Class LeastSquaresRegression
- java.lang.Object
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- com.opengamma.strata.math.impl.regression.LeastSquaresRegression
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- Direct Known Subclasses:
GeneralizedLeastSquaresRegression
,OrdinaryLeastSquaresRegression
,WeightedLeastSquaresRegression
public abstract class LeastSquaresRegression extends Object
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Constructor Summary
Constructors Constructor Description LeastSquaresRegression()
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description protected double[][]
addInterceptVariable(double[][] x, boolean useIntercept)
protected void
checkData(double[][] x, double[] y)
protected void
checkData(double[][] x, double[][] weights, double[] y)
protected void
checkData(double[][] x, double[] weights, double[] y)
protected double[]
convertArray(double[] x)
protected double[][]
convertArray(double[][] x)
abstract LeastSquaresRegressionResult
regress(double[][] x, double[][] weights, double[] y, boolean useIntercept)
protected double[]
writeArrayAsVector(double[][] x)
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Method Detail
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regress
public abstract LeastSquaresRegressionResult regress(double[][] x, double[][] weights, double[] y, boolean useIntercept)
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checkData
protected void checkData(double[][] x, double[][] weights, double[] y)
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checkData
protected void checkData(double[][] x, double[] weights, double[] y)
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checkData
protected void checkData(double[][] x, double[] y)
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addInterceptVariable
protected double[][] addInterceptVariable(double[][] x, boolean useIntercept)
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convertArray
protected double[][] convertArray(double[][] x)
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convertArray
protected double[] convertArray(double[] x)
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writeArrayAsVector
protected double[] writeArrayAsVector(double[][] x)
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