in class jdistlib.inference.SamplerCheckpoint
 
sampler(RjBirthProposal, double, double) - Static method in class jdistlib.inference.SubsetSelectionRj
 
Sampler - Interface in jdistlib.inference
Common contract for a reproducible MCMC chain.
samplerCheckpoint() - Method in class jdistlib.inference.ChainCheckpoint
 
SamplerCheckpoint - Class in jdistlib.inference
Versioned sampler-specific adaptation state for exact resumability.
SamplerCheckpoint(String, int, int, double, double, double[][], double[], int, double[], double[][]) - Constructor for class jdistlib.inference.SamplerCheckpoint
 
SamplerCheckpoint(String, int, int, double, double, double[][], double[], int, double[], double[][], double) - Constructor for class jdistlib.inference.SamplerCheckpoint
 
SamplerDiagnostics - Class in jdistlib.inference
Cross-chain sampler health summary.
samples - Variable in class jdistlib.VineProbabilityResult
 
samples() - Method in class jdistlib.inference.ChainResult
 
SamplingOptions - Class in jdistlib.inference
Immutable common MCMC warmup, retention, adaptation, and safety options.
SamplingOptions.Builder - Class in jdistlib.inference
 
SamplingStrategy - Enum Class in jdistlib
Sampling algorithm currently selected by a numerical distribution.
sasum(int, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
saxpy(int, float, float[], int, int, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
SCAL - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
scalar(double, double...) - Static method in class jdistlib.inference.lang.ExternalFunctionResult
 
scalar(String) - Method in class jdistlib.inference.ModelData
 
scalar(String) - Method in class jdistlib.inference.ModelState
 
scale - Variable in class jdistlib.Cauchy
 
scale - Variable in class jdistlib.evd.Fretchet
 
scale - Variable in class jdistlib.evd.GeneralizedPareto
 
scale - Variable in class jdistlib.evd.GEV
 
scale - Variable in class jdistlib.evd.Gumbel
 
scale - Variable in class jdistlib.evd.Rayleigh
 
scale - Variable in class jdistlib.evd.ReverseWeibull
 
scale - Variable in class jdistlib.Exponential
 
scale - Variable in class jdistlib.Gamma
 
scale - Variable in class jdistlib.InvGamma
 
scale - Variable in class jdistlib.Laplace
 
scale - Variable in class jdistlib.Logistic
 
scale - Variable in class jdistlib.LogLogistic
 
scale - Variable in class jdistlib.Weibull
 
scale(long) - Method in class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
scalefactor - Static variable in class jdistlib.math.MathFunctions
 
scaleUpdates() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
SCATTER - Enum constant in enum class jdistlib.inference.ChartSpec.Type
 
scenario(GenericDistribution, DistributionAggregation.ScenarioTransformation, int, long) - Static method in class jdistlib.finance.DistributionAggregation
Applies caller-supplied scenarios to a base law with explicit seed provenance.
scopy(int, float[], int, int, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
scores() - Method in class jdistlib.inference.AdjustedMclmcTuningResult
 
scoreVector(SparseSubsetState) - Method in interface jdistlib.inference.SparseResidualProvider
 
ScriptDiagnostic - Class in jdistlib.inference.lang
Source-located modeling-language diagnostic.
ScriptDiagnostic(int, int, String) - Constructor for class jdistlib.inference.lang.ScriptDiagnostic
 
scsrgemm(FloatCsrMatrix, FloatCsrMatrix) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
scsrmm(float, FloatCsrMatrix, float[], int, float, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
scsrmv(float, FloatCsrMatrix, float[], float, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
scsrpotrf(FloatCsrMatrix, MatrixTriangle) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
scsrpotrf(FloatCsrMatrix, MatrixTriangle, SparseOrdering) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
scsrsv(MatrixTriangle, MatrixTranspose, MatrixDiagonal, FloatCsrMatrix, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sd(double[]) - Static method in class jdistlib.math.VectorMath
 
sdlog - Variable in class jdistlib.LogNormal
 
sdot(int, float[], int, int, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
seed() - Method in class jdistlib.inference.RunManifest
 
segmentTransitions() - Method in class jdistlib.inference.SparseSubsetSamplingOptions
 
segmentTransitions(int) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
select(double[][]) - Static method in class jdistlib.CopulaSelector
 
select(double[][], String[], double[][], double[], double[], double) - Static method in class jdistlib.inference.ProjectionPredictiveSelection
 
select(double[][], CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.CopulaSelector
 
select(Compute) - Static method in class jdistlib.accelerator.ComputeBackends
Selects and reports an owned backend according to the requested policy.
selected() - Method in class jdistlib.inference.ShrinkageSelection.Result
 
selected() - Method in class jdistlib.inference.ShrinkageSelection.Variable
 
selectedBackend() - Method in interface jdistlib.accelerator.ComputeBackend
Concrete provider used for accelerated work; differs from ComputeBackend.id() for AUTO routing.
selectedBackend() - Method in class jdistlib.accelerator.ComputeSelection
Returns the concrete provider used for accelerated work, or cpu.
selectedElbos() - Method in class jdistlib.inference.PathfinderFit
 
selectedModel() - Method in class jdistlib.inference.ProjectionPredictiveSelection.Result
 
selectedPathIterations() - Method in class jdistlib.inference.PathfinderFit
 
selectiveGroupedBenjaminiHochberg(double[], int[], double, double) - Static method in class jdistlib.disttest.MultipleTesting
Selects groups with BH on Simes p-values and tests selected groups with selection-adjusted BH.
selectMixed(double[][], CopulaMarginal[], long, CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.CopulaSelector
Selects a family after a reproducible randomized marginal transform.
selectMixed(double[][], CopulaMarginal[], CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.CopulaSelector
Selects a family after continuous/discrete marginal transformation.
selectMixed(double[][], CopulaMarginal[], RandomEngine, CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.CopulaSelector
Selects a family after continuous/discrete marginal transformation.
selectUniforms(double[][], CopulaFitOptions, CopulaSelectionCriterion, CopulaFamily...) - Static method in class jdistlib.CopulaSelector
 
sensitivities() - Method in class jdistlib.inference.solver.SensitivityResult
Derivatives indexed by output point, state component, then parameter.
SensitivityResult - Class in jdistlib.inference.solver
Values and first-order parameter sensitivities returned by a numerical solver.
seq(double, double, double) - Static method in class jdistlib.util.Utilities
 
seq(int, int, int) - Static method in class jdistlib.util.Utilities
 
seq_along(double[]) - Static method in class jdistlib.util.Utilities
 
seq_int(double, double, int) - Static method in class jdistlib.util.Utilities
 
series() - Method in class jdistlib.inference.ChartSpec
 
Series(String, double[], double[]) - Constructor for class jdistlib.inference.ChartSpec.Series
 
setCoefficient(int, double) - Method in class jdistlib.math.Polynomial
Set coefficient of this polynomial
setInitialGuess(double[]) - Method in class jdistlib.math.opt.OptimizationConfig
 
setInitialTrustRegionRadius(double) - Method in class jdistlib.math.opt.BobyqaConfig
 
setLower(double) - Method in class jdistlib.math.density.Bandwidth
 
setLowerBound(double[]) - Method in class jdistlib.math.opt.OptimizationConfig
 
setMaxNumFunctionCall(int) - Method in class jdistlib.math.opt.OptimizationConfig
 
setMinimize(boolean) - Method in class jdistlib.math.opt.OptimizationConfig
 
setNumBins(int) - Method in class jdistlib.math.density.Bandwidth
 
setNumInterpolationPoints(int) - Method in class jdistlib.math.opt.BobyqaConfig
 
setObjectiveFunction(MultivariableFunction) - Method in class jdistlib.math.opt.OptimizationConfig
 
setObjects(Object...) - Method in class jdistlib.math.approx.ApproximationFunction
 
setObjects(Object...) - Method in interface jdistlib.math.UnivariateFunction
 
setParameters(double...) - Method in class jdistlib.math.approx.ApproximationFunction
 
setParameters(double...) - Method in interface jdistlib.math.UnivariateFunction
 
setRandomEngine(RandomEngine) - Method in class jdistlib.generic.GenericDistribution
 
setRandomEngine(RandomEngine) - Method in class jdistlib.SignRank
 
setSeed(int[]) - Method in class jdistlib.rng.MersenneTwister
Sets the seed of the MersenneTwister using an array of integers.
setSeed(int[]) - Method in class jdistlib.rng.MersenneTwisterSafe
Sets the seed of the MersenneTwister using an array of integers.
setSeed(long) - Method in class jdistlib.rng.MersenneTwister
Initalize the pseudo random number generator.
setSeed(long) - Method in class jdistlib.rng.MersenneTwisterSafe
Initalize the pseudo random number generator.
setSeed(long) - Method in class jdistlib.rng.RandomEngine
 
setSeed(long) - Method in class jdistlib.rng.RandomWELL44497b
 
setStoppingTrustRegionRadius(double) - Method in class jdistlib.math.opt.BobyqaConfig
 
setTolerance(double) - Method in class jdistlib.math.density.Bandwidth
 
setUpper(double) - Method in class jdistlib.math.density.Bandwidth
 
setUpperBound(double[]) - Method in class jdistlib.math.opt.OptimizationConfig
 
setValue(double) - Method in exception class jdistlib.exception.PrecisionException
 
severity() - Method in class jdistlib.inference.HealthIssue
 
sgemm(MatrixTranspose, MatrixTranspose, int, int, int, float, float[], float[], float, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sgemm(MatrixTranspose, MatrixTranspose, int, int, int, float, float[], int, int, float[], int, int, float, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
Region-aware GEMM with row-major offsets and leading dimensions.
sgemmBatched(MatrixTranspose, MatrixTranspose, int, int, int, float, float[][], float[][], float, float[][]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sgemv(MatrixTranspose, int, int, float, float[], float[], float, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sgemv(MatrixTranspose, int, int, float, float[], int, int, float[], int, int, float, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
Region-aware GEMV with a row-major leading dimension and strided vectors.
sgeqp3(float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sger(int, int, float, float[], int, int, float[], int, int, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sgesvd(float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sgetrf(float[], int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sgetrfBatched(float[][], int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
shape - Variable in class jdistlib.evd.Fretchet
 
shape - Variable in class jdistlib.evd.GeneralizedPareto
 
shape - Variable in class jdistlib.evd.GEV
 
shape - Variable in class jdistlib.evd.ReverseWeibull
 
shape - Variable in class jdistlib.Gamma
 
shape - Variable in class jdistlib.InvGamma
 
shape - Variable in class jdistlib.LogLogistic
 
shape - Variable in class jdistlib.Weibull
 
shape() - Method in class jdistlib.inference.lang.ExternalFunctionResult
 
shapiro_francia_pvalue(double, int) - Static method in class jdistlib.disttest.NormalityTest
P-value of Shapiro-Francia normality test
shapiro_francia_statistic(double[]) - Static method in class jdistlib.disttest.NormalityTest
Shapiro-Francia normality test
shapiro_wilk_pvalue(double, int) - Static method in class jdistlib.disttest.NormalityTest
 
shapiro_wilk_statistic(double[]) - Static method in class jdistlib.disttest.NormalityTest
Invoke shapiro_wilk_statistic with sort = false
shapiro_wilk_statistic(double[], boolean) - Static method in class jdistlib.disttest.NormalityTest
Compute Shapiro-Wilk statistic
shortfallProbability(GenericDistribution, double) - Static method in class jdistlib.finance.FinancialRisk
 
