Package org.drip.regression.fixedpointfinder

Class FixedPointFinderRegressionEngine

java.lang.Object

org.drip.regression.core.RegressionEngine

org.drip.regression.fixedpointfinder.FixedPointFinderRegressionEngine

public class FixedPointFinderRegressionEngine
extends RegressionEngine

FixedPointFinderRegressionEngine implements the RegressionEngine for the Fixed Point Finder regression. It adds the OpenRegressorSet, the BracketingRegressorSet, and the CompoundBracketingRegressorSet, and launches the regression engine.

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

Author:

Lakshmi Krishnamurthy

Field Summary

Fields inherited from class org.drip.regression.core.RegressionEngine

REGRESSION_DETAIL_MODULE_AGGREGATED, REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED, REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED, REGRESSION_DETAIL_STATS

Constructor Summary

Constructors

Constructor	Description
FixedPointFinderRegressionEngine(int iNumRuns, int iRegressionDetail)	FixedPointFinderRegressionEngine Constuctor

Method Summary

Methods inherited from class org.drip.regression.core.RegressionEngine

initRegressionEnv

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

FixedPointFinderRegressionEngine

public FixedPointFinderRegressionEngine(int iNumRuns,
int iRegressionDetail)
                                 throws java.lang.Exception

FixedPointFinderRegressionEngine Constuctor

Parameters:

iNumRuns - Number of Runs

iRegressionDetail - Regression Detail Setting

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid