Uses of Class
net.finmath.optimizer.StochasticLevenbergMarquardt
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Packages that use StochasticLevenbergMarquardt Package Description 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 StochasticLevenbergMarquardt in net.finmath.optimizer
Subclasses of StochasticLevenbergMarquardt in net.finmath.optimizer Modifier and Type Class Description class
StochasticLevenbergMarquardtAD
This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.Methods in net.finmath.optimizer that return StochasticLevenbergMarquardt Modifier and Type Method Description StochasticLevenbergMarquardt
StochasticLevenbergMarquardt. clone()
Create a clone of this LevenbergMarquardt optimizer.StochasticLevenbergMarquardt
StochasticLevenbergMarquardt. 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.StochasticLevenbergMarquardt
StochasticLevenbergMarquardt. getCloneWithModifiedTargetValues(RandomVariable[] newTargetVaues, RandomVariable[] newWeights, boolean isUseBestParametersAsInitialParameters)
Create a clone of this LevenbergMarquardt optimizer with a new vector for the target values and weights.
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