/// <summary>
/// This regression method is private and called in other regression methods </summary>
/// <param name="xDataMatrix"> _nData x (_degree + 1) matrix whose low vector is (xData[i]^0, xData[i]^1, ..., xData[i]^{_degree}) </param>
/// <param name="yDataVector"> the y-values </param>
/// <param name="nData"> Number of data points </param>
/// <param name="degree"> the degree </param>
private LeastSquaresRegressionResult regress(DoubleMatrix xDataMatrix, DoubleArray yDataVector, int nData, int degree)
{
Decomposition <QRDecompositionResult> qrComm = new QRDecompositionCommons();
DecompositionResult decompResult = qrComm.apply(xDataMatrix);
_qrResult = (QRDecompositionResult)decompResult;
DoubleMatrix qMatrix = _qrResult.Q;
DoubleMatrix rMatrix = _qrResult.R;
double[] betas = backSubstitution(qMatrix, rMatrix, yDataVector, degree);
double[] residuals = residualsSolver(xDataMatrix, betas, yDataVector);
for (int i = 0; i < degree + 1; ++i)
{
ArgChecker.isFalse(double.IsNaN(betas[i]), "Input is too large or small");
}
for (int i = 0; i < nData; ++i)
{
ArgChecker.isFalse(double.IsNaN(residuals[i]), "Input is too large or small");
}
return(new LeastSquaresRegressionResult(betas, residuals, 0.0, null, 0.0, 0.0, null, null, true));
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void testRecoverOrginal()
public virtual void testRecoverOrginal()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.math.linearalgebra.DecompositionResult result = QR.apply(A);
DecompositionResult result = QR.apply(A);
assertTrue(result is QRDecompositionResult);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final QRDecompositionResult qr = (QRDecompositionResult) result;
QRDecompositionResult qr = (QRDecompositionResult)result;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix q = qr.getQ();
DoubleMatrix q = qr.Q;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix r = qr.getR();
DoubleMatrix r = qr.R;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix a = (com.opengamma.strata.collect.array.DoubleMatrix) ALGEBRA.multiply(q, r);
DoubleMatrix a = (DoubleMatrix)ALGEBRA.multiply(q, r);
checkEquals(A, a);
}