ShrinkageSelection - Class in jdistlib.inference
Ranks posterior coefficient draws by practical-significance probability.
ShrinkageSelection.Result - Class in jdistlib.inference
 
ShrinkageSelection.Variable - Class in jdistlib.inference
 
SIDAK - Enum constant in enum class jdistlib.disttest.MultipleTesting.Method
Single-step Sidak control for independent tests.
sigma - Variable in class jdistlib.BetaBinomial
 
sigma - Variable in class jdistlib.InvNormal
 
sigma - Variable in class jdistlib.Levy
 
sigma - Variable in class jdistlib.Normal
 
sigma - Variable in class jdistlib.Wilcoxon
 
signif(double, int) - Static method in class jdistlib.math.MathFunctions
Mimicking R's signif
SignRank - Class in jdistlib
 
SignRank(int) - Constructor for class jdistlib.SignRank
 
simplex(int) - Static method in class jdistlib.inference.Constraints
 
simplify() - Method in class jdistlib.math.Polynomial
Can we simplify this polynomial? If the lowest coefficients are zero, the polynomial looks like x^n * simpler_polynomial.
SimulationBasedCalibration - Class in jdistlib.inference
Seeded simulation-based calibration rank utility.
SimulationBasedCalibration.Generator - Interface in jdistlib.inference
 
SimulationBasedCalibration.Simulation - Interface in jdistlib.inference
 
sin() - Method in class jdistlib.math.Complex
 
sin(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
sinc(double) - Static method in class jdistlib.math.MathFunctions
Compute sinc(x) = sin(x)/x for x != 0.
SinglePrecisionLinearAlgebraBackend - Interface in jdistlib.accelerator
Backend-neutral FP32 BLAS, sparse-BLAS, and reusable factorization surface.
singularities(double...) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
singularity(double) - Method in class jdistlib.NumericalSupport.Builder
Declares a finite split point for integration.
SingularValueDecomposition - Class in jdistlib.accelerator
Immutable FP64 thin singular-value decomposition A = U*S*Vt.
SingularValueDecomposition(int, int, double[], double[], double[]) - Constructor for class jdistlib.accelerator.SingularValueDecomposition
Creates a thin SVD with descending singular values.
singularValues() - Method in class jdistlib.accelerator.FloatSingularValueDecomposition
Returns singular values in descending order.
singularValues() - Method in class jdistlib.accelerator.SingularValueDecomposition
Returns singular values in descending order.
sinh() - Method in class jdistlib.math.Complex
 
SinhArcsinh - Class in jdistlib
Four-parameter sinh-arcsinh distribution of Jones and Pewsey.
SinhArcsinh(double, double, double, double) - Constructor for class jdistlib.SinhArcsinh
 
sinpi(double) - Static method in class jdistlib.math.MathFunctions
 
size - Variable in class jdistlib.NegBinomial
 
size() - Method in class jdistlib.finance.EmpiricalDistribution
 
size() - Method in class jdistlib.inference.autodiff.ReverseTape
Current node count, useful for instrumentation and capacity planning.
size() - Method in class jdistlib.inference.ChainResult
 
size() - Method in class jdistlib.inference.ChartSpec.Series
 
size() - Method in class jdistlib.inference.ColumnarDraws
 
size() - Method in class jdistlib.inference.lang.TupleValue
 
size() - Method in class jdistlib.inference.ModelData
 
size() - Method in class jdistlib.inference.ObservationMetadata
 
size() - Method in class jdistlib.inference.ProjectionPredictiveSelection.Step
 
size() - Method in class jdistlib.inference.ReversibleJumpResult
 
size() - Method in class jdistlib.inference.SparseSubsetResult
 
size() - Method in class jdistlib.inference.SparseSubsetState
 
size() - Method in class jdistlib.NumericalCdfTable
 
SJ(double[], int, double, double, double, boolean) - Static method in class jdistlib.math.density.Bandwidth
 
SJ_DPI - Static variable in class jdistlib.math.density.Bandwidth
 
SJ_STE - Static variable in class jdistlib.math.density.Bandwidth
 
Skellam - Class in jdistlib
Difference of two independent Poisson variates.
Skellam(double, double) - Constructor for class jdistlib.Skellam
 
SkewedT - Class in jdistlib
Skewed T distribution, from skewt package
SkewedT(double, double) - Constructor for class jdistlib.SkewedT
 
Slash - Class in jdistlib
Location-scale slash distribution, mu + sigma * Z / U.
Slash(double, double) - Constructor for class jdistlib.Slash
 
SliceSampler - Class in jdistlib.inference
Coordinate-wise stepping-out and shrinkage slice sampler.
SliceSampler() - Constructor for class jdistlib.inference.SliceSampler
 
sliceWidth() - Method in class jdistlib.inference.SamplingOptions
 
sliceWidth(double) - Method in class jdistlib.inference.SamplingOptions.Builder
 
SLOW - Enum constant in enum class jdistlib.inference.WarmupSchedule.Phase
 
slowWindowEnds() - Method in class jdistlib.inference.WarmupSchedule.Resolved
 
smooth(double[]) - Static method in class jdistlib.inference.ParetoSmoothedImportanceSampling
 
smoothDistribution(double) - Method in class jdistlib.finance.OptionCurve
Optional smooth nonnegative density with quote and bandwidth-sensitivity diagnostics.
SmoothOptionDistributionResult - Class in jdistlib.finance
Smooth risk-neutral density plus regularization and differentiation diagnostics.
SmoothSpline - Class in jdistlib.math.spline
This class deals with smoothing of cubic B-Splines.
SmoothSpline() - Constructor for class jdistlib.math.spline.SmoothSpline
 
SmoothSplineCriterion - Enum Class in jdistlib.math.spline
Smooth spline criterion.
NO_CRITERION = No additional minimizing criterion
GCV = Generalized Cross Validation
CV = Cross Validation
DF_MATCH = Degree of freedom matching
SmoothSplineResult - Class in jdistlib.math.spline
 
SmoothSplineResult() - Constructor for class jdistlib.math.spline.SmoothSplineResult
 
SNAPER - Enum constant in enum class jdistlib.inference.AdaptiveStaticHmcOptions.Criterion
 
snrm2(int, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
solution() - Method in class jdistlib.inference.solver.AlgebraicSolver.Result
 
solve(double[]) - Method in class jdistlib.accelerator.CholeskyFactor
Solves A*x=right.
solve(double[]) - Method in class jdistlib.accelerator.LuFactor
 
solve(double[]) - Method in interface jdistlib.accelerator.PreparedSparseCholesky
 
solve(double[]) - Method in class jdistlib.accelerator.SparseCholeskyFactor
Solves A*x=right in original input coordinates.
solve(double[]) - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
solve(double[], int) - Method in class jdistlib.accelerator.CholeskyFactor
Solves A*X=right for a row-major matrix with the given column count.
solve(double[], int) - Method in class jdistlib.accelerator.LuFactor
Solves A*X=right; right sides use row-major dimension-by-columns storage.
solve(double[], int) - Method in interface jdistlib.accelerator.PreparedSparseCholesky
 
solve(double[], int) - Method in class jdistlib.accelerator.SparseCholeskyFactor
Solves a row-major dimension-by-columns right side in original coordinates.
solve(double[], int) - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
 
solve(float[]) - Method in class jdistlib.accelerator.FloatCholeskyFactor
 
solve(float[]) - Method in class jdistlib.accelerator.FloatLuFactor
 
solve(float[]) - Method in class jdistlib.accelerator.FloatSparseCholeskyFactor
 
solve(float[]) - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
solve(float[]) - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
solve(float[], int) - Method in class jdistlib.accelerator.FloatCholeskyFactor
Solves one or more row-major right-hand-side columns.
solve(float[], int) - Method in class jdistlib.accelerator.FloatLuFactor
 
solve(float[], int) - Method in class jdistlib.accelerator.FloatSparseCholeskyFactor
 
solve(float[], int) - Method in class jdistlib.accelerator.FloatSymmetricIndefiniteFactor
 
solve(float[], int) - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
solve(AlgebraicSystem, double[], double[], double[], AlgebraicSolver.Options) - Static method in class jdistlib.inference.solver.AlgebraicSolver
Solves from initial; the caller's arrays are never modified.
solveInPlace(double[], int) - Method in interface jdistlib.accelerator.PreparedCholesky
Replaces a row-major dimension-by-columns right side with its solution.
solveInPlace(double[], int) - Method in interface jdistlib.accelerator.PreparedSparseCholesky
Replaces a row-major dimension-by-columns right side with its solution.
solveInPlace(double[], int) - Method in class jdistlib.accelerator.SparseCholeskyFactor
Replaces a row-major dimension-by-columns right side with its solution.
solveInPlace(float[], int) - Method in class jdistlib.accelerator.FloatSparseCholeskyFactor
 
solveInPlace(float[], int) - Method in interface jdistlib.accelerator.PreparedFloatCholesky
Replaces a row-major dimension-by-columns right side with its solution.
solveInPlace(float[], int) - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
solveLeastSquares(double[]) - Method in class jdistlib.accelerator.PivotedQrFactor
Solves a full-column-rank least-squares problem and returns coefficients in original order.
solveLeastSquares(float[]) - Method in class jdistlib.accelerator.FloatPivotedQrFactor
 
solveWithSensitivities(AlgebraicSystem, double[], double[], double[], AlgebraicSolver.Options) - Static method in class jdistlib.inference.solver.AlgebraicSolver
Solves the system and differentiates the root with respect to parameters using the implicit-function identity dx/dp = -Jx^-1 Jp.
sort(double[]) - Static method in class jdistlib.util.Utilities
Sort data using radix sort
sort(double[], int[]) - Static method in class jdistlib.util.Utilities
Sort using radix sort
sort(double[], T[]) - Static method in class jdistlib.util.Utilities
Sort using radix sort
sort(int[]) - Static method in class jdistlib.util.Utilities
Radix sort
sort(int[], int[]) - Static method in class jdistlib.util.Utilities
 
sort(int[], T[]) - Static method in class jdistlib.util.Utilities
 
sort(long[]) - Static method in class jdistlib.util.Utilities
Radix sort
sort(long[], int[]) - Static method in class jdistlib.util.Utilities
 
sort(long[], T[]) - Static method in class jdistlib.util.Utilities
 
sourceHash() - Method in interface jdistlib.inference.lang.GeneratedModelFactory
 
SparseCandidateChoice - Class in jdistlib.inference
Candidate selected by a normalized sparse birth proposal.
SparseCandidateChoice(int, double) - Constructor for class jdistlib.inference.SparseCandidateChoice
 
