org.drip.regression.core

Class RegressionEngine

java.lang.Object

org.drip.regression.core.RegressionEngine

Direct Known Subclasses:

BasisSplineRegressionEngine, CreditAnalyticsRegressionEngine, CurveJacobianRegressionEngine, FixedPointFinderRegressionEngine

public class RegressionEngine
extends java.lang.Object

RegressionEngine provides the control and frame-work functionality for the General Purpose Regression Suite. It invokes the following steps as part of the execution: - Initialize the regression environment. This step sets up the regression sets, and adds individual regressors to the set. - Invoke the regressors in each set one by one. - Collect the results and details of the regression runs. - Compile the regression statistics. - Optionally display the regression statistics.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	REGRESSION_DETAIL_MODULE_AGGREGATED Regression outputs rolled up to Modules
static int	REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED Regression outputs rolled up to Module Units
static int	REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED Regression outputs decomposed at individual Module Units
static int	REGRESSION_DETAIL_STATS Regression Output: Statistics

Method Summary

Modifier and Type	Method and Description
boolean	initRegressionEnv() One-time initialization of the regression engine environment

Methods inherited from class java.lang.Object

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

Field Detail

REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED

public static final int REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED

Regression outputs decomposed at individual Module Units

See Also:

Constant Field Values

REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED

public static final int REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED

Regression outputs rolled up to Module Units

See Also:

Constant Field Values

REGRESSION_DETAIL_MODULE_AGGREGATED

public static final int REGRESSION_DETAIL_MODULE_AGGREGATED

Regression outputs rolled up to Modules

See Also:

Constant Field Values

REGRESSION_DETAIL_STATS

public static final int REGRESSION_DETAIL_STATS

Regression Output: Statistics

See Also:

Constant Field Values

Method Detail

initRegressionEnv

public boolean initRegressionEnv()

One-time initialization of the regression engine environment

Returns:

TRUE - Regression Environment initialized successfully