Package com.opengamma.analytics.math.function

Examples of com.opengamma.analytics.math.function.DoubleFunction1D.evaluate()

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    double[] yValues = new double[nPts];

    for (int i = 0; i < nPts; ++i) {
      xValues[i] = -5. + 10 * i / (nPts - 1);
      //xValues[i] = 3. * (randObj.nextDouble() + .5);
      yValues[i] = func.evaluate(xValues[i]);
    }

    PolynomialsLeastSquaresFitterResult result = regObj.regressVerbose(xValues, yValues, degree, false);

    final double[] coeffResult = result.getCoeff();
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    for (int i = 0; i < nPts; ++i) {
      //  xValues[i] = -5. + 10 * i / (nPts - 1);
      //xValues[i] = 3. * (randObj.nextDouble() + .5);
      xValuesNom[i] = xValues[i] / std - mean / std;
      yValues[i] = func.evaluate(xValuesNom[i]);
    }

    PolynomialsLeastSquaresFitterResult resultNom = regObj.regressVerbose(xValues, yValues, degree, true);
    PolynomialsLeastSquaresFitterResult result = regObj.regressVerbose(xValuesNom, yValues, degree, false);

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    final DoubleFunction1D func = new RealPolynomialFunction1D(coeffResult);

    for (int i = 0; i < 100; ++i) {
      final double k = -5. + 10. * i / 100.;
      System.out.println(k + "\t" + func.evaluate(k));
    }

    System.out.println("\n");
    final double[] resResult = result.getResiduals();
    double resSumSqHalf = 0.;
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