| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.function | |
| com.opengamma.strata.math.impl.statistics.leastsquare |
| Modifier and Type | Class and Description |
|---|---|
class |
ParameterizedCurve
A parameterised curve that gives the both the curve (the function y=f(x) where x and y are scalars) and the
curve sensitivity (dy/dp where p is one of the parameters) for given parameters.
|
class |
ParameterizedSurface
A parameterised surface that gives the both the surface (the function z=f(xy) where xy is
a 2D point and z is a scalar) and the surface sensitivity
(dz/dp where p is one of the parameters) for given parameters.
|
| Modifier and Type | Method and Description |
|---|---|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
DoubleArray sigma,
ParameterizedFunction<Double,DoubleArray,Double> func,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available
but an array of measurements errors is.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
DoubleArray sigma,
ParameterizedFunction<Double,DoubleArray,Double> func,
ParameterizedFunction<Double,DoubleArray,DoubleArray> grad,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and measurement
errors are available.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
DoubleArray sigma,
ParameterizedFunction<Double,DoubleArray,Double> func,
ParameterizedFunction<Double,DoubleArray,DoubleArray> grad,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and measurement
errors are available.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
double sigma,
ParameterizedFunction<Double,DoubleArray,Double> func,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available
but a measurement error is.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
double sigma,
ParameterizedFunction<Double,DoubleArray,Double> func,
ParameterizedFunction<Double,DoubleArray,DoubleArray> grad,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and a single
measurement error are available.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
double sigma,
ParameterizedFunction<Double,DoubleArray,Double> func,
ParameterizedFunction<Double,DoubleArray,DoubleArray> grad,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and a single
measurement error are available.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
ParameterizedFunction<Double,DoubleArray,Double> func,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
ParameterizedFunction<Double,DoubleArray,Double> func,
ParameterizedFunction<Double,DoubleArray,DoubleArray> grad,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray x,
DoubleArray y,
ParameterizedFunction<Double,DoubleArray,Double> func,
ParameterizedFunction<Double,DoubleArray,DoubleArray> grad,
DoubleArray startPos)
Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.