GradientHelper.h File Reference

Numerical derivative and Laplace profiling helpers for nuisance parameters. More...

#include <algorithm>
#include <cmath>
#include <iomanip>
#include <iostream>
#include <limits>
#include <sstream>
#include <string>
#include <set>
#include <stdexcept>
#include <utility>
#include <vector>
#include "Math.h"
#include "IProfileableLikelihood.h"

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Classes
struct	EtaDerivatives
	First-order derivatives of the likelihood with respect to selected nuisance parameters. More...
struct	LaplaceProfileComputation
	Result of a Laplace nuisance-profile computation. More...
struct	LaplaceProfileOptions
	Numerical controls for the hybrid Laplace/Newton nuisance profiler. More...

Detailed Description

Numerical derivative and Laplace profiling helpers for nuisance parameters.

The helpers in this header support fast profiling of nuisance parameters in likelihood scans. They provide finite-difference derivatives, Hessian regularization, stationarity diagnostics and a hybrid Laplace/Newton refinement scheme.

See also

IProfileableLikelihood

Profiler

Definition in file GradientHelper.h.