| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.statistics.leastsquare |
| Modifier and Type | Class and Description |
|---|---|
class |
GeneralizedLeastSquareResults<T>
Generalized least square calculator.
|
class |
LeastSquareResultsWithTransform
Container for the results of a least square (minimum chi-square) fit, where some model (with a set of parameters), is calibrated
to a data set, but the model parameters are first transformed to some fitting parameters (usually to impose some constants).
|
class |
LeastSquareWithPenaltyResults
Hold for results of
NonLinearLeastSquareWithPenalty. |
| 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,
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 observedValues,
DoubleArray sigma,
Function<DoubleArray,DoubleArray> func,
DoubleArray startPos)
Use this when the model is given as a function of its parameters only (i.e.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray observedValues,
DoubleArray sigma,
Function<DoubleArray,DoubleArray> func,
DoubleArray startPos,
DoubleArray maxJumps)
Use this when the model is given as a function of its parameters only (i.e.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray observedValues,
DoubleArray sigma,
Function<DoubleArray,DoubleArray> func,
Function<DoubleArray,DoubleMatrix> jac,
DoubleArray startPos)
Use this when the model is given as a function of its parameters only (i.e.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray observedValues,
DoubleArray sigma,
Function<DoubleArray,DoubleArray> func,
Function<DoubleArray,DoubleMatrix> jac,
DoubleArray startPos,
DoubleArray maxJumps)
Use this when the model is given as a function of its parameters only (i.e.
|
LeastSquareResults |
NonLinearLeastSquare.solve(DoubleArray observedValues,
DoubleArray sigma,
Function<DoubleArray,DoubleArray> func,
Function<DoubleArray,DoubleMatrix> jac,
DoubleArray startPos,
Function<DoubleArray,Boolean> constraints,
DoubleArray maxJumps)
Use this when the model is given as a function of its parameters only (i.e.
|
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 observedValues,
Function<DoubleArray,DoubleArray> func,
DoubleArray startPos)
Use this when the model is given as a function of its parameters only (i.e.
|
| Constructor and Description |
|---|
LeastSquareResults(LeastSquareResults from) |
LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult) |
LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult,
NonLinearParameterTransforms transform) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.