Package org.drip.regression.core

Regression Engine Core - Unit Regressors
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    RegressorSet
    RegressorSet interface provides the Regression set stubs.
    UnitRegressor
    UnitRegressor provides the stub functionality for the Individual Regressors.
  • Class Summary
    Class Description
    RegressionEngine
    RegressionEngine provides the control and frame-work functionality for the General Purpose Regression Suite.
    RegressionRunDetail
    RegressionRunDetail contains named field level detailed output of the regression activity.
    RegressionRunOutput
    RegressionRunOutput contains the output of a single regression activity.
    UnitRegressionExecutor
    UnitRegressionExecutor implements the UnitRegressor, and splits the regression execution into pre-, execute, and post-regression.
    UnitRegressionStat
    UnitRegressionStat creates the statistical details for the Unit Regressor.