SparseCandidateProposal - Interface in jdistlib.inference
Normalized proposal over candidates inactive in the conditioning model.
SparseCholeskyFactor - Class in jdistlib.accelerator
Immutable FP64 sparse Cholesky factor with reusable solves.
SparseCoefficientProposal - Interface in jdistlib.inference
Dimension-matching proposal for a coefficient born into a sparse model.
sparseLinearAlgebra() - Method in class jdistlib.accelerator.ComputeCapabilities
Whether the provider accelerates the public CSR operations.
SparseOrdering - Enum Class in jdistlib.accelerator
Fill-reducing ordering used before a sparse symmetric factorization.
SparseResidualProvider - Interface in jdistlib.inference
Supplies the row score vector used by a locally informed sparse proposal.
SparseSubsetCheckpoint - Class in jdistlib.inference
Exact sparse RJ restart state, adaptation, counters, RNG, and online summaries.
SparseSubsetCheckpoint(SparseSubsetState, double, long, long, RandomEngine, String[], double[], double[], long[], long[], long[], long[], long[], long[], long[], double[], double[], double[], double[], long, boolean) - Constructor for class jdistlib.inference.SparseSubsetCheckpoint
 
SparseSubsetCheckpointIO - Class in jdistlib.inference
Checksummed, forced, atomic persistence for complete sparse RJ restart state.
SparseSubsetDrawSink - Interface in jdistlib.inference
Streaming callback for retained sparse draws.
SparseSubsetExport - Class in jdistlib.inference
Crash-safe segment export for ragged sparse draws.
SparseSubsetIterationStats - Class in jdistlib.inference
Per-transition statistics for sparse subset RJMCMC.
SparseSubsetIterationStats(int, int, String, boolean, boolean, boolean, double, double) - Constructor for class jdistlib.inference.SparseSubsetIterationStats
 
SparseSubsetLogJoint - Interface in jdistlib.inference
Complete normalized log joint for an arbitrary sparse candidate universe.
SparseSubsetProgressListener - Interface in jdistlib.inference
Progress callback for one restartable sparse RJMCMC segment.
SparseSubsetResult - Class in jdistlib.inference
One bounded sparse RJ segment plus its exact continuation checkpoint.
SparseSubsetResult.Status - Enum Class in jdistlib.inference
 
SparseSubsetRjSampler - Class in jdistlib.inference
Allocation-conscious add/drop/swap RJMCMC for very large sparse candidate universes.
SparseSubsetRjSampler(SparseCandidateProposal, SparseCoefficientProposal, double, double) - Constructor for class jdistlib.inference.SparseSubsetRjSampler
 
SparseSubsetRjSampler(SparseCandidateProposal, SparseCoefficientProposal, double, double, double[]) - Constructor for class jdistlib.inference.SparseSubsetRjSampler
 
SparseSubsetSamplingOptions - Class in jdistlib.inference
Global warmup target and bounded transition segment for restartable sparse RJMCMC.
SparseSubsetSamplingOptions.Builder - Class in jdistlib.inference
 
SparseSubsetState - Class in jdistlib.inference
Immutable sparse subset, common parameters, and active coefficients.
SparseSubsetState(int[], double[], double[]) - Constructor for class jdistlib.inference.SparseSubsetState
 
SparseSubsetSummary - Class in jdistlib.inference
Online occupancy and conditional-coefficient summary stored in a sparse checkpoint.
SparseSubsetSummary(SparseSubsetTarget, SparseSubsetCheckpoint) - Constructor for class jdistlib.inference.SparseSubsetSummary
 
SparseSubsetTarget - Class in jdistlib.inference
Sparse subset target with an arbitrary candidate count and a bounded active set.
SparseSubsetTarget(String[], String[], int, SparseSubsetLogJoint) - Constructor for class jdistlib.inference.SparseSubsetTarget
 
Spearman - Class in jdistlib
 
Spearman(int) - Constructor for class jdistlib.Spearman
 
spectral(GenericDistribution, RiskConvention, AdvancedRiskMeasures.SpectralWeight) - Static method in class jdistlib.finance.AdvancedRiskMeasures
 
splitPoint(double) - Method in class jdistlib.MomentAnalysisOptions.Builder
 
spotrf(float[], int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
spotrfBatched(float[][], int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sqrt() - Method in class jdistlib.math.Complex
 
sqrt(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
SQRT - Enum constant in enum class jdistlib.accelerator.UnaryOperation
 
SQRT_DBL_EPSILON - Static variable in class jdistlib.math.Constants
 
sscal(int, float, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
sswap(int, float[], int, int, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssyev(float[], int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssygvd(float[], float[], int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssymm(MatrixSide, MatrixTriangle, int, int, float, float[], float[], float, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssyr(MatrixTriangle, int, float, float[], int, int, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssyr2(MatrixTriangle, int, float, float[], int, int, float[], int, int, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssyr2k(MatrixTriangle, MatrixTranspose, int, int, float, float[], float[], float, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssyrk(MatrixTranspose, int, int, float, float[], float, float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssyrk(MatrixTranspose, int, int, float, float[], int, int, float, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
ssytrf(float[], int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
stable(double, double[], double[][]) - Static method in class jdistlib.finance.MultivariateFinancialDistribution
Symmetric elliptical alpha-stable law with CF exp(-(t' covariance t)^(alpha/2)).
StableDistribution - Class in jdistlib.finance
Univariate alpha-stable law in Nolan's S1 parameterization.
StableDistribution(double, double, double, double) - Constructor for class jdistlib.finance.StableDistribution
 
stage() - Method in class jdistlib.inference.WarmupTrace.Entry
 
STAN_SOURCE_COMPATIBILITY - Static variable in class jdistlib.inference.lang.ModelScript
 
STANDARD - Enum constant in enum class jdistlib.DiagnosticPreset
 
standardDeviation() - Method in class jdistlib.inference.ParameterDiagnostics
 
standardDeviation() - Method in class jdistlib.inference.ReversibleJumpParameterSummary
 
standardDeviation(int) - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
standardDeviation(ModelState, OptionObservation) - Method in interface jdistlib.finance.OptionInference.StateNoiseModel
 
standardDeviationMcse(double[]) - Static method in class jdistlib.inference.MonteCarloError
 
standardError - Variable in class jdistlib.VineProbabilityResult
 
standardError() - Method in class jdistlib.inference.PsisLoo.Result
 
standardError() - Method in class jdistlib.inference.Waic.Result
 
standardize(double[]) - Static method in class jdistlib.math.VectorMath
Standardize the value in x (i.e., (x - mean(x)) / sd(x))
standardizedSeparation() - Method in class jdistlib.inference.GeometryAdvice
 
standardizedTraceCumulative(double, double, double[][], boolean, boolean) - Static method in class jdistlib.Wishart
CDF of trace(scale^-1 W).
stanDefault() - Static method in class jdistlib.inference.WarmupSchedule
 
StanExternalFunction - Interface in jdistlib.inference.lang
Java implementation of a forward-declared Stan function.
startedEpochMillis() - Method in class jdistlib.inference.RunManifest
 
state - Variable in class jdistlib.Binomial
 
state - Variable in class jdistlib.HyperGeometric
 
state - Variable in class jdistlib.Poisson
 
state() - Method in class jdistlib.inference.ChainCheckpoint
 
state() - Method in class jdistlib.inference.DimensionMatchingResult
 
state() - Method in class jdistlib.inference.KernelTransition
 
state() - Method in class jdistlib.inference.ModelEvaluationCache
 
state() - Method in class jdistlib.inference.ReversibleJumpCheckpoint
 
state() - Method in class jdistlib.inference.ReversibleJumpWithinModelTransition
 
state() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
state(double[]) - Method in class jdistlib.inference.BayesianModel
Returns a named constrained view backed by a fresh transformed state.
state(double[]) - Method in class jdistlib.inference.SparseSubsetTarget
 
state(int[], double[], double[]) - Method in class jdistlib.inference.SparseSubsetTarget
 
state(long, double[], double[]) - Method in class jdistlib.inference.SubsetSelectionTarget
 
stateEquals(MersenneTwister) - Method in class jdistlib.rng.MersenneTwister
Returns true if the MersenneTwister's current internal state is equal to another MersenneTwister.
stateEquals(MersenneTwisterSafe) - Method in class jdistlib.rng.MersenneTwisterSafe
Returns true if the MersenneTwister's current internal state is equal to another MersenneTwister.
statistics() - Method in class jdistlib.inference.ChainResult
 
statistics() - Method in class jdistlib.inference.KernelTransition
 
statistics() - Method in class jdistlib.inference.ReversibleJumpResult
 
statistics() - Method in class jdistlib.inference.SparseSubsetResult
 
statisticsAt(int) - Method in class jdistlib.inference.ChainResult
Returns immutable statistics for one retained transition.
statisticsAt(int) - Method in class jdistlib.inference.ReversibleJumpResult
 
statisticsAt(int) - Method in class jdistlib.inference.SparseSubsetResult
 
status - Variable in class jdistlib.MultivariateProbabilityResult
Stable legacy status code.
status() - Method in class jdistlib.inference.ChainResult
 
status() - Method in class jdistlib.inference.ReversibleJumpResult
 
status() - Method in class jdistlib.inference.SparseSubsetResult
 
step(LogDensity, RandomWalkKernel.State, SamplingOptions, RandomEngine) - Method in class jdistlib.inference.RandomWalkKernel
 
step(LogDensity, S, SamplingOptions, RandomEngine) - Method in interface jdistlib.inference.TransitionKernel
 
stepSize() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
stepSize() - Method in class jdistlib.inference.AdaptiveStaticHmcResult
 
stepSize() - Method in class jdistlib.inference.AdjustedMclmcTuningResult
 
stepSize() - Method in class jdistlib.inference.IterationStats
 
stepSize() - Method in class jdistlib.inference.SamplerCheckpoint
 
stepSize() - Method in class jdistlib.inference.SamplingOptions
 
stepSize() - Method in class jdistlib.inference.WarmupBundle
 
stepSize() - Method in class jdistlib.inference.WarmupTrace.Entry
 
stepSize(double) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
stepSize(double) - Method in class jdistlib.inference.SamplingOptions.Builder
 
stepSizeJitter() - Method in class jdistlib.inference.SamplingOptions
 
stepSizeJitter(double) - Method in class jdistlib.inference.SamplingOptions.Builder
 
