org.drip.regression.fixedpointfinder

Class BracketingRegressorSet

java.lang.Object

org.drip.regression.fixedpointfinder.BracketingRegressorSet

All Implemented Interfaces:

RegressorSet

public class BracketingRegressorSet
extends java.lang.Object
implements RegressorSet

BracketingRegressorSet implements regression run for the Primitive Bracketing Fixed Point Search Method. It implements the following 4 primitive bracketing schemes: Bisection, False Position, Quadratic, and Inverse Quadratic.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BracketingRegressorSet()

Method Summary

Modifier and Type	Method and Description
java.util.List<UnitRegressor>	getRegressorSet() Retrieve the list of regressors
java.lang.String	getSetName() Retrieve the Regression Set Name
boolean	setupRegressors() Set up the list of Regressors in the set

Methods inherited from class java.lang.Object

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

Constructor Detail

BracketingRegressorSet

public BracketingRegressorSet()

Method Detail

setupRegressors

public boolean setupRegressors()

Description copied from interface: RegressorSet

Set up the list of Regressors in the set

Specified by:

setupRegressors in interface RegressorSet

Returns:

TRUE if set up is successful

getRegressorSet

public java.util.List<UnitRegressor> getRegressorSet()

Description copied from interface: RegressorSet

Retrieve the list of regressors

Specified by:

getRegressorSet in interface RegressorSet

Returns:

List of regressors

getSetName

public java.lang.String getSetName()

Description copied from interface: RegressorSet

Retrieve the Regression Set Name

Specified by:

getSetName in interface RegressorSet

Returns:

Regression Set Name