Trait

io.github.mandar2812.dynaml.probability

Likelihood

Related Doc: package probability

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trait Likelihood[Q, R, S, W] extends AnyRef

Q

The type of observed variable (y)

R

The type of conditioning variable (f)

S

Result type of the hessian method.

W

The type representing a gaussian distribution for f

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AnyRef, Any
Known Subclasses
VectorIIDProbit, VectorIIDSigmoid
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Abstract Value Members

  1. abstract def gaussianExpectation(normalDistParams: W): Q

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    Computes the value of the expectation

    Computes the value of the expectation

    Eq[p(y_test = 1| x_test)| X, y]

    where Eq denotes (approximate) expectation with respect to the nuisance function distribution.

    normalDistParams

    The normal approximation to p(f_test| X, y, x_test)

  2. abstract def gradient(q: Q, r: R): R

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    Computes d(log p(y|f))/dr

  3. abstract def hessian(q: Q, r: R): S

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    Computes d2(log p(y|f))/dr2

    Computes d2(log p(y|f))/dr2

  4. abstract def loglikelihood(q: Q, r: R): Double

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    Computes - log p(y|f)

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