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Main
- Class in
montecarlo
Program control for replicating the Monte Carlo experiments in Bajari, Hong, and Ryan (2009).
Main()
- Constructor for class montecarlo.
Main
main(String[])
- Static method in class montecarlo.
Main
matmat_f77(double[][], double[][], double[][], int, int, int)
- Static method in class newtonSolver.
Blas_f77
This method multiplies an n x p matrix by a p x r matrix.
mattran_f77(double[][], double[][], int, int)
- Static method in class newtonSolver.
Blas_f77
This method obtains the transpose of an n x p matrix.
matvec_f77(double[][], double[], double[], int, int)
- Static method in class newtonSolver.
Blas_f77
This method multiplies an n x p matrix by a p x 1 vector.
mcmcFunction
- Interface in
mcmcSolver
This interface defines the methods for the statistical function needed in the LTE estimator method of Hong and Chernozhukov.
mcmcSolver
- package mcmcSolver
Contains an implementation of the Laplace-type estimator/optimizer from Chernozhukov and Hong (2003).
mean(Matrix, int)
- Static method in class utility.
pmUtility
Returns the mean of a given column in a matrix.
meanAbsoluteDeviations(Matrix, int, double)
- Static method in class utility.
pmUtility
Returns the mean absolute deviations of a column of a matrix against a number.
median(Matrix, int)
- Static method in class utility.
pmUtility
Returns the median of a given column in a matrix.
medianAbsoluteDeviations(Matrix, int, double)
- Static method in class utility.
pmUtility
Returns the median absolute deviation of a column of a matrix against a number.
montecarlo
- package montecarlo
Contains Main and its associated helper classes used to generate the Monte Carlo results in Bajari, Hong, and Ryan (2009).
MonteCarloTask
- Class in
montecarlo
Task for evaluating a run of the estimator on a single set of fake data.
MonteCarloTask(int, int, int)
- Constructor for class montecarlo.
MonteCarloTask
Constructor for Monte Carlo Task.
mvmltl_f77(int, double[][], double[], double[])
- Method in class newtonSolver.
Uncmin_f77
The mvmltl_f77 method computes y = Lx where L is a lower triangular matrix stored in A.
mvmlts_f77(int, double[][], double[], double[])
- Method in class newtonSolver.
Uncmin_f77
The mvmlts_f77 method computes y = Ax where A is a symmetric matrix stored in its lower triangular part.
mvmltu_f77(int, double[][], double[], double[])
- Method in class newtonSolver.
Uncmin_f77
The mvmltu_f77 method computes Y = (L transpose)X where L is a lower triangular matrix stored in A (L transpose is taken implicitly).
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