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

Class LeastSquaresRegression

java.lang.Object

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

Direct Known Subclasses:

GeneralizedLeastSquaresRegression, OrdinaryLeastSquaresRegression, WeightedLeastSquaresRegression

public abstract class LeastSquaresRegression
extends Object

Constructor Summary

Constructors

Constructor	Description
LeastSquaresRegression()

Method Summary

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)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LeastSquaresRegression

public LeastSquaresRegression()

Method Detail

regress

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

checkData

protected void checkData(double[][] x,
                         double[][] weights,
                         double[] y)

checkData

protected void checkData(double[][] x,
                         double[] weights,
                         double[] y)

checkData

protected void checkData(double[][] x,
                         double[] y)

addInterceptVariable

protected double[][] addInterceptVariable(double[][] x,
                                          boolean useIntercept)

convertArray

protected double[][] convertArray(double[][] x)

convertArray

protected double[] convertArray(double[] x)

writeArrayAsVector

protected double[] writeArrayAsVector(double[][] x)