org.drip.regression.core

Class UnitRegressionExecutor

java.lang.Object

org.drip.regression.core.UnitRegressionExecutor

All Implemented Interfaces:

UnitRegressor

Direct Known Subclasses:

BasisSplineRegressor, LagrangePolynomialStretchRegressor, LocalControlBasisSplineRegressor

public abstract class UnitRegressionExecutor
extends java.lang.Object
implements UnitRegressor

UnitRegressionExecutor implements the UnitRegressor, and splits the regression execution into pre-, execute, and post-regression. It provides default implementations for pre-regression and post-regression. Most typical regressors only need to over-ride the execRegression method.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
abstract boolean	execRegression() Execute the regression call within this function
java.lang.String	getName() Regressor Name
boolean	postRegression(RegressionRunDetail rnvd) Clean-up of the objects set-up for the regression
boolean	preRegression() One-time initialization to set up the objects needed for the regression
RegressionRunOutput	regress() This method performs the feature by feature regression for the given object.

Methods inherited from class java.lang.Object

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

Method Detail

preRegression

public boolean preRegression()

One-time initialization to set up the objects needed for the regression

Returns:

TRUE - Initialization successful

execRegression

public abstract boolean execRegression()

Execute the regression call within this function

Returns:

The result of the regression

postRegression

public boolean postRegression(RegressionRunDetail rnvd)

Clean-up of the objects set-up for the regression

Parameters:

rnvd - Regression Run Detail object to capture the regression details

Returns:

TRUE - Clean-up successful

regress

public RegressionRunOutput regress()

Description copied from interface: UnitRegressor

This method performs the feature by feature regression for the given object.

Specified by:

regress in interface UnitRegressor

Returns:

The calculated Regression Output Object.

getName

public java.lang.String getName()

Description copied from interface: UnitRegressor

Regressor Name

Specified by:

getName in interface UnitRegressor

Returns:

Name of the regressor