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public interface mcmcFunction
This interface defines the methods for the statistical function needed in the LTE estimator method of Hong and Chernozhukov.
Method Summary | |
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double |
objectiveFunction(double[] x)
This should return the value of the statistical function at the vector of parameters x. |
double |
pi(double[] x)
This is a weight or prior probability density that is strictly positive and continous over the parameter space. |
Method Detail |
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double objectiveFunction(double[] x)
x
- Vector of parameters for the statistical function.
double pi(double[] x)
x
- Vector of parameters to evaluate.
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