Package org.drip.regression.fixedpointfinder

Class CompoundBracketingRegressorSet

java.lang.Object
org.drip.regression.fixedpointfinder.CompoundBracketingRegressorSet
All Implemented Interfaces:
RegressorSet
public class CompoundBracketingRegressorSet
extends java.lang.Object
implements RegressorSet
CompoundBracketingRegressorSet implements regression run for the Compound Bracketing Fixed Point Search Method. It implements the following 2 compound bracketing schemes: Brent and Zheng.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    CompoundBracketingRegressorSet()
    CompoundBracketingRegressorSet 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

    • CompoundBracketingRegressorSet

      public CompoundBracketingRegressorSet()
      CompoundBracketingRegressorSet 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