Index
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 atx. - 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
-
Short alias for
SamplingOptions.Builder.computeBackend(Compute). - 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
-
Left-moving counterpart of
DiscreteTailBounds.afterFinitePrefix(long, DiscreteTailBound). - 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, scalebeta, and locationmu. - 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 columnscovariance 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) = 0intoresidual. - 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, dispersionphi, and variance powerxi. - 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
Lof 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-)asF(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 - xas 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
a1anda2. - 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_VALUEwhen 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_VALUEwhen 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
doublerange. - 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
pidenoting positive-count mass. - HurdleNegativeBinomial(double, double, double) - Constructor for class jdistlib.HurdleNegativeBinomial
- HurdlePoisson - Class in jdistlib
-
Hurdle Poisson with
pidenoting 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 rowicorresponds totimes[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
fover a finite, semi-infinite, or infinite interval. - integrate(UnivariateFunction, double, double, double, double, int) - Static method in class jdistlib.math.Integrate
-
Integrates
fwith 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
-
Inverts
PairCopula.conditionalFirstGivenSecond(double, double)in its first argument. - 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
-
Inverts
PairCopula.conditionalSecondGivenFirst(double, double)in its second argument. - 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
gradientwith 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
icame from original rowpermutation[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*Cfor 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*Cwith 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
rwhite 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
jcame from original columnpivot[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)^ywithout discarding a smallx. - 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'vscore 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'vbatches. - 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
countmatrices 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
countvectors 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
countvectors 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'vproduct. - 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
sigmaand distancenu. - 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=rightin original input coordinates. - solve(double[]) - Method in class jdistlib.accelerator.SymmetricIndefiniteFactor
- solve(double[], int) - Method in class jdistlib.accelerator.CholeskyFactor
-
Solves
A*X=rightfor 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, maximumb, and modec. - 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.
All Classes and Interfaces|All Packages|Constant Field Values|Serialized Form