Examples of com.opengamma.analytics.financial.model.volatility.smile.fitting.MixedLogNormalModelFitter.solve()

    if (n == 3 || !_globalBetaSearch) {
      fixed.set(1); //fixed beta
    }


    //do a global fit first
    final LeastSquareResultsWithTransform gRes = globalFitter.solve(start, fixed);


    if (n == 3) {
      if (gRes.getChiSq() / n > 1.0) {
        s_logger.warn("chi^2 on SABR fit to ", +n + " points is " + gRes.getChiSq());
      }

        //
        //        DoubleMatrix1D res = rootFinder.getRoot(tf.getFittingFunction(),tf.getFittingJacobian(), start);
        //        double[] root = TRANSFORM.inverseTransform(res).getData();


        final SmileModelFitter<MixedLogNormalModelData> fitter = new MixedLogNormalModelFitter(forward, tStrikes, expiry, tVols, errors, MODEL, 2, true);
        final LeastSquareResultsWithTransform lRes = fitter.solve(start, fixed);
        if (lRes.getChiSq() > 3.0) {
          s_logger.warn("chi^2 on 3-point SABR fit #" + i + " is " + lRes.getChiSq());
        }
        modelParams[i] = new MixedLogNormalModelData(lRes.getModelParameters().getData());

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