MonteCarloConditionalExpectationRegressionFactory (finmath lib 5.0.5 API)

All Known Implementing Classes:

MonteCarloConditionalExpectationLinearRegressionFactory, MonteCarloConditionalExpectationLocalizedOnDependentRegressionFactory
```
public interface MonteCarloConditionalExpectationRegressionFactory
```
Interface implemented by classes providing a ConditionalExpectationEstimator for conditional expectation estimation.

Author:

Christian Fries

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`ConditionalExpectationEstimator`	`getConditionalExpectationEstimator(RandomVariable[] basisFunctionsEstimator, RandomVariable[] basisFunctionsPredictor)`	Creates an object implementing a `ConditionalExpectationEstimator` for conditional expectation estimation.

- Method Detail
  - getConditionalExpectationEstimator
```
ConditionalExpectationEstimator getConditionalExpectationEstimator(RandomVariable[] basisFunctionsEstimator,
                                                                   RandomVariable[] basisFunctionsPredictor)
```
    Creates an object implementing a ConditionalExpectationEstimator for conditional expectation estimation.
    
    Parameters:
    
    basisFunctionsEstimator - A vector of random variables to be used as basis functions for estimation.
    
    basisFunctionsPredictor - A vector of random variables to be used as basis functions for prediction.
    
    Returns:
    
    An object implementing a ConditionalExpectationEstimator.