StiffOdeSolver - Class in jdistlib.inference.solver
Adaptive A-stable BDF1 integrator for stiff first-order ODE systems.
StiffOdeSolver.Options - Class in jdistlib.inference.solver
Stiff integration controls.
stirlerr(double) - Static method in class jdistlib.math.MathFunctions
 
stopLoss(GenericDistribution, double) - Static method in class jdistlib.finance.FinancialRisk
 
stoppingTrustRegionRadius - Variable in class jdistlib.math.opt.BobyqaConfig
 
storeDraws() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
storeDraws() - Method in class jdistlib.inference.SamplingOptions
 
storeDraws() - Method in class jdistlib.inference.SparseSubsetSamplingOptions
 
storeDraws(boolean) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
storeDraws(boolean) - Method in class jdistlib.inference.SamplingOptions.Builder
 
storeDraws(boolean) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
stressProbability(Copula, Tail, double, Tail, double) - Static method in class jdistlib.finance.CopulaTailAnalysis
 
STRICT - Enum constant in enum class jdistlib.ConstructionPolicy
Any warning or error prevents construction.
strikeIntervalProbability(double, double) - Method in class jdistlib.finance.OptionCurve
 
strsm(MatrixSide, MatrixTriangle, MatrixTranspose, MatrixDiagonal, int, int, float, float[], float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
strsm(MatrixSide, MatrixTriangle, MatrixTranspose, MatrixDiagonal, int, int, float, float[], int, int, float[], int, int) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
Region-aware triangular multi-right-side solve.
strsv(MatrixTriangle, MatrixTranspose, MatrixDiagonal, int, float[], float[]) - Method in interface jdistlib.accelerator.SinglePrecisionLinearAlgebraBackend
 
structuralNonzeroCount() - Method in interface jdistlib.accelerator.PreparedFloatSparseCholesky
 
structuralNonzeroCount() - Method in interface jdistlib.accelerator.PreparedSparseCholesky
Number of unique entries in the authoritative input triangle.
STUDENT_T - Enum constant in enum class jdistlib.CopulaFamily
 
StudentTCopula - Class in jdistlib
Student-t copula parameterized by correlation and degrees of freedom.
StudentTCopula(double[][], double) - Constructor for class jdistlib.StudentTCopula
 
subdivisions(int) - Method in class jdistlib.math.IntegrationOptions.Builder
 
SubsetBirthMove - Class in jdistlib.inference
Adds one uniformly selected inactive candidate using a declared birth proposal.
SubsetBirthMove(RjBirthProposal) - Constructor for class jdistlib.inference.SubsetBirthMove
 
SubsetDeathMove - Class in jdistlib.inference
Drops one uniformly selected active candidate with the matching reverse birth density.
SubsetDeathMove(RjBirthProposal) - Constructor for class jdistlib.inference.SubsetDeathMove
 
SubsetLogJoint - Interface in jdistlib.inference
Complete normalized log joint for one active-variable subset.
SubsetSelectionRj - Class in jdistlib.inference
Factory for the standard add/drop/swap subset-selection RJ schedule.
SubsetSelectionTarget - Class in jdistlib.inference
Bit-mask model family for Java-only covariate, locus, or feature selection.
SubsetSelectionTarget(String[], String[], SubsetLogJoint) - Constructor for class jdistlib.inference.SubsetSelectionTarget
 
SubsetSwapMove - Class in jdistlib.inference
Exchanges one active and inactive candidate while preserving model dimension.
SubsetSwapMove(RjBirthProposal) - Constructor for class jdistlib.inference.SubsetSwapMove
 
subtract(double, int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
subtract(int, int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
subtract(Complex) - Method in class jdistlib.math.Complex
 
SUCCESS - Enum constant in enum class jdistlib.CopulaFitResult.Status
 
SUCCESS - Enum constant in enum class jdistlib.CopulaLikelihoodDiagnostics.Status
 
SUCCESS - Enum constant in enum class jdistlib.CopulaLogLikelihoodResult.Status
 
SUCCESS - Enum constant in enum class jdistlib.inference.ChainResult.Status
 
SUCCESS - Enum constant in enum class jdistlib.inference.ReversibleJumpResult.Status
 
SUCCESS - Enum constant in enum class jdistlib.inference.SparseSubsetResult.Status
 
SUCCESS - Enum constant in enum class jdistlib.math.IntegrationStatus
 
SUCCESS - Enum constant in enum class jdistlib.MultivariateProbabilityStatus
The requested tolerance was met, or the answer was obtained exactly.
SUCCESS - Enum constant in enum class jdistlib.VineFitResult.Status
 
SUCCESS - Static variable in class jdistlib.MultivariateProbabilityResult
Legacy integer code corresponding to MultivariateProbabilityStatus.SUCCESS.
suggestion() - Method in class jdistlib.inference.GeometryAdvice
 
sum(double[]) - Static method in class jdistlib.math.VectorMath
 
sum(int[]) - Static method in class jdistlib.math.VectorMath
 
sum(Map<String, Integer>) - Static method in class jdistlib.math.VectorMath
 
sum_kahan(double[]) - Static method in class jdistlib.math.VectorMath
 
summary(double[]) - Static method in class jdistlib.math.VectorMath
Return summary statistics
sumToZero(int) - Static method in class jdistlib.inference.Constraints
 
superchainIds() - Method in class jdistlib.inference.ManyShortChainsResult
 
SuperchainPlan - Class in jdistlib.inference
Common-start grouping required to interpret nested R-hat.
SuperchainPlan(double[][], int) - Constructor for class jdistlib.inference.SuperchainPlan
 
superchains() - Method in class jdistlib.inference.SuperchainPlan
 
supplied(double[][]) - Static method in class jdistlib.inference.MetricConfiguration
Dense, caller-supplied inverse mass matrix; disable adaptation to keep it fixed.
support(double...) - Method in class jdistlib.NumericalDiscreteDistribution.Builder
 
support(double, double) - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
support(int) - Method in class jdistlib.inference.MixedStateSpace
 
support(NumericalSupport) - Method in class jdistlib.NumericalPiecewiseDistribution.Builder
 
SupportedDistribution - Interface in jdistlib
Distribution object exposing its smallest enclosing support interval.
supportRejected() - Method in class jdistlib.inference.HybridKernelTransition
 
supportRejections(int) - Method in class jdistlib.inference.HybridSamplerDiagnostics
 
supports() - Method in class jdistlib.inference.MixedStateSpace
 
survival(double[]) - Method in class jdistlib.generic.GenericDistribution
Survival function, which is basically 1-CDF.
survival(double[], boolean) - Method in class jdistlib.generic.GenericDistribution
 
survival(double, boolean) - Method in class jdistlib.generic.GenericDistribution
Survival function, which is basically 1-CDF.
SURVIVAL_180 - Enum constant in enum class jdistlib.RotatedCopula.Rotation
 
SWAP - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
swapAcceptance(int) - Method in class jdistlib.inference.ParallelTemperingResult
 
SYEV - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
SYGVD - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
SYMM - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
SymmetricEigenDecomposition - Class in jdistlib.accelerator
Immutable FP64 eigendecomposition of a real symmetric matrix.
SymmetricEigenDecomposition(int, double[], double[]) - Constructor for class jdistlib.accelerator.SymmetricEigenDecomposition
Creates a decomposition with ascending eigenvalues and eigenvectors in columns.
SymmetricIndefiniteFactor - Class in jdistlib.accelerator
Immutable pivoted P*A*P' = L*D*L' factorization with 1x1/2x2 D blocks.
SymmetricIndefiniteFactor(int, double[], double[], int[], int[]) - Constructor for class jdistlib.accelerator.SymmetricIndefiniteFactor
 
symmetricPowerLaw(double, double) - Static method in class jdistlib.DiscreteTailBounds
Power-law bound suitable for either outward tail around zero.
SYR - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
SYR2 - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
SYR2K - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
SYRK - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
SYTRF - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 

T

T - Class in jdistlib
 
T(double) - Constructor for class jdistlib.T
 
t_test(double[], double[], double, boolean, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Two sample t-test
t_test(double[], double, TestKind) - Static method in class jdistlib.disttest.DistributionTest
One-sample t-test
t_test_paired(double[], double[], double, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Paired t-test
table(double[]) - Static method in class jdistlib.math.VectorMath
 
table(T[]) - Static method in class jdistlib.math.VectorMath
 
tabulate(int[], int) - Static method in class jdistlib.util.Utilities
Mimic the tabulate function in R
Tail - Enum Class in jdistlib.finance
Side of a scalar distribution used by tail and stress calculations.
tailEffectiveSampleSize() - Method in class jdistlib.inference.ParameterDiagnostics
 
tailProbability(double, Tail) - Method in class jdistlib.finance.OptionInference.PosteriorEnsemble
 
tan() - Method in class jdistlib.math.Complex
 
tanh() - Method in class jdistlib.math.Complex
 
tanh(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
TANH - Enum constant in enum class jdistlib.accelerator.UnaryOperation
 
TANH_SINH - Enum constant in enum class jdistlib.math.IntegrationOptions.Method
Double-exponential tanh-sinh quadrature for finite intervals.
tanhSinhMaxLevels(int) - Method in class jdistlib.math.IntegrationOptions.Builder
 
tanpi(double) - Static method in class jdistlib.math.MathFunctions
 
tape() - Method in class jdistlib.inference.autodiff.ReverseModeGradient
 
tape() - Method in class jdistlib.inference.autodiff.ReverseModeLogDensity
 
target() - Method in interface jdistlib.inference.SimulationBasedCalibration.Simulation
 
targetAcceptance() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
targetAcceptance() - Method in class jdistlib.inference.AdjustedMclmcTuningOptions
 
targetAcceptance() - Method in class jdistlib.inference.SamplingOptions
 
targetAcceptance(double) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
targetAcceptance(double) - Method in class jdistlib.inference.AdjustedMclmcTuningOptions.Builder
 
targetAcceptance(double) - Method in class jdistlib.inference.SamplingOptions.Builder
 
targetJumpAcceptance() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
targetJumpAcceptance() - Method in class jdistlib.inference.SparseSubsetSamplingOptions
 
targetJumpAcceptance(double) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
targetJumpAcceptance(double) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
temperedLogDensity(double[]) - Method in interface jdistlib.inference.TemperedLogDensity
 
