Package jdistlib

Class CopulaLikelihoodDiagnostics

java.lang.Object

jdistlib.CopulaLikelihoodDiagnostics

public final class CopulaLikelihoodDiagnostics
extends Object

Row-level log-density and unit-cube boundary diagnostics for a copula model.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static enum	CopulaLikelihoodDiagnostics.Status

Method Summary

Modifier and Type	Method	Description
static CopulaLikelihoodDiagnostics	assess(Copula copula, double[][] uniforms)	Evaluates every row without modifying the supplied observations.
int	countNearBoundary(double threshold)
double[]	getBoundaryDistances()
int	getFiniteContributions()
int	getFirstProblemIndex()
double[]	getLogContributions()
double	getLogLikelihood()
double	getMaximumLogContribution()
double	getMeanLogContribution()
String	getMessage()
double	getMinimumBoundaryDistance()
double	getMinimumLogContribution()
int	getNonFiniteContributions()
int	getObservations()
CopulaLikelihoodDiagnostics.Status	getStatus()
boolean	isSuccess()
String	message()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

assess

public static CopulaLikelihoodDiagnostics assess(Copula copula,
 double[][] uniforms)

Evaluates every row without modifying the supplied observations.

getLogLikelihood

public double getLogLikelihood()

getObservations

public int getObservations()

getFiniteContributions

public int getFiniteContributions()

getNonFiniteContributions

public int getNonFiniteContributions()

getFirstProblemIndex

public int getFirstProblemIndex()

getMinimumLogContribution

public double getMinimumLogContribution()

getMaximumLogContribution

public double getMaximumLogContribution()

getMeanLogContribution

public double getMeanLogContribution()

getMinimumBoundaryDistance

public double getMinimumBoundaryDistance()

getLogContributions

public double[] getLogContributions()

getBoundaryDistances

public double[] getBoundaryDistances()

countNearBoundary

public int countNearBoundary(double threshold)

getStatus

public CopulaLikelihoodDiagnostics.Status getStatus()

getMessage

public String getMessage()

message

public String message()

isSuccess

public boolean isSuccess()