Class Pfqn_nre.Result

java.lang.Object
jline.api.pfqn.nc.Pfqn_nre.Result
Enclosing class:
Pfqn_nre

public static final class Pfqn_nre.Result extends Object
MATLAB's [lG,G,lGs,vsad]: the constant, the saddlepoint term on its own and the tilt the expansion was taken about.

lG - lGs is the Edgeworth correction, so a caller that wants the plain saddlepoint estimate reads lGs rather than re-deriving it. vsad is null on the shortcut arms that never solve a saddle point, matching the reference's empty [].

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    final double
    The normalizing constant, exp(lG).
    final double
    Logarithm of the normalizing constant, Edgeworth correction included.
    final double
    Logarithm of the saddlepoint term alone, i.e.
    final Matrix
    The tilt actually used (1xd), null when no saddle point was solved.
  • Method Summary

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Field Details

    • lG

      public final double lG
      Logarithm of the normalizing constant, Edgeworth correction included.
    • G

      public final double G
      The normalizing constant, exp(lG).
    • lGs

      public final double lGs
      Logarithm of the saddlepoint term alone, i.e. lG with the Edgeworth factor omitted.
    • vsad

      public final Matrix vsad
      The tilt actually used (1xd), null when no saddle point was solved.