TemperedLogDensity - Interface in jdistlib.inference
Log density split into an untempered base (usually the prior) and likelihood.
terminalBuffer() - Method in class jdistlib.inference.WarmupSchedule.Resolved
 
terminalBuffer() - Method in class jdistlib.inference.WarmupSchedule
 
terminalDrawdown(GenericDistribution, int, int, long) - Static method in class jdistlib.finance.PathFunctionalDistributions
 
terminalPriceDistribution() - Method in class jdistlib.finance.OptionInference.PosteriorEnsemble
 
terminalProbability(double, Tail) - Method in class jdistlib.finance.OptionCurve
 
test(double) - Method in class jdistlib.disttest.online.LordPlusPlus
 
test(double) - Method in interface jdistlib.disttest.online.OnlineFdrController
Tests the next p-value and advances the controller exactly once.
test(double) - Method in class jdistlib.disttest.online.Saffron
 
TestKind - Enum Class in jdistlib.disttest
 
testRightCensored(double[], double, int, double, MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Tests a right-censored family, where every unrecorded p-value is known to be greater than censoringThreshold.
tetragamma(double) - Static method in class jdistlib.math.PolyGamma
 
tetragamma(double[]) - Static method in class jdistlib.math.PolyGamma
 
thinning() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
thinning() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
thinning() - Method in class jdistlib.inference.SamplingOptions
 
thinning() - Method in class jdistlib.inference.SparseSubsetSamplingOptions
 
thinning(int) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
thinning(int) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
thinning(int) - Method in class jdistlib.inference.SamplingOptions.Builder
 
thinning(int) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
THOROUGH - Enum constant in enum class jdistlib.DiagnosticPreset
 
threshold(double[], double, MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Returns the largest observed raw p-value rejected at the requested level.
threshold(double[], double, MultipleTesting.Method, int) - Static method in class jdistlib.disttest.MultipleTesting
Returns the raw rejection threshold for a declared total family size.
thresholdLog(double[], double, MultipleTesting.Method) - Static method in class jdistlib.disttest.MultipleTesting
Returns the largest rejected natural-log p-value, or NaN.
thresholdLog(double[], double, MultipleTesting.Method, int) - Static method in class jdistlib.disttest.MultipleTesting
Returns the log rejection threshold for a declared total family size.
thresholds(double[], double[]) - Static method in class jdistlib.finance.ExtremeValueInference
 
times(Polynomial) - Method in class jdistlib.math.Polynomial
Multiply this polynomial with another polynomial and store the result into a new instance of QPolynomial
timesEquals(Polynomial) - Method in class jdistlib.math.Polynomial
Multiply this polynomial with another polynomial, in place
timesScalar(double) - Method in class jdistlib.math.Polynomial
Multiply this polynomial with a constant and store the result into a new instance of QPolynomial
timesScalarEquals(double) - Method in class jdistlib.math.Polynomial
Multiply this polynomial with a constant, in place
title() - Method in class jdistlib.inference.ChartSpec
 
tn - Variable in class jdistlib.HyperGeometric.RandomState
 
to() - Method in class jdistlib.inference.ModelGraph.Edge
 
to_double(int[]) - Static method in class jdistlib.util.Utilities
Converts the integer array e into a double array
to_double_array(Collection<Double>) - Static method in class jdistlib.util.Utilities
 
to_int_array(Collection<Integer>) - Static method in class jdistlib.util.Utilities
 
toArray() - Method in class jdistlib.inference.lang.TupleValue
 
toBuilder() - Method in class jdistlib.FunctionAnalysisOptions
Returns a builder initialized from these settings.
toBuilder() - Method in class jdistlib.inference.SamplingOptions
Starts a builder that preserves every option, including streaming callbacks.
toBuilder() - Method in class jdistlib.math.IntegrationOptions
Returns a builder initialized from this object.
toCsv() - Method in class jdistlib.inference.ChartSpec
 
toCsv(String[], ChainResult...) - Static method in class jdistlib.inference.ChainExport
 
toCsv(ChartSpec) - Static method in class jdistlib.inference.InferenceGraphExport
 
toDense() - Method in class jdistlib.matrix.CsrMatrix
Returns a row-major dense matrix.
toDot(ModelGraph) - Static method in class jdistlib.inference.ModelGraphExport
 
toImmutable() - Method in class jdistlib.math.IntegrationResult
Creates an immutable modern snapshot without retaining IntegrationResult.f.
toJson() - Method in class jdistlib.DiagnosticFinding
Returns this finding as an RFC 8259 JSON object.
toJson() - Method in class jdistlib.DistributionAnalysis
Returns a versioned RFC 8259 JSON diagnostic report.
toJson() - Method in class jdistlib.FunctionAnalysis
Returns a versioned RFC 8259 JSON diagnostic report.
toJson() - Method in class jdistlib.inference.ChartSpec
 
toJson() - Method in class jdistlib.inference.McmcDiagnosticReport
 
toJson() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
toJson() - Method in class jdistlib.math.ImmutableIntegrationResult
Returns an RFC 8259 JSON diagnostic record.
toJson() - Method in class jdistlib.math.IntegrationResult
Returns an RFC 8259 JSON diagnostic record.
toJson() - Method in class jdistlib.math.IntegrationStabilityResult
Returns an RFC 8259 JSON diagnostic record.
toJson() - Method in class jdistlib.NumericalDistributionBuildResult
Returns the analysis and construction outcome as versioned JSON.
toJson(double) - Method in class jdistlib.inference.SparseSubsetSummary
 
toJson(String[], ChainResult...) - Static method in class jdistlib.inference.ChainExport
 
toJson(DiagnosticFinding) - Static method in class jdistlib.DiagnosticJson
 
toJson(DistributionAnalysis) - Static method in class jdistlib.DiagnosticJson
 
toJson(FunctionAnalysis) - Static method in class jdistlib.DiagnosticJson
 
toJson(ChartSpec) - Static method in class jdistlib.inference.InferenceGraphExport
 
toJson(McmcDiagnosticReport) - Static method in class jdistlib.inference.McmcJson
 
toJson(ModelGraph) - Static method in class jdistlib.inference.ModelGraphExport
 
toJson(ImmutableIntegrationResult) - Static method in class jdistlib.math.IntegrationJson
 
toJson(IntegrationResult) - Static method in class jdistlib.math.IntegrationJson
 
toJson(IntegrationStabilityResult) - Static method in class jdistlib.math.IntegrationJson
 
toJson(NumericalDistributionBuildResult) - Static method in class jdistlib.DiagnosticJson
 
tolerance - Variable in class jdistlib.inference.solver.AlgebraicSolver.Options
 
tolerance() - Method in class jdistlib.inference.PathfinderOptions
 
tolerance(double) - Method in class jdistlib.CdfTableOptions.Builder
 
tolerance(double) - Method in class jdistlib.inference.PathfinderOptions.Builder
 
toleranceFor(double) - Method in class jdistlib.MultivariateProbabilityOptions
Returns the convergence tolerance for a finite probability estimate.
tolerances(double, double) - Method in class jdistlib.math.IntegrationOptions.Builder
 
toModel() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
toSize() - Method in class jdistlib.inference.SparseSubsetIterationStats
 
toString() - Method in class jdistlib.DiagnosticFinding
 
toString() - Method in class jdistlib.inference.GradientCheckResult
 
toString() - Method in class jdistlib.inference.lang.ScriptDiagnostic
 
toString() - Method in class jdistlib.inference.lang.TupleValue
 
toString() - Method in class jdistlib.math.Complex
 
toString() - Method in class jdistlib.math.opt.OptimizationResult
 
toString() - Method in class jdistlib.math.Polynomial
Get a string representation of this polynomial with x as the variable name
toString() - Method in class jdistlib.math.spline.SmoothSplineResult
Debugging
toString() - Method in class jdistlib.matrix.CsrMatrix
 
toString(String) - Method in class jdistlib.math.Polynomial
Construct a string representation of this polynomial
toSvg(int, int) - Method in class jdistlib.inference.ChartSpec
 
toSvg(ChartSpec, int, int) - Static method in class jdistlib.inference.InferenceGraphExport
 
totalChains() - Method in class jdistlib.inference.SuperchainPlan
 
toTidyCsv(ReversibleJumpResult, ReversibleJumpTarget) - Static method in class jdistlib.inference.ReversibleJumpExport
 
trace(String, int, ChainResult...) - Static method in class jdistlib.inference.DiagnosticGraphs
 
trace(DifferentiableLogDensity, double[], int, int, double) - Static method in class jdistlib.inference.LbfgsOptimizer
 
transform(double[][], ToDoubleFunction<double[]>) - Static method in class jdistlib.inference.MonteCarloError
 
transform(GenericDistribution, UnivariateFunction, UnivariateFunction, UnivariateFunction, boolean, double, double) - Static method in class jdistlib.Distributions
Creates the distribution induced by a differentiable strictly monotone transformation of an existing distribution.
TransformDistribution - Interface in jdistlib.finance
Distribution exposing stable log characteristic and cumulant transforms.
TransformDomain - Class in jdistlib.finance
Open/closed interval on which a cumulant-generating function exists.
TransformDomain(double, boolean, double, boolean) - Constructor for class jdistlib.finance.TransformDomain
 
transitionCounts() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
TransitionKernel<S> - Interface in jdistlib.inference
Reusable one-step Markov kernel used by chains and meta-samplers.
TRANSPOSE - Enum constant in enum class jdistlib.accelerator.MatrixTranspose
Use the transpose of the stored matrix.
treeDepth() - Method in class jdistlib.inference.IterationStats
 
treeDepthSaturated() - Method in class jdistlib.inference.IterationStats
 
treeDepthSaturations() - Method in class jdistlib.inference.SamplerDiagnostics
 
Triangular - Class in jdistlib
Triangular distribution with minimum a, maximum b, and mode c.
Triangular(double, double, double) - Constructor for class jdistlib.Triangular
 
TRIANGULAR - Enum constant in enum class jdistlib.math.density.Kernel
 
trigamma(double) - Static method in class jdistlib.math.PolyGamma
 
trigamma(double[]) - Static method in class jdistlib.math.PolyGamma
 
trimean(double[]) - Static method in class jdistlib.math.VectorMath
Trimean (Q1 + 2Q2 + Q3) / 4
trimmed_mean(double[], double, double) - Static method in class jdistlib.math.VectorMath
Trimmed mean of values.
TRSM - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
TRSV - Enum constant in enum class jdistlib.accelerator.LinearAlgebraOperation
 
