Package com.opengamma.analytics.math.minimization

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

79
80
81
82
83
84
85
86
87
88
89
    //        ArgumentChecker.isTrue(parameters[i] >= 0.0, "parameters {} have value {}, must be >= 0", i, parameters[i]);
    //        ArgumentChecker.isTrue(parameters[i] <= 1.0, "parameters {} have value {}, must be <= 1.0", i, parameters[i]);
    //      }
    //    }

    _sto = new SumToOne(n);
    _parameters = parameters;
    _sigmas = new double[n];
    _sigmas[0] = _parameters[0];
    for (int i = 1; i < n; i++) {
      _sigmas[i] = _sigmas[i - 1] + _parameters[i];
View Full Code Here
131
132
133
134
135
136
137
138
139
140
141
    _sigmas = sigmas;
    _w = weights;
    _f = new double[n];
    Arrays.fill(_f, 1.0);

    _sto = new SumToOne(n);
    _parameters = new double[_nParams];
    _parameters[0] = sigmas[0];
    for (int i = 1; i < n; i++) {
      final double temp = sigmas[i] - sigmas[i - 1];
      ArgumentChecker.isTrue(temp >= 0, "sigmas must be increasing"); //TODO drop this and parallel sort into increasing order
View Full Code Here
178
179
180
181
182
183
184
185
186
187
188
    _sigmas = sigmas;
    _w = weights;
    _f = relativePartialForwards;
    _nParams = 3 * n - 2;

    _sto = new SumToOne(n);
    _parameters = new double[_nParams];
    _parameters[0] = sigmas[0];
    for (int i = 1; i < n; i++) {
      final double temp = sigmas[i] - sigmas[i - 1];
      ArgumentChecker.isTrue(temp >= 0, "sigmas must be increasing"); //TODO drop this and parallel sort into increasing order
View Full Code Here
68
69
70
71
72
73
74
75
76
77
78
    //check parameters
    for (int i = 0; i < n; i++) {
      ArgumentChecker.isTrue(parameters[i] >= 0.0, "parameters {} have value {}, must be >= 0", i, parameters[i]);
    }

    _sto = new SumToOne(n);
    _parameters = parameters;
    _sigmas = new double[n];
    _sigmas[0] = _parameters[0];
    for (int i = 1; i < n; i++) {
      _sigmas[i] = _sigmas[i - 1] + _parameters[i];
View Full Code Here
111
112
113
114
115
116
117
118
119
120
121
    _sigmas = sigmas;
    _w = weights;
    _mus = new double[n];
    Arrays.fill(_mus, 0.0);

    _sto = new SumToOne(n);
    _parameters = new double[_nParams];
    _parameters[0] = sigmas[0];
    for (int i = 1; i < n; i++) {
      final double temp = sigmas[i] - sigmas[i - 1];
      ArgumentChecker.isTrue(temp >= 0, "sigmas must be increasing"); //TODO drop this and parallel sort into increasing order
View Full Code Here
151
152
153
154
155
156
157
158
159
160
161
    _sigmas = sigmas;
    _w = weights;
    _mus = mus;
    _nParams = 3 * n - 1;

    _sto = new SumToOne(n);
    _parameters = new double[_nParams];
    _parameters[0] = sigmas[0];
    for (int i = 1; i < n; i++) {
      final double temp = sigmas[i] - sigmas[i - 1];
      ArgumentChecker.isTrue(temp >= 0, "sigmas must be increasing"); //TODO drop this and parallel sort into increasing order
View Full Code Here
TOP

Related Classes of com.opengamma.analytics.math.minimization.SumToOne

  • com.opengamma.analytics.financial.model.volatility.smile.function.MixedLogNormalModelData
  • com.opengamma.analytics.financial.model.volatility.smile.function.MultiHorizonMixedLogNormalModelData
  • com.opengamma.analytics.math.matrix.DoubleMatrix1D
  • com.opengamma.analytics.math.matrix.DoubleMatrix2D
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.