org.jquantlib.math.optimization

Class NonLinearLeastSquare

java.lang.Object

org.jquantlib.math.optimization.NonLinearLeastSquare

public class NonLinearLeastSquare
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
NonLinearLeastSquare(Constraint c)
NonLinearLeastSquare(Constraint c, double accuracy, int maxiter)
NonLinearLeastSquare(Constraint c, double accuracy, int maxiter, OptimizationMethod om)

Method Summary

Modifier and Type	Method and Description
Array	perform(LeastSquareProblem lsProblem)
void	setInitialValue(Array initialValue)

Methods inherited from class java.lang.Object

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

Constructor Detail

NonLinearLeastSquare

public NonLinearLeastSquare(Constraint c,
                            double accuracy,
                            int maxiter)

NonLinearLeastSquare

public NonLinearLeastSquare(Constraint c)

NonLinearLeastSquare

public NonLinearLeastSquare(Constraint c,
                            double accuracy,
                            int maxiter,
                            OptimizationMethod om)

Method Detail

perform

public Array perform(LeastSquareProblem lsProblem)

setInitialValue

public void setInitialValue(Array initialValue)