TRUE - Enum constant in enum class jdistlib.util.Bool3
 
trueParameters() - Method in interface jdistlib.inference.SimulationBasedCalibration.Simulation
 
trunc(double) - Static method in class jdistlib.math.MathFunctions
 
truncate(GenericDistribution, double, double) - Static method in class jdistlib.Distributions
 
TruncatedContinuousDistribution - Class in jdistlib
Continuous distribution conditioned to lie in a nonempty interval.
TruncatedContinuousDistribution(GenericDistribution, double, double) - Constructor for class jdistlib.TruncatedContinuousDistribution
 
Tukey - Class in jdistlib
Computes the probability and quantile that the maximum of rr studentized ranges, each based on cc means and with df degrees of freedom for the standard error, is less than q.
Tukey(double, double, double) - Constructor for class jdistlib.Tukey
 
TukeyLambda - Class in jdistlib
Tukey lambda distribution defined by its symmetric quantile function.
TukeyLambda(double) - Constructor for class jdistlib.TukeyLambda
 
tuneAndSample(LogDensity, double[], SamplingOptions, AdjustedMclmcTuningOptions, RandomEngine) - Static method in class jdistlib.inference.AdjustedMclmcTuner
 
TupleValue - Class in jdistlib.inference.lang
Immutable heterogeneous tuple for Java data adapters and external functions.
TupleValue(Object...) - Constructor for class jdistlib.inference.lang.TupleValue
 
Tweedie - Class in jdistlib
Translated from Tweedie package version 2.2.1, dated 2014-06-06, by Roby Joehanes
Tweedie(double, double, double) - Constructor for class jdistlib.Tweedie
 
TWO_SIDED - Enum constant in enum class jdistlib.disttest.TestKind
 
twoSided(UnivariateFunction, long, DiscreteTailBound, DiscreteTailBound, CertifiedDiscreteOptions) - Static method in class jdistlib.CertifiedInfiniteDiscreteDistribution
Constructs two-sided integer support around a finite center.
type() - Method in class jdistlib.inference.ChartSpec
 
type() - Method in class jdistlib.inference.MetricConfiguration
 

U

UCV - Static variable in class jdistlib.math.density.Bandwidth
 
unary(UnaryOperation, double[]) - Method in interface jdistlib.accelerator.ComputeBackend
 
unary(UnaryOperation, double[]) - Method in class jdistlib.accelerator.CpuComputeBackend
 
UnaryOperation - Enum Class in jdistlib.accelerator
Portable element-wise operations supported by accelerator backends.
unconstrain(double[], int, double[], int) - Method in interface jdistlib.inference.ParameterConstraint
Maps constrained values back to unconstrained coordinates.
unconstrain(Map<String, double[]>) - Method in class jdistlib.inference.BayesianModel
Converts a complete map of named constrained parameter values to sampler space.
unconstrained() - Method in class jdistlib.inference.DivergenceLocation
 
unconstrainedDimension() - Method in interface jdistlib.inference.ParameterConstraint
 
unconstrainedDimension() - Method in class jdistlib.inference.ParameterSpec
 
unconstrainedOffset() - Method in class jdistlib.inference.ParameterSpec
 
ungrouped(String...) - Static method in class jdistlib.inference.ObservationMetadata
 
Uniform - Class in jdistlib
 
Uniform(double, double) - Constructor for class jdistlib.Uniform
 
UniformRejectionEnvelope - Class in jdistlib
A uniform proposal for a finite interval with a certified density bound.
UniformRejectionEnvelope(double, double, double) - Constructor for class jdistlib.UniformRejectionEnvelope
 
UniformSparseCandidateProposal - Class in jdistlib.inference
Uniform proposal over currently inactive sparse candidates.
UniformSparseCandidateProposal() - Constructor for class jdistlib.inference.UniformSparseCandidateProposal
 
unique(double[]) - Static method in class jdistlib.util.Utilities
 
unique(S[]) - Static method in class jdistlib.util.Utilities
 
unit() - Static method in class jdistlib.inference.MetricConfiguration
 
UNIT - Enum constant in enum class jdistlib.accelerator.MatrixDiagonal
 
UNIT - Enum constant in enum class jdistlib.inference.MetricConfiguration.Type
 
unitVector(int) - Static method in class jdistlib.inference.Constraints
Stan-compatible unit-vector normalization transform.
UnivariateFunction - Interface in jdistlib.math
Abstraction of a function with one parameter
UNKNOWN - Enum constant in enum class jdistlib.math.IntegrationStatus
 
unreliableObservations() - Method in class jdistlib.inference.PsisLoo.Result
 
update(double[], double, LogDensity, MixedStateSpace, RandomEngine) - Method in class jdistlib.inference.ContinuousBlockMetropolisKernel
 
update(double[], double, LogDensity, MixedStateSpace, RandomEngine) - Method in class jdistlib.inference.DiscreteMetropolisKernel
 
update(double[], double, LogDensity, MixedStateSpace, RandomEngine) - Method in class jdistlib.inference.FiniteDiscreteGibbsKernel
 
update(double[], double, LogDensity, MixedStateSpace, RandomEngine) - Method in interface jdistlib.inference.HybridKernel
 
update(double[], LogDensity, RandomEngine) - Method in class jdistlib.inference.AdaptiveRejectionGibbsKernel
 
update(double[], LogDensity, RandomEngine) - Method in interface jdistlib.inference.GibbsKernel
 
update(double[], LogDensity, RandomEngine) - Method in class jdistlib.inference.MetropolisBlockKernel
 
update(int, int, boolean, IterationStats) - Method in interface jdistlib.inference.ProgressListener
 
update(int, int, boolean, IterationStats) - Method in class jdistlib.inference.WarmupTrace
 
update(int, int, boolean, ReversibleJumpIterationStats) - Method in interface jdistlib.inference.ReversibleJumpProgressListener
 
update(int, int, long, boolean, SparseSubsetIterationStats) - Method in interface jdistlib.inference.SparseSubsetProgressListener
 
update(ReversibleJumpState, double, ReversibleJumpTarget, RandomEngine, boolean) - Method in class jdistlib.inference.AdaptiveRjRandomWalkKernel
 
update(ReversibleJumpState, double, ReversibleJumpTarget, RandomEngine, boolean) - Method in class jdistlib.inference.FixedDimensionSamplerRjKernel
 
update(ReversibleJumpState, double, ReversibleJumpTarget, RandomEngine, boolean) - Method in class jdistlib.inference.ModelSpecificRjKernel
 
update(ReversibleJumpState, double, ReversibleJumpTarget, RandomEngine, boolean) - Method in interface jdistlib.inference.ReversibleJumpWithinModelKernel
 
upper() - Method in class jdistlib.inference.CoordinateSupport
 
UPPER - Enum constant in enum class jdistlib.accelerator.MatrixTriangle
 
UPPER - Enum constant in enum class jdistlib.finance.Tail
 
upperBound - Variable in class jdistlib.math.opt.OptimizationConfig
 
upperBound(double, int) - Static method in class jdistlib.inference.Constraints
 
upperBound(int) - Method in interface jdistlib.finance.DistributionFit.ParametricFamily
 
upperBound(long, double) - Method in interface jdistlib.DiscreteTailBound
 
upperConcentration(Copula, double) - Static method in class jdistlib.finance.CopulaTailAnalysis
 
upperQuantile() - Method in class jdistlib.inference.ParameterDiagnostics
 
upperTailAsymptotic(double) - Method in class jdistlib.finance.StableDistribution
Leading right-tail probability for large positive distance from location.
upperTailDependence(Copula) - Static method in class jdistlib.finance.CopulaTailAnalysis
 
Utilities - Class in jdistlib.util
Utility functions to mimic R
Utilities() - Constructor for class jdistlib.util.Utilities
 
Utilities.RankTies - Enum Class in jdistlib.util
 
Utils - Class in jdistlib.disttest
 
Utils() - Constructor for class jdistlib.disttest.Utils
 

V

v() - Method in enum class jdistlib.util.Bool3
 
vabs(double[]) - Static method in class jdistlib.math.VectorMath
 
valid() - Method in class jdistlib.inference.ReversibleJumpProposal
 
valid(ReversibleJumpState, String, double, double, double) - Static method in class jdistlib.inference.ReversibleJumpProposal
 
validate(DimensionMatchingTransformation, ReversibleJumpState, double[], double) - Static method in class jdistlib.inference.DimensionMatchingValidator
 
validate(SparseSubsetState) - Method in class jdistlib.inference.SparseSubsetTarget
 
validateStanSyntax(String) - Static method in class jdistlib.inference.lang.ModelScript
Validates Stan-compatible source without binding data or constructing a model.
validateSyntax(String) - Static method in class jdistlib.inference.lang.ModelScript
Parses the source without requiring data values or constructing a model.
value - Variable in class jdistlib.CopulaMeasureResult
 
value - Variable in exception class jdistlib.exception.PrecisionException
 
value() - Method in class jdistlib.inference.ModelEvaluationCache
 
value(double) - Method in interface jdistlib.finance.AdvancedRiskMeasures.Distortion
 
value(double[]) - Method in interface jdistlib.finance.DistributionFit.LogPrior
 
value(int) - Method in class jdistlib.inference.autodiff.ReverseTape
 
value(String, int) - Method in class jdistlib.inference.ModelState
 
value(GenericDistribution) - Method in interface jdistlib.finance.DistributionFit.CalibrationLoss
 
valueAt(int, int) - Method in class jdistlib.inference.ChainResult
Returns one retained unconstrained value without copying the chain.
valueAt(int, int) - Method in class jdistlib.inference.PointwiseLogLikelihoodDraws
 
valueAtRisk(double, RiskConvention) - Method in class jdistlib.finance.OptionInference.PosteriorEnsemble
 
valueAtRisk(GenericDistribution, double, RiskConvention) - Static method in class jdistlib.finance.FinancialRisk
Loss VaR at confidence level; returns are converted to losses first.
valueAtRiskInto(GenericDistribution, double[], int, double[], int, int, RiskConvention) - Static method in class jdistlib.finance.FinancialRisk
 
