Package 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 Description
    BracketingRegressorSet()
    BracketingRegressorSet Constructor

  • Method Summary

    Modifier and Type Method 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 Details

    • BracketingRegressorSet

      public BracketingRegressorSet()
      BracketingRegressorSet Constructor

  • Method Details

    • 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