org.jquantlib.math.optimization

Class ProjectedCostFunction

java.lang.Object

org.jquantlib.math.optimization.CostFunction

org.jquantlib.math.optimization.ProjectedCostFunction

public class ProjectedCostFunction
extends CostFunction

Constructor Summary

Constructors

Constructor and Description
ProjectedCostFunction(CostFunction costFunction, Array parameterValues, boolean[] parametersFreedoms)

Method Summary

Modifier and Type	Method and Description
Array	include(Array projectedParameters)
void	mapFreeParameters(Array parametersValues)
Array	project(Array parameters)
double	value(Array freeParameters) Method to overload to compute the cost function value in
Array	values(Array freeParameters) Method to overload to compute the cost function values in

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

finiteDifferenceEpsilon, gradient, valueAndGradient

Methods inherited from class java.lang.Object

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

Constructor Detail

ProjectedCostFunction

public ProjectedCostFunction(CostFunction costFunction,
                             Array parameterValues,
                             boolean[] parametersFreedoms)

Method Detail

mapFreeParameters

public void mapFreeParameters(Array parametersValues)

value

public double value(Array freeParameters)

Description copied from class: CostFunction

Method to overload to compute the cost function value in

Specified by:

value in class CostFunction

values

public Array values(Array freeParameters)

Description copied from class: CostFunction

Method to overload to compute the cost function values in

Specified by:

values in class CostFunction

project

public Array project(Array parameters)

include

public Array include(Array projectedParameters)