valueOf(String) - Static method in enum class jdistlib.accelerator.Compute
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.ComputeApi
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.ExecutionKind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.LinearAlgebraOperation
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.MatrixDiagonal
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.MatrixSide
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.MatrixTranspose
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.MatrixTriangle
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.NumericPrecision
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.SparseOrdering
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.accelerator.UnaryOperation
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.Binomial.BinomialKind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.ConstructionPolicy
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaDiagnostics.Classification
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaFamily
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaFitOptions.Method
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaFitResult.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaLikelihoodDiagnostics.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaLogLikelihoodResult.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaMarginal.Kind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaMeasureResult.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.CopulaSelectionCriterion
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.DiagnosticFinding.Severity
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.DiagnosticPreset
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.disttest.MultipleTesting.Method
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.disttest.TestKind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.finance.DistributionFit.Observation.Kind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.finance.ImpliedVolatilityResult.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.finance.OptionInference.Measure
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.finance.RiskConvention
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.finance.Tail
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.AdaptiveStaticHmcOptions.Criterion
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.ChainResult.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.ChartSpec.Type
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.ComputeNuts
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.CoordinateSupport.Kind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.HealthSeverity
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.MetricConfiguration.Type
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.ModelGraph.NodeKind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.ReversibleJumpResult.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.SparseSubsetResult.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.inference.WarmupSchedule.Phase
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.math.approx.ApproximationType
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.math.density.Kernel
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.math.IntegrationOptions.CallbackExecution
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.math.IntegrationOptions.Method
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.math.IntegrationStatus
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.math.spline.SmoothSplineCriterion
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.MultivariateProbabilityStatus
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.RotatedCopula.Rotation
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.SamplingStrategy
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.util.Bool3
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.util.Utilities.RankTies
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.VineFitResult.Status
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class jdistlib.VineStructure
Returns the enum constant of this class with the specified name.
valueOrThrow() - Method in class jdistlib.finance.NumericalEstimate
Returns the value only after enforcing the checked-result contract.
values() - Static method in enum class jdistlib.accelerator.Compute
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.ComputeApi
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.ExecutionKind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.LinearAlgebraOperation
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.MatrixDiagonal
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.MatrixSide
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.MatrixTranspose
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.MatrixTriangle
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.NumericPrecision
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.SparseOrdering
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.accelerator.UnaryOperation
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.Binomial.BinomialKind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.ConstructionPolicy
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaDiagnostics.Classification
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaFamily
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaFitOptions.Method
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaFitResult.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaLikelihoodDiagnostics.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaLogLikelihoodResult.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaMarginal.Kind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaMeasureResult.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.CopulaSelectionCriterion
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.DiagnosticFinding.Severity
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.DiagnosticPreset
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.disttest.MultipleTesting.Method
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.disttest.TestKind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.finance.DistributionFit.Observation.Kind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.finance.ImpliedVolatilityResult.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.finance.OptionInference.Measure
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.finance.RiskConvention
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.finance.Tail
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.inference.AdaptiveStaticHmcOptions.Criterion
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.inference.ChainResult.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.inference.ChartSpec.Type
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Method in class jdistlib.inference.ColumnarDraws
 
values() - Static method in enum class jdistlib.inference.ComputeNuts
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.inference.CoordinateSupport.Kind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.inference.HealthSeverity
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Method in class jdistlib.inference.lang.ExternalFunctionResult
 
values() - Static method in enum class jdistlib.inference.MetricConfiguration.Type
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.inference.ModelGraph.NodeKind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Method in class jdistlib.inference.PointwiseLogLikelihoodDraws
 
values() - Static method in enum class jdistlib.inference.ReversibleJumpResult.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Method in class jdistlib.inference.solver.SensitivityResult
Output values indexed by output point then state component.
values() - Static method in enum class jdistlib.inference.SparseSubsetResult.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.inference.WarmupSchedule.Phase
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.math.approx.ApproximationType
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.math.density.Kernel
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.math.IntegrationOptions.CallbackExecution
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.math.IntegrationOptions.Method
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.math.IntegrationStatus
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.math.spline.SmoothSplineCriterion
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Method in class jdistlib.matrix.CsrMatrix
 
values() - Method in class jdistlib.matrix.FloatCsrMatrix
 
values() - Static method in enum class jdistlib.MultivariateProbabilityStatus
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.RotatedCopula.Rotation
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.SamplingStrategy
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.util.Bool3
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.util.Utilities.RankTies
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.VineFitResult.Status
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class jdistlib.VineStructure
Returns an array containing the constants of this enum class, in the order they are declared.
var(double[]) - Static method in class jdistlib.math.VectorMath
 
var_test(double[], double[], double, TestKind) - Static method in class jdistlib.disttest.DistributionTest
Performs an F test to compare the variances of two samples from normal populations.
var_test(double[], double[], TestKind) - Static method in class jdistlib.disttest.DistributionTest
Performs an F test to compare the variances of two samples from normal populations.
variable(double) - Method in class jdistlib.inference.autodiff.ReverseTape
 
variableIndices() - Method in class jdistlib.inference.ProjectionPredictiveSelection.Step
 
variableNames() - Method in class jdistlib.inference.ProjectionPredictiveSelection.Step
 
varianceGamma(double, double[], double[], double[][]) - Static method in class jdistlib.finance.MultivariateFinancialDistribution
Multivariate VG with shared Gamma(shape,1) mixer.
VarianceGammaDistribution - Class in jdistlib.finance
Variance-gamma law X=mu+theta*G+sigma*sqrt(G)*Z, G~Gamma(shape,1).
VarianceGammaDistribution(double, double, double, double) - Constructor for class jdistlib.finance.VarianceGammaDistribution
 
vcomp(double[]) - Static method in class jdistlib.math.VectorMath
 
vdiv(double[], double) - Static method in class jdistlib.math.VectorMath
 
vdiv(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
vdiv(double, double[]) - Static method in class jdistlib.math.VectorMath
 
vector(String) - Method in class jdistlib.inference.ModelData
 
vector(String) - Method in class jdistlib.inference.ModelState
 
vectorInto(String, double[]) - Method in class jdistlib.inference.ModelData
Copies a vector into caller-owned storage without creating a temporary array.
VectorMath - Class in jdistlib.math
 
VectorMath() - Constructor for class jdistlib.math.VectorMath
 
velocities() - Method in class jdistlib.inference.solver.HigherIndexDaeSolver.Result
 
vendor() - Method in class jdistlib.accelerator.ComputeDeviceInfo
 
version() - Method in class jdistlib.inference.SamplerCheckpoint
 
vexp(double[]) - Static method in class jdistlib.math.VectorMath
 
VineCopula - Interface in jdistlib
Common contract for pair-copula vine constructions.
VineFitResult - Class in jdistlib
Result of sequential pair-family selection for a simplified vine.
VineFitResult.Status - Enum Class in jdistlib
 
VineFitter - Class in jdistlib
Sequential simplified C-vine and D-vine fitting with pair-family selection.
VineProbabilityResult - Class in jdistlib
Monte Carlo lower-orthant probability returned by a vine copula.
VineStructure - Enum Class in jdistlib
Simplified regular-vine structures implemented by JDistlib.
vlog(double[]) - Static method in class jdistlib.math.VectorMath
 
vlog1pComps(double[]) - Static method in class jdistlib.math.VectorMath
 
vmin(double[]) - Static method in class jdistlib.math.VectorMath
 
vmin(double[], double) - Static method in class jdistlib.math.VectorMath
 
vmin(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
vmin(double, double[]) - Static method in class jdistlib.math.VectorMath
 
vplus(double[], double) - Static method in class jdistlib.math.VectorMath
 
vplus(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
vplus(double, double[]) - Static method in class jdistlib.math.VectorMath
 
vpow(double[], double) - Static method in class jdistlib.math.VectorMath
 
vpow(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
vpow(double, double[]) - Static method in class jdistlib.math.VectorMath
 
vpow(double, int[]) - Static method in class jdistlib.math.VectorMath
 
vpow(int[], int[]) - Static method in class jdistlib.math.VectorMath
 
vsgn(double[]) - Static method in class jdistlib.math.VectorMath
Vector signum.
vsgn(int[]) - Static method in class jdistlib.math.VectorMath
 
vsignif(double[], int) - Static method in class jdistlib.math.VectorMath
 
vsq(double[]) - Static method in class jdistlib.math.VectorMath
 
vtimes(double[], double) - Static method in class jdistlib.math.VectorMath
 
vtimes(double[], double[]) - Static method in class jdistlib.math.VectorMath
 
vtimes(double, double[]) - Static method in class jdistlib.math.VectorMath
 
VULKAN - Enum constant in enum class jdistlib.accelerator.Compute
Require the optional Vulkan compute provider.
VULKAN - Enum constant in enum class jdistlib.accelerator.ComputeApi
 

W

w - Variable in class jdistlib.Ansari
 
w - Variable in class jdistlib.HyperGeometric.RandomState
 
w - Variable in class jdistlib.SignRank
 
w - Variable in class jdistlib.Wilcoxon
 
waic() - Method in class jdistlib.inference.Waic.Result
 
Waic - Class in jdistlib.inference
Widely applicable information criterion from pointwise log-likelihood draws.
Waic.Result - Class in jdistlib.inference
 
WALKER_ALIAS - Enum constant in enum class jdistlib.SamplingStrategy
 
wang(double) - Static method in class jdistlib.finance.AdvancedRiskMeasures
Exponential Wang distortion g(p)=Phi(Phi^-1(p)+shift).
warmup() - Method in class jdistlib.inference.ChainResult
 
warmupAcceptanceSum() - Method in class jdistlib.inference.SamplerCheckpoint
 
WarmupBundle - Class in jdistlib.inference
Fingerprinted metric/step-size warmup reuse, treated as an initial guess by default.
warmupComplete() - Method in class jdistlib.inference.ReversibleJumpCheckpoint
 
warmupComplete() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
warmupIteration() - Method in class jdistlib.inference.SamplerCheckpoint
 
warmupIterations() - Method in class jdistlib.inference.AdaptiveStaticHmcOptions
 
warmupIterations() - Method in class jdistlib.inference.ReversibleJumpSamplingOptions
 
warmupIterations() - Method in class jdistlib.inference.SamplingOptions
 
warmupIterations() - Method in class jdistlib.inference.SparseSubsetCheckpoint
 
warmupIterations() - Method in class jdistlib.inference.SparseSubsetSamplingOptions
 
warmupIterations(int) - Method in class jdistlib.inference.AdaptiveStaticHmcOptions.Builder
 
warmupIterations(int) - Method in class jdistlib.inference.ReversibleJumpSamplingOptions.Builder
 
warmupIterations(int) - Method in class jdistlib.inference.SamplingOptions.Builder
 
warmupIterations(long) - Method in class jdistlib.inference.SparseSubsetSamplingOptions.Builder
 
WarmupResult - Class in jdistlib.inference
Immutable summary of MCMC adaptation.
WarmupResult(int, double, double, double[], double) - Constructor for class jdistlib.inference.WarmupResult
 
warmupSchedule() - Method in class jdistlib.inference.SamplingOptions
 
warmupSchedule(WarmupSchedule) - Method in class jdistlib.inference.SamplingOptions.Builder
 
