public XABRInterpolationImpl(List <double> xBegin, int size, List <double> yBegin, double t,
double forward, List <double?> _params,
List <bool> paramIsFixed, bool vegaWeighted,
EndCriteria endCriteria,
OptimizationMethod optMethod,
double errorAccept, bool useMaxError, int maxGuesses, List <double?> addParams = null)
: base(xBegin, size, yBegin)
{
// XABRCoeffHolder<Model>(t, forward, params, paramIsFixed),
endCriteria_ = endCriteria;
optMethod_ = optMethod;
errorAccept_ = errorAccept;
useMaxError_ = useMaxError;
maxGuesses_ = maxGuesses;
forward_ = forward;
vegaWeighted_ = vegaWeighted;
// if no optimization method or endCriteria is provided, we provide one
if (optMethod_ == null)
{
optMethod_ = new LevenbergMarquardt(1e-8, 1e-8, 1e-8);
}
if (endCriteria_ == null)
{
endCriteria_ = new EndCriteria(60000, 100, 1e-8, 1e-8, 1e-8);
}
coeff_ = new XABRCoeffHolder <Model>(t, forward, _params, paramIsFixed, addParams);
this.coeff_.weights_ = new InitializedList <double>(size, 1.0 / size);
}
public XABRInterpolationImpl(List <double> xBegin, int size, List <double> yBegin, double t,
double forward, List <double?> _params,
List <bool> paramIsFixed, bool vegaWeighted,
EndCriteria endCriteria,
OptimizationMethod optMethod,
double errorAccept, bool useMaxError, int maxGuesses, List <double?> addParams = null,
XABRConstraint constraint = null)
: base(xBegin, size, yBegin)
{
endCriteria_ = endCriteria ?? new EndCriteria(60000, 100, 1e-8, 1e-8, 1e-8);
optMethod_ = optMethod ?? new LevenbergMarquardt(1e-8, 1e-8, 1e-8);
errorAccept_ = errorAccept;
useMaxError_ = useMaxError;
maxGuesses_ = maxGuesses;
forward_ = forward;
vegaWeighted_ = vegaWeighted;
constraint_ = constraint ?? new NoXABRConstraint();
coeff_ = new XABRCoeffHolder <Model>(t, forward, _params, paramIsFixed, addParams);
coeff_.weights_ = new InitializedList <double>(size, 1.0 / size);
}
public virtual void config <Model>(ProjectedCostFunction costFunction, XABRCoeffHolder <Model> coeff,
double forward)
where Model : IModel, new ()
{
}