Examples of SumToOne

com.opengamma.analytics.math.minimization.SumToOne
For a set of N-1 "fit" parameters, produces N "model" parameters that sum to one

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

    //        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];

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

    _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

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

    _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

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

    //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];

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

    _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

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

    _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

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