Package jline.api.mc

Class Ctmc_saddlepoint.SaddlepointResult

java.lang.Object
jline.api.mc.Ctmc_saddlepoint.SaddlepointResult
Enclosing class:
Ctmc_saddlepoint
public static final class Ctmc_saddlepoint.SaddlepointResult extends Object
Result of a saddlepoint evaluation, one entry per (t,k) pair.

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    final double[]
    ampl
    The Perron amplitude g(theta*).
    final double[]
    corr
    The bracket multiplying the leading term.
    final double[]
    d2eta
    eta''(theta*).
    final double[]
    deta
    eta'(theta*), equal to k/t at convergence.
    final double[]
    eta
    eta(theta*).
    final boolean[]
    exact
    True where the value was computed exactly rather than approximated.
    final int[]
    iter
    Newton steps taken.
    final double[]
    k2
    K2 = t*eta''(theta*), the expansion parameter.
    final double
    lambda
    The stationary event rate eta'(0).
    final double[]
    logp
    Its natural logarithm, accurate below the smallest positive double.
    final double[]
    p
    Approximation of Pr{N(t)=k}.
    final double[]
    theta
    The saddle theta*, -Infinity where k=0.

  • Method Summary

    Methods inherited from class java.lang.Object

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

  • Field Details

    • p

      public final double[] p
      Approximation of Pr{N(t)=k}.

    • logp

      public final double[] logp
      Its natural logarithm, accurate below the smallest positive double.

    • theta

      public final double[] theta
      The saddle theta*, -Infinity where k=0.

    • eta

      public final double[] eta
      eta(theta*).

    • deta

      public final double[] deta
      eta'(theta*), equal to k/t at convergence.

    • d2eta

      public final double[] d2eta
      eta''(theta*).

    • ampl

      public final double[] ampl
      The Perron amplitude g(theta*).

    • corr

      public final double[] corr
      The bracket multiplying the leading term.

    • k2

      public final double[] k2
      K2 = t*eta''(theta*), the expansion parameter.

    • iter

      public final int[] iter
      Newton steps taken.

    • exact

      public final boolean[] exact
      True where the value was computed exactly rather than approximated.

    • lambda

      public final double lambda
      The stationary event rate eta'(0).