Package com.opengamma.strata.math.impl.regression

Class GeneralizedLeastSquaresRegression

java.lang.Object

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

com.opengamma.strata.math.impl.regression.GeneralizedLeastSquaresRegression

public class GeneralizedLeastSquaresRegression
extends LeastSquaresRegression

Constructor Summary

Constructors

Constructor	Description
GeneralizedLeastSquaresRegression()

Method Summary

Modifier and Type	Method	Description
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

GeneralizedLeastSquaresRegression

public GeneralizedLeastSquaresRegression()

Method Detail

regress

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

Specified by:

regress in class LeastSquaresRegression