MLE_D_FI Class Reference

#include <newmatnl.h>

Inheritance diagram for MLE_D_FI:

Public Member Functions
	MLE_D_FI (LL_D_FI &ll, int lim=1000, Real criterion=0.0001)
void	Fit (ColumnVector &Parameters)
void	GetStandardErrors (ColumnVector &)
void	GetCorrelations (SymmetricMatrix &)
Public Member Functions inherited from FindMaximum2
void	Fit (ColumnVector &, int)
virtual	~FindMaximum2 ()

Private Member Functions
void	Value (const ColumnVector &, bool, Real &, bool &)
bool	NextPoint (ColumnVector &, Real &)
Real	LastDerivative (const ColumnVector &)
void	MakeCovariance ()

Private Attributes
LL_D_FI &	LL
int	Lim
Real	Criterion
ColumnVector	Derivs
LowerTriangularMatrix	LT
SymmetricMatrix	Covariance
DiagonalMatrix	SE

Detailed Description

Definition at line 282 of file newmatnl.h.

Constructor & Destructor Documentation

MLE_D_FI()

MLE_D_FI::MLE_D_FI ( LL_D_FI &  ll, int  lim = 1000, Real  criterion = 0.0001  )

inline

Definition at line 299 of file newmatnl.h.

      : LL(ll), Lim(lim), Criterion(criterion) {}

Member Function Documentation

Fit()

void MLE_D_FI::Fit

(

ColumnVector &

Parameters

)

Definition at line 233 of file newmatnl.cpp.

References FindMaximum2::Fit().

{
   Tracer tr("MLE_D_FI::Fit");
   FindMaximum2::Fit(Parameters,Lim);
   cout << "\nConverged" << endl;
}

GetCorrelations()

void MLE_D_FI::GetCorrelations

(

SymmetricMatrix &

Corr

)

Definition at line 255 of file newmatnl.cpp.

References BaseMatrix::i().

{ MakeCovariance(); Corr << SE.i() * Covariance * SE.i(); }

GetStandardErrors()

void MLE_D_FI::GetStandardErrors

(

ColumnVector &

SEX

)

Definition at line 252 of file newmatnl.cpp.

References BaseMatrix::AsColumn().

{ MakeCovariance(); SEX = SE.AsColumn(); }

LastDerivative()

Real MLE_D_FI::LastDerivative ( const ColumnVector &  H )

privatevirtual

Implements FindMaximum2.

Definition at line 230 of file newmatnl.cpp.

{ return (Derivs.t() * H).AsScalar(); }

MakeCovariance()

void MLE_D_FI::MakeCovariance ( )

private

Definition at line 240 of file newmatnl.cpp.

References BaseMatrix::i(), n, and BaseMatrix::t().

{
   if (Covariance.Nrows()==0)
   {
      LowerTriangularMatrix LTI = LT.i();
      Covariance << LTI.t() * LTI;
      SE << Covariance;                // get diagonal
      int n = Covariance.Nrows();
      for (int i=1; i <= n; i++) SE(i) = sqrt(SE(i));
   }
}

NextPoint()

bool MLE_D_FI::NextPoint ( ColumnVector &  Adj, Real &  test  )

privatevirtual

Implements FindMaximum2.

Definition at line 218 of file newmatnl.cpp.

References Cholesky(), BaseMatrix::i(), SumSquare(), and BaseMatrix::t().

{
   Tracer tr("MLE_D_FI::NextPoint");
   SymmetricMatrix FI = LL.FI();
   LT = Cholesky(FI);
   ColumnVector Adj1 = LT.i() * Derivs;
   Adj = LT.t().i() * Adj1;
   test = SumSquare(Adj1);
   cout << "   " << setw(20) << setprecision(10) << test;
   return (test < Criterion);
}

Value()

void MLE_D_FI::Value ( const ColumnVector &  Parameters, bool  wg, Real &  v, bool &  oorg  )

privatevirtual

Implements FindMaximum2.

Definition at line 206 of file newmatnl.cpp.

{
   Tracer tr("MLE_D_FI::Value");
   if (!LL.IsValid(Parameters,wg)) { oorg=true; return; }
   v = LL.LogLikelihood();
   if (!LL.IsValid()) { oorg=true; return; }     // check validity again
   cout << endl;
   cout << setw(20) << setprecision(10) << v;
   oorg = false;
   Derivs = LL.Derivatives();                    // Get derivatives
}

Member Data Documentation

Covariance

SymmetricMatrix MLE_D_FI::Covariance

private

Definition at line 295 of file newmatnl.h.

Criterion

Real MLE_D_FI::Criterion

private

Definition at line 292 of file newmatnl.h.

Derivs

ColumnVector MLE_D_FI::Derivs

private

Definition at line 293 of file newmatnl.h.

Lim

int MLE_D_FI::Lim

private

Definition at line 291 of file newmatnl.h.

LL

LL_D_FI& MLE_D_FI::LL

private

Definition at line 290 of file newmatnl.h.

LT

LowerTriangularMatrix MLE_D_FI::LT

private

Definition at line 294 of file newmatnl.h.

SE

DiagonalMatrix MLE_D_FI::SE

private

Definition at line 296 of file newmatnl.h.

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The documentation for this class was generated from the following files:

• newmatnl.h
• newmatnl.cpp