com.opengamma.strata.math.impl.regression

Class WeightedLeastSquaresRegression

java.lang.Object

com.opengamma.strata.math.impl.regression.LeastSquaresRegression

com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegression

public class WeightedLeastSquaresRegression
extends LeastSquaresRegression

Constructor Summary

Constructors

Constructor and Description
WeightedLeastSquaresRegression()

Method Summary

Modifier and Type	Method and Description
LeastSquaresRegressionResult	regress(double[][] x, double[][] weights, double[] y, boolean useIntercept)
LeastSquaresRegressionResult	regress(double[][] x, double[] weights, double[] y, boolean useIntercept)

Methods inherited from class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

addInterceptVariable, checkData, checkData, checkData, convertArray, convertArray, writeArrayAsVector

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

WeightedLeastSquaresRegression

public WeightedLeastSquaresRegression()

Method Detail

regress

public LeastSquaresRegressionResult regress(double[][] x,
                                            double[][] weights,
                                            double[] y,
                                            boolean useIntercept)

Specified by:

regress in class LeastSquaresRegression

regress

public LeastSquaresRegressionResult regress(double[][] x,
                                            double[] weights,
                                            double[] y,
                                            boolean useIntercept)