Package com.opengamma.strata.math.impl.statistics.leastsquare

Class Summary Class Description GeneralizedLeastSquare Generalized least square method.GeneralizedLeastSquareResults<T> Generalized least square calculator.LeastSquareResults Container for the results of a least square (minimum chisquare) fit, where some model (with a set of parameters), is calibrated to a data set.LeastSquareResultsWithTransform Container for the results of a least square (minimum chisquare) 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).LeastSquareWithPenaltyResults Hold for results ofNonLinearLeastSquareWithPenalty
.NonLinearLeastSquare Non linear least square calculator.NonLinearLeastSquareWithPenalty Modification to NonLinearLeastSquare to use a penalty function add to the normal chi^2 term of the form $a^TPa$ where $a$ is the vector of model parameters sort and P is some matrix.