Uses of Class
net.finmath.optimizer.StochasticPathwiseLevenbergMarquardt
Package | Description |
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net.finmath.optimizer |
This package provides classes with numerical algorithm for optimization of
an objective function and a factory to easy construction of the optimizers.
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Uses of StochasticPathwiseLevenbergMarquardt in net.finmath.optimizer
Subclasses of StochasticPathwiseLevenbergMarquardt in net.finmath.optimizer Modifier and Type Class Description class
StochasticPathwiseLevenbergMarquardtAD
This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.Methods in net.finmath.optimizer that return StochasticPathwiseLevenbergMarquardt Modifier and Type Method Description StochasticPathwiseLevenbergMarquardt
StochasticPathwiseLevenbergMarquardt. clone()
Create a clone of this LevenbergMarquardt optimizer.StochasticPathwiseLevenbergMarquardt
StochasticPathwiseLevenbergMarquardt. getCloneWithModifiedTargetValues(List<RandomVariable> newTargetVaues, List<RandomVariable> newWeights, boolean isUseBestParametersAsInitialParameters)
Create a clone of this LevenbergMarquardt optimizer with a new vector for the target values and weights.StochasticPathwiseLevenbergMarquardt
StochasticPathwiseLevenbergMarquardt. getCloneWithModifiedTargetValues(RandomVariable[] newTargetVaues, RandomVariable[] newWeights, boolean isUseBestParametersAsInitialParameters)
Create a clone of this LevenbergMarquardt optimizer with a new vector for the target values and weights.