WarmupSchedule - Class in jdistlib.inference
Stan-style fast/slow/final warmup schedule with expanding metric windows.
WarmupSchedule(int, int, int) - Constructor for class jdistlib.inference.WarmupSchedule
 
WarmupSchedule.Phase - Enum Class in jdistlib.inference
 
WarmupSchedule.Resolved - Class in jdistlib.inference
 
WarmupTrace - Class in jdistlib.inference
Progress listener retaining lightweight step-size and schedule traces.
WarmupTrace(int, WarmupSchedule) - Constructor for class jdistlib.inference.WarmupTrace
 
WarmupTrace.Entry - Class in jdistlib.inference
 
warmupUpdate(int, double, ReversibleJumpState, boolean) - Method in class jdistlib.inference.AdaptiveGaussianRjBirthProposal
 
warmupUpdate(int, double, ReversibleJumpState, boolean) - Method in interface jdistlib.inference.RjBirthProposal
 
warmupUpdate(ReversibleJumpState, ReversibleJumpProposal, ReversibleJumpTarget, boolean) - Method in interface jdistlib.inference.ReversibleJumpMove
 
warmupUpdate(ReversibleJumpState, ReversibleJumpProposal, ReversibleJumpTarget, boolean) - Method in class jdistlib.inference.SubsetBirthMove
 
warmupUpdate(ReversibleJumpState, ReversibleJumpProposal, ReversibleJumpTarget, boolean) - Method in class jdistlib.inference.SubsetDeathMove
 
warmupUpdate(ReversibleJumpState, ReversibleJumpProposal, ReversibleJumpTarget, boolean) - Method in class jdistlib.inference.SubsetSwapMove
 
WARNING - Enum constant in enum class jdistlib.ConstructionPolicy
Errors prevent construction; warnings are retained in the report.
WARNING - Enum constant in enum class jdistlib.DiagnosticFinding.Severity
 
WARNING - Enum constant in enum class jdistlib.inference.HealthSeverity
 
warningAsError - Static variable in class jdistlib.util.Debug
Set to true if JDistlib should throw an exception if there is convergence / precision problem.
warnings() - Method in class jdistlib.inference.ChainResult
 
warnings() - Method in class jdistlib.inference.McmcDiagnosticReport
 
warnings() - Method in class jdistlib.inference.ReversibleJumpDiagnosticReport
 
warnings() - Method in class jdistlib.inference.ReversibleJumpResult
 
warnings() - Method in class jdistlib.inference.SparseSubsetResult
 
Weibull - Class in jdistlib
 
Weibull(double, double) - Constructor for class jdistlib.Weibull
 
weight(double) - Method in interface jdistlib.finance.AdvancedRiskMeasures.SpectralWeight
 
weightedCandidates() - Method in class jdistlib.inference.PathfinderFit
 
weightedLogLikelihood(Copula, double[][], double) - Static method in class jdistlib.finance.CopulaTailAnalysis
Tail-weighted pseudo log likelihood for comparison/fitting objectives.
weightedSum(GenericDistribution[], double[], int, long) - Static method in class jdistlib.finance.DistributionAggregation
 
weights() - Method in class jdistlib.inference.PredictiveStacking.Result
 
weights(UnivariateFunction) - Method in class jdistlib.NumericalDiscreteDistribution.Builder
 
which(boolean[]) - Static method in class jdistlib.util.Utilities
 
which_max(double[]) - Static method in class jdistlib.math.VectorMath
 
which_max(int[]) - Static method in class jdistlib.math.VectorMath
 
which_min(double[]) - Static method in class jdistlib.math.VectorMath
 
which_min(int[]) - Static method in class jdistlib.math.VectorMath
 
Wiener - Class in jdistlib
Four-parameter Wiener first-passage (drift-diffusion) density used by Stan.
Wilcoxon - Class in jdistlib
SYNOPSIS #include <Rmath.h> double dwilcox(double x, double m, double n, int give_log) double pwilcox(double x, double m, double n, int lower_tail, int log_p) double qwilcox(double x, double m, double n, int lower_tail, int log_p); double rwilcox(double m, double n) DESCRIPTION dwilcox The density of the Wilcoxon distribution.
Wilcoxon(int, int) - Constructor for class jdistlib.Wilcoxon
 
wilcoxon_test(double[], double, boolean, TestKind) - Static method in class jdistlib.disttest.DistributionTest
One-sample Wilcoxon test.
wilcoxon_test(double[], double, boolean, TestKind, double, double) - Static method in class jdistlib.disttest.DistributionTest
One-sample Wilcoxon signed-rank test with R-compatible preprocessing.
winsor_mean(double[], double, double) - Static method in class jdistlib.math.VectorMath
Winsorized mean of values.
Wishart - Class in jdistlib
Wishart distribution on symmetric positive-definite matrices.
withDegreesOfFreedomRange(double, double) - Method in class jdistlib.CopulaFitOptions
 
withDerivativeSteps(double, double) - Method in class jdistlib.CopulaMeasureOptions
 
withFrequencyRange(double, double) - Method in class jdistlib.finance.FourierInversionOptions
 
withinAccepted() - Method in class jdistlib.inference.SparseSubsetIterationStats
 
withinAccepts() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
withinAttempts() - Method in class jdistlib.inference.ReversibleJumpIterationStats
 
withInitialInverseMassMatrix(double[][]) - Method in class jdistlib.inference.MetricConfiguration
 
withInverseMassMatrix(int, double, double, double[][], double) - Static method in class jdistlib.inference.WarmupResult
 
withMaxCdfEvaluations(int) - Method in class jdistlib.CopulaMeasureOptions
 
withMaximumRefinements(int) - Method in class jdistlib.finance.FourierInversionOptions
 
withMember(int, Object) - Method in class jdistlib.inference.lang.TupleValue
 
withMethod(CopulaFitOptions.Method) - Method in class jdistlib.CopulaFitOptions
 
withNegativeTolerance(double) - Method in class jdistlib.CopulaMeasureOptions
 
withOptimizationIterations(int) - Method in class jdistlib.CopulaFitOptions
 
withoutAnalysis() - Method in class jdistlib.NumericalContinuousDistribution.Builder
 
withPanels(int) - Method in class jdistlib.finance.FourierInversionOptions
 
withPointwiseLikelihood(ObservationMetadata, PointwiseLogLikelihoodEvaluator) - Method in class jdistlib.inference.BayesianModel
Returns a copy of this model with an additional pointwise likelihood evaluator.
withTolerance(double) - Method in class jdistlib.finance.FourierInversionOptions
 
worstCoordinate() - Method in class jdistlib.inference.GradientCheckResult
 
write(Path, ChainCheckpoint, String, String) - Static method in class jdistlib.inference.CheckpointIO
 
write(Path, ReversibleJumpCheckpoint, String, String) - Static method in class jdistlib.inference.ReversibleJumpCheckpointIO
 
writeAtomic(Path, SparseSubsetCheckpoint, String, String) - Static method in class jdistlib.inference.SparseSubsetCheckpointIO
 
writeState(DataOutputStream) - Method in class jdistlib.rng.MersenneTwister
Writes the entire state of the MersenneTwister RNG to the stream
writeState(DataOutputStream) - Method in class jdistlib.rng.MersenneTwisterSafe
Writes the entire state of the MersenneTwister RNG to the stream
writeTidySegmentAtomic(Path, SparseSubsetResult, SparseSubsetTarget, long) - Static method in class jdistlib.inference.SparseSubsetExport
 

X

x - Variable in class jdistlib.math.density.Density
 
x() - Method in class jdistlib.inference.ChartSpec.Series
 
xAt(int) - Method in class jdistlib.inference.ChartSpec.Series
Returns one horizontal coordinate without copying the series.
xi - Variable in class jdistlib.Tweedie
 
xl - Variable in class jdistlib.Binomial.RandomState
 
xl - Variable in class jdistlib.HyperGeometric.RandomState
 
xLabel() - Method in class jdistlib.inference.ChartSpec
 
xll - Variable in class jdistlib.Binomial.RandomState
 
xlr - Variable in class jdistlib.Binomial.RandomState
 
xm - Variable in class jdistlib.Binomial.RandomState
 
xr - Variable in class jdistlib.Binomial.RandomState
 
xr - Variable in class jdistlib.HyperGeometric.RandomState
 

Y

y - Variable in class jdistlib.math.density.Density
 
y() - Method in class jdistlib.inference.ChartSpec.Series
 
y(double, double) - Static method in class jdistlib.math.Bessel
This routine calculates Bessel functions Y_{alpha} (x) for non-negative argument X, and order alpha.
yAt(int) - Method in class jdistlib.inference.ChartSpec.Series
Returns one vertical coordinate without copying the series.
yLabel() - Method in class jdistlib.inference.ChartSpec
 

Z

ZERO - Static variable in class jdistlib.math.Complex
 
ZERO_LIKELIHOOD - Enum constant in enum class jdistlib.CopulaLogLikelihoodResult.Status
 
zeroin(UnivariateFunction, double, double, double, int) - Static method in class jdistlib.math.opt.Optimization
************************************************************************ C math library function ZEROIN - obtain a function zero within the given range Output Zeroin returns an estimate for the root with accuracy 4*EPSILON*abs(x) + tol Algorithm G.Forsythe, M.Malcolm, C.Moler, Computer methods for mathematical computations.
ZeroInflatedNegativeBinomial - Class in jdistlib
Mean/size negative binomial with an additional structural-zero probability.
ZeroInflatedNegativeBinomial(double, double, double) - Constructor for class jdistlib.ZeroInflatedNegativeBinomial
 
ZeroInflatedPoisson - Class in jdistlib
Poisson distribution with an additional structural-zero probability.
ZeroInflatedPoisson(double, double) - Constructor for class jdistlib.ZeroInflatedPoisson
 
ZeroTruncatedNegativeBinomial - Class in jdistlib
Mean/size negative binomial conditional on a positive count.
ZeroTruncatedNegativeBinomial(double, double) - Constructor for class jdistlib.ZeroTruncatedNegativeBinomial
 
ZeroTruncatedPoisson - Class in jdistlib
Poisson distribution conditional on a positive count.
ZeroTruncatedPoisson(double) - Constructor for class jdistlib.ZeroTruncatedPoisson
 
Zipf - Class in jdistlib
Zipf distribution Parts taken from VGAM
Zipf(int, double) - Constructor for class jdistlib.Zipf
 

_

_expm1(double) - Static method in class jdistlib.math.MathFunctions
Alternative expm1 -- no difference from Java's
_log1p(double) - Static method in class jdistlib.math.MathFunctions
Alternative log1p.
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