mcmcSolver
Interface mcmcFunction

All Known Implementing Classes:
GameMinimization

public interface mcmcFunction

This interface defines the methods for the statistical function needed in the LTE estimator method of Hong and Chernozhukov.


Method Summary
 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

objectiveFunction

double objectiveFunction(double[] x)
This should return the value of the statistical function at the vector of parameters x.

Parameters:
x - Vector of parameters for the statistical function.
Returns:
Returns the value of the statistical function at x.

pi

double pi(double[] x)
This is a weight or prior probability density that is strictly positive and continous over the parameter space.

Parameters:
x - Vector of parameters to evaluate.
Returns:
The probability associated with this vector of parameters.