Package com.opengamma.strata.math.impl.statistics.leastsquare

Class Summary

Class	Description
GeneralizedLeastSquare	Generalized least square method.
GeneralizedLeastSquareResults<T>	Generalized least square calculator.
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.
LeastSquareResultsWithTransform	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).
LeastSquareWithPenaltyResults	Hold for results of NonLinearLeastSquareWithPenalty.
NonLinearLeastSquare	Non linear least square calculator.
NonLinearLeastSquareWithPenalty	Modification to NonLinearLeastSquare to use a penalty function add to the normal chi^2 term of the form $a^TPa$ where $a$ is the vector of model parameters sort and P is some matrix.