BetaDistributionGradient Method (Double, Double, Double, Double, Double, Double)

Computes the Gradient of the Log-Likelihood function for estimating Beta distributions.

Namespace: Accord.Statistics.Distributions.Univariate
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

Copy

public static double[] Gradient(
	double sum1,
	double sum2,
	double n,
	double alpha,
	double beta,
	double[] g
)

Public Shared Function Gradient ( 
	sum1 As Double,
	sum2 As Double,
	n As Double,
	alpha As Double,
	beta As Double,
	g As Double()
) As Double()

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Parameters

sum1: Type: SystemDouble
The sum of log(y), where y refers to all observed values.
sum2: Type: SystemDouble
The sum of log(1 - y), where y refers to all observed values.
n: Type: SystemDouble
The total number of observed values.
alpha: Type: SystemDouble
The current alpha value.
beta: Type: SystemDouble
The current beta value.
g: Type: SystemDouble
A bi-dimensional vector to store the gradient.

Return Value

Type: Double
A bi-dimensional vector containing the gradient w.r.t to alpha in its first position, and the gradient w.r.t to be in its second position.

Reference

BetaDistribution Class

Gradient Overload

Accord.Statistics.Distributions.Univariate Namespace

BetaDistributionAddLanguageSpecificTextSet("LST1871F96E_0?cpp=::|nu=.");Gradient Method (Double, Double, Double, Double, Double, AddLanguageSpecificTextSet("LST1871F96E_1?cpp=array&lt;");DoubleAddLanguageSpecificTextSet("LST1871F96E_2?cpp=&gt;|vb=()|nu=[]");)

Parameters

Return Value

Reference

BetaDistributionGradient Method (Double, Double, Double, Double, Double, Double)