NonLinearParameterTransforms (OpenGamma Strata)

All Known Implementing Classes:

UncoupledParameterTransforms
```
public interface NonLinearParameterTransforms
```
Describes the transformation (and its inverse) from a set of n variables (e.g. model parameters) to a set of m variables (e.g. fitting parameters), where m <= n.The principle use is in constrained optimisation, where the valid values of the parameters of a model live in some hyper-volume in R^n, but we wish to work with unconstrained variables in R^m.
The model parameters are denoted as y and the unconstrained variables as y*, which are related by the vector function y* = f(y), and its inverse y = f^-1(y*). The i,j element of the Jacobian is the rate of change of the i^th element of y* with respect to the j ^th element of y, which is a (matrix) function of y, i.e. J(y). The inverse Jacobian is the rate of change of y with respect to y*, i.e. J^-1(y*). These four functions must be provided by implementations of this interface.

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`int`	`getNumberOfFittingParameters()`
`int`	`getNumberOfModelParameters()`
`DoubleMatrix`	`inverseJacobian(DoubleArray fittingParameters)`	Calculates the inverse Jacobian - the rate of change of the model parameters WRT the fitting parameters.
`DoubleArray`	`inverseTransform(DoubleArray fittingParameters)`	Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters.
`DoubleMatrix`	`jacobian(DoubleArray modelParameters)`	Calculates the Jacobian - the rate of change of the fitting parameters WRT the model parameters.
`DoubleArray`	`transform(DoubleArray modelParameters)`	Transforms from a set of model parameters to a (possibly smaller) set of unconstrained fitting parameters.

- Method Detail
  - getNumberOfModelParameters
```
int getNumberOfModelParameters()
```
  - getNumberOfFittingParameters
```
int getNumberOfFittingParameters()
```
  - transform
```
DoubleArray transform(DoubleArray modelParameters)
```
    Transforms from a set of model parameters to a (possibly smaller) set of unconstrained fitting parameters.
    
    Parameters:
    
    modelParameters - the model parameters
    
    Returns:
    
    The fitting parameters
  - inverseTransform
```
DoubleArray inverseTransform(DoubleArray fittingParameters)
```
    Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters.
    
    Parameters:
    
    fittingParameters - The fitting parameters
    
    Returns:
    
    The model parameters
  - jacobian
```
DoubleMatrix jacobian(DoubleArray modelParameters)
```
    Calculates the Jacobian - the rate of change of the fitting parameters WRT the model parameters.
    
    Parameters:
    
    modelParameters - The model parameters
    
    Returns:
    
    The Jacobian
  - inverseJacobian
```
DoubleMatrix inverseJacobian(DoubleArray fittingParameters)
```
    Calculates the inverse Jacobian - the rate of change of the model parameters WRT the fitting parameters.
    
    Parameters:
    
    fittingParameters - The fitting parameters
    
    Returns:
    
    the inverse Jacobian