Package 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.

• Module = Computational Core Module
• Library = Computation Support
• Project = Regression Engine Core and the Unit Regressors
• Package = Regression Engine Core - Unit Regressors

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	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	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 Details

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 Details

initRegressionEnv

public boolean initRegressionEnv()

One-time initialization of the regression engine environment

Returns:

TRUE - Regression Environment initialized successfully