public override bool Equals(object obj)
{
if (this == obj)
{
return(true);
}
if (obj == null)
{
return(false);
}
if (this.GetType() != obj.GetType())
{
return(false);
}
LeastSquareResults other = (LeastSquareResults)obj;
if (System.BitConverter.DoubleToInt64Bits(_chiSq) != Double.doubleToLongBits(other._chiSq))
{
return(false);
}
if (!Objects.Equals(_covariance, other._covariance))
{
return(false);
}
if (!Objects.Equals(_inverseJacobian, other._inverseJacobian))
{
return(false);
}
return(Objects.Equals(_parameters, other._parameters));
}
public virtual void testBSplineFit()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final GeneralizedLeastSquare gls = new GeneralizedLeastSquare();
GeneralizedLeastSquare gls = new GeneralizedLeastSquare();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final LeastSquareResults results = gls.solve(X, Y, SIGMA, BASIS_FUNCTIONS);
LeastSquareResults results = gls.solve(X, Y, SIGMA, BASIS_FUNCTIONS);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.function.Function<double, double> spline = new com.opengamma.strata.math.impl.interpolation.BasisFunctionAggregation<>(BASIS_FUNCTIONS, results.getFitParameters().toArray());
System.Func <double, double> spline = new BasisFunctionAggregation <double, double>(BASIS_FUNCTIONS, results.FitParameters.toArray());
assertEquals(0.0, results.ChiSq, 1e-12);
assertEquals(-0.023605293, spline(0.5), 1e-8);
if (PRINT)
{
Console.WriteLine("Chi^2:\t" + results.ChiSq);
Console.WriteLine("weights:\t" + results.FitParameters);
for (int i = 0; i < 101; i++)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double x = 0 + i * 2.0 / 100.0;
double x = 0 + i * 2.0 / 100.0;
Console.WriteLine(x + "\t" + spline(x));
}
for (int i = 0; i < X.Length; i++)
{
Console.WriteLine(X[i] + "\t" + Y[i]);
}
}
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void testEquals()
public virtual void testEquals()
{
LeastSquareResults ls1 = new LeastSquareResults(1.0, PARAMS, COVAR);
LeastSquareResults ls2 = new LeastSquareResults(1.0, DoubleArray.of(1.0, 2.0), DoubleMatrix.copyOf(new double[][]
{
new double[] { 0.1, 0.2 },
new double[] { 0.2, 0.3 }
}));
assertEquals(ls1, ls2);
ls2 = new LeastSquareResults(1.0, PARAMS, COVAR, null);
assertEquals(ls1, ls2);
ls2 = new LeastSquareResults(1.1, PARAMS, COVAR);
assertFalse(ls1.Equals(ls2));
ls2 = new LeastSquareResults(1.0, DoubleArray.of(1.1, 2.0), DoubleMatrix.copyOf(new double[][]
{
new double[] { 0.1, 0.2 },
new double[] { 0.2, 0.3 }
}));
assertFalse(ls1.Equals(ls2));
ls2 = new LeastSquareResults(1.0, DoubleArray.of(1.0, 2.0), DoubleMatrix.copyOf(new double[][]
{
new double[] { 0.1, 0.2 },
new double[] { 0.2, 0.4 }
}));
assertFalse(ls1.Equals(ls2));
ls2 = new LeastSquareResults(1.0, PARAMS, COVAR, INV_JAC);
assertFalse(ls1.Equals(ls2));
ls1 = new LeastSquareResults(1, PARAMS, COVAR, INV_JAC);
ls2 = new LeastSquareResults(1, PARAMS, COVAR, COVAR);
assertFalse(ls1.Equals(ls2));
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void testHashCode()
public virtual void testHashCode()
{
LeastSquareResults ls1 = new LeastSquareResults(1.0, PARAMS, COVAR);
LeastSquareResults ls2 = new LeastSquareResults(1.0, DoubleArray.of(1.0, 2.0), DoubleMatrix.copyOf(new double[][]
{
new double[] { 0.1, 0.2 },
new double[] { 0.2, 0.3 }
}));
assertEquals(ls1.GetHashCode(), ls2.GetHashCode(), 0);
ls2 = new LeastSquareResults(1.0, DoubleArray.of(1.0, 2.0), DoubleMatrix.copyOf(new double[][]
{
new double[] { 0.1, 0.2 },
new double[] { 0.2, 0.3 }
}), null);
assertEquals(ls1.GetHashCode(), ls2.GetHashCode(), 0);
ls1 = new LeastSquareResults(1.0, PARAMS, COVAR, INV_JAC);
ls2 = new LeastSquareResults(1.0, DoubleArray.of(1.0, 2.0), DoubleMatrix.copyOf(new double[][]
{
new double[] { 0.1, 0.2 },
new double[] { 0.2, 0.3 }
}), DoubleMatrix.copyOf(new double[][]
{
new double[] { 0.5, 0.6 },
new double[] { 0.7, 0.8 }
}));
assertEquals(ls1.GetHashCode(), ls2.GetHashCode(), 0);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void testRecall()
public virtual void testRecall()
{
const double chiSq = 12.46;
LeastSquareResults res = new LeastSquareResults(chiSq, PARAMS, COVAR);
assertEquals(chiSq, res.ChiSq, 0.0);
for (int i = 0; i < 2; i++)
{
assertEquals(PARAMS.get(i), res.FitParameters.get(i), 0);
for (int j = 0; j < 2; j++)
{
assertEquals(COVAR.get(i, j), res.Covariance.get(i, j), 0);
}
}
res = new LeastSquareResults(chiSq, PARAMS, COVAR, INV_JAC);
assertEquals(chiSq, res.ChiSq, 0.0);
for (int i = 0; i < 2; i++)
{
assertEquals(PARAMS.get(i), res.FitParameters.get(i), 0);
for (int j = 0; j < 2; j++)
{
assertEquals(COVAR.get(i, j), res.Covariance.get(i, j), 0);
assertEquals(INV_JAC.get(i, j), res.FittingParameterSensitivityToData.get(i, j), 0);
}
}
}
public virtual void testBSplineFit2D()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final GeneralizedLeastSquare gls = new GeneralizedLeastSquare();
GeneralizedLeastSquare gls = new GeneralizedLeastSquare();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final LeastSquareResults results = gls.solve(X_SIN_EXP, Y_SIN_EXP, SIGMA_COS_EXP, BASIS_FUNCTIONS_2D);
LeastSquareResults results = gls.solve(X_SIN_EXP, Y_SIN_EXP, SIGMA_COS_EXP, BASIS_FUNCTIONS_2D);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.function.Function<double[], double> spline = new com.opengamma.strata.math.impl.interpolation.BasisFunctionAggregation<>(BASIS_FUNCTIONS_2D, results.getFitParameters().toArray());
System.Func <double[], double> spline = new BasisFunctionAggregation <double[], double>(BASIS_FUNCTIONS_2D, results.FitParameters.toArray());
assertEquals(0.0, results.ChiSq, 1e-16);
assertEquals(0.05161579, spline(new double[] { 4, 3 }), 1e-8);
/*
* Print out function for debugging
*/
if (PRINT)
{
Console.WriteLine("Chi^2:\t" + results.ChiSq);
Console.WriteLine("weights:\t" + results.FitParameters);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] x = new double[2];
double[] x = new double[2];
for (int i = 0; i < 101; i++)
{
x[0] = 0 + i * 10.0 / 100.0;
Console.Write("\t" + x[0]);
}
Console.Write("\n");
for (int i = 0; i < 101; i++)
{
x[0] = -0.0 + i * 10 / 100.0;
Console.Write(x[0]);
for (int j = 0; j < 101; j++)
{
x[1] = -0.0 + j * 10.0 / 100.0;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double y = spline.apply(x);
double y = spline(x);
Console.Write("\t" + y);
}
Console.Write("\n");
}
}
}
public virtual void testPerfectFitVector()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final GeneralizedLeastSquare gls = new GeneralizedLeastSquare();
GeneralizedLeastSquare gls = new GeneralizedLeastSquare();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final LeastSquareResults results = gls.solve(X_TRIG, Y_TRIG, SIGMA_TRIG, VECTOR_TRIG_FUNCTIONS);
LeastSquareResults results = gls.solve(X_TRIG, Y_TRIG, SIGMA_TRIG, VECTOR_TRIG_FUNCTIONS);
assertEquals(0.0, results.ChiSq, 1e-8);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray w = results.getFitParameters();
DoubleArray w = results.FitParameters;
for (int i = 0; i < WEIGHTS.Length; i++)
{
assertEquals(WEIGHTS[i], w.get(i), 1e-8);
}
}
public virtual void testFit()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final GeneralizedLeastSquare gls = new GeneralizedLeastSquare();
GeneralizedLeastSquare gls = new GeneralizedLeastSquare();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] y = new double[Y.length];
double[] y = new double[Y.Length];
for (int i = 0; i < Y.Length; i++)
{
y[i] = Y[i] + SIGMA[i] * NORMAL.nextRandom();
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final LeastSquareResults results = gls.solve(X, y, SIGMA, SIN_FUNCTIONS);
LeastSquareResults results = gls.solve(X, y, SIGMA, SIN