Class LeastSquareResultsWithTransform
- java.lang.Object
-
- com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults
-
- com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform
-
public class LeastSquareResultsWithTransform extends LeastSquareResults
Container for the results of a least square (minimum chi-square) 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).
-
-
Constructor Summary
Constructors Constructor Description LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult)
LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult, NonLinearParameterTransforms transform)
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description boolean
equals(Object obj)
DoubleArray
getModelParameters()
DoubleMatrix
getModelParameterSensitivityToData()
This a matrix where the i,j-th element is the (infinitesimal) sensitivity of the i-th model parameter to the j-th data point, when the fitting parameter are such that the chi-squared is minimised.int
hashCode()
String
toString()
-
Methods inherited from class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults
getChiSq, getCovariance, getFitParameters, getFittingParameterSensitivityToData
-
-
-
-
Constructor Detail
-
LeastSquareResultsWithTransform
public LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult)
-
LeastSquareResultsWithTransform
public LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult, NonLinearParameterTransforms transform)
-
-
Method Detail
-
getModelParameters
public DoubleArray getModelParameters()
-
getModelParameterSensitivityToData
public DoubleMatrix getModelParameterSensitivityToData()
This a matrix where the i,j-th element is the (infinitesimal) sensitivity of the i-th model parameter to the j-th data point, when the fitting parameter are such that the chi-squared is minimised. So it is a type of (inverse) Jacobian, but should not be confused with the model jacobian (sensitivity of model parameters to internal parameters used in calibration procedure) or its inverse.- Returns:
- a matrix
-
hashCode
public int hashCode()
- Overrides:
hashCode
in classLeastSquareResults
-
equals
public boolean equals(Object obj)
- Overrides:
equals
in classLeastSquareResults
-
toString
public String toString()
- Overrides:
toString
in classLeastSquareResults
-
-