Uses of Class
net.finmath.optimizer.StochasticPathwiseLevenbergMarquardt
-
Packages that use StochasticPathwiseLevenbergMarquardt 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. -
-
Uses of StochasticPathwiseLevenbergMarquardt in net.finmath.optimizer
Subclasses of StochasticPathwiseLevenbergMarquardt in net.finmath.optimizer Modifier and Type Class Description classStochasticPathwiseLevenbergMarquardtADThis 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 StochasticPathwiseLevenbergMarquardtStochasticPathwiseLevenbergMarquardt. clone()Create a clone of this LevenbergMarquardt optimizer.StochasticPathwiseLevenbergMarquardtStochasticPathwiseLevenbergMarquardt. 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.StochasticPathwiseLevenbergMarquardtStochasticPathwiseLevenbergMarquardt. getCloneWithModifiedTargetValues(RandomVariable[] newTargetVaues, RandomVariable[] newWeights, boolean isUseBestParametersAsInitialParameters)Create a clone of this LevenbergMarquardt optimizer with a new vector for the target values and weights.
-