org.jquantlib.math.optimization

Class LeastSquareFunction

java.lang.Object

org.jquantlib.math.optimization.CostFunction

org.jquantlib.math.optimization.LeastSquareFunction

public class LeastSquareFunction
extends CostFunction

Method Summary

Modifier and Type	Method and Description
void	gradient(Array grad_f, Array x) Method to overload to compute gradient(f), the first derivative of the cost function with respect to
double	value(Array x) Method to overload to compute the cost function value in
double	valueAndGradient(Array grad_f, Array x) Method to overload to compute gradient(f), the first derivative of the cost function with respect to and also the cost function
Array	values(Array x) Method to overload to compute the cost function values in

Methods inherited from class org.jquantlib.math.optimization.CostFunction

finiteDifferenceEpsilon

Methods inherited from class java.lang.Object

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

Method Detail

value

public double value(Array x)

Description copied from class: CostFunction

Method to overload to compute the cost function value in

Specified by:

value in class CostFunction

gradient

public void gradient(Array grad_f,
                     Array x)

Description copied from class: CostFunction

Method to overload to compute gradient(f), the first derivative of the cost function with respect to

Overrides:

gradient in class CostFunction

valueAndGradient

public double valueAndGradient(Array grad_f,
                               Array x)

Description copied from class: CostFunction

Method to overload to compute gradient(f), the first derivative of the cost function with respect to and also the cost function

Overrides:

valueAndGradient in class CostFunction

values

public Array values(Array x)

Description copied from class: CostFunction

Method to overload to compute the cost function values in

Specified by:

values in class CostFunction