Package 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 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 Details

    • 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