Package com.opengamma.analytics.math.minimization

Examples of com.opengamma.analytics.math.minimization.ConjugateDirectionVectorMinimizer


        }
        return chiSqr;
      }
    };
    final ScalarMinimizer lineMinimizer = new BrentMinimizer1D();
    final ConjugateDirectionVectorMinimizer minimzer = new ConjugateDirectionVectorMinimizer(lineMinimizer, 1e-6, 10000);
    final DoubleMatrix1D fp = transforms.transform(new DoubleMatrix1D(initialFitParameters));
    final DoubleMatrix1D minPos = minimzer.minimize(function, fp);
    final double chiSquare = function.evaluate(minPos);
    final DoubleMatrix1D res = transforms.inverseTransform(minPos);
    return new LeastSquareResultsWithTransform(new LeastSquareResults(chiSquare, res, new DoubleMatrix2D(new double[N_PARAMETERS][N_PARAMETERS])), transforms);
    // return new LeastSquareResults(chiSquare, res, new DoubleMatrix2D(new double[N_PARAMETERS][N_PARAMETERS]));
  }
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