com.opengamma.strata.math.impl.minimization

Interface ParameterLimitsTransform

All Known Implementing Classes:

DoubleRangeLimitTransform, NullTransform, SingleRangeLimitTransform

public interface ParameterLimitsTransform

Interface for objects containing functions that can transform constrained model parameters into unconstrained fitting parameters and vice versa. It also provides functions that will provide the gradient of the functions that perform these transformations. Let y be the model parameter and yStar the transformed (fitting) parameter, then we write y* = f(y)

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	ParameterLimitsTransform.LimitType Types of the limits.

Method Summary

Modifier and Type	Method and Description
double	inverseTransform(double y) A function to transform an unconstrained fitting parameter (y*) to a constrained model parameter (y) - i.e.
double	inverseTransformGradient(double y) The gradient of the function used to transform from a fitting parameter that can take any value, to a model parameter that is only allows to take certain values.
double	transform(double x) A function to transform a constrained model parameter (y) to an unconstrained fitting parameter (y*) - i.e.
double	transformGradient(double x) The gradient of the function used to transform from a model parameter that is only allows to take certain values, to a fitting parameter that can take any value.

Method Detail

transform

double transform(double x)

A function to transform a constrained model parameter (y) to an unconstrained fitting parameter (y*) - i.e. y* = f(y)

Parameters:

x - Model parameter

Returns:

Fitting parameter

inverseTransform

double inverseTransform(double y)

A function to transform an unconstrained fitting parameter (y*) to a constrained model parameter (y) - i.e. y = f^-1(y*)

Parameters:

y - Fitting parameter

Returns:

Model parameter

transformGradient

double transformGradient(double x)

The gradient of the function used to transform from a model parameter that is only allows to take certain values, to a fitting parameter that can take any value.

Parameters:

x - Model parameter

Returns:

the gradient

inverseTransformGradient

double inverseTransformGradient(double y)

The gradient of the function used to transform from a fitting parameter that can take any value, to a model parameter that is only allows to take certain values.

Parameters:

y - fitting parameter

Returns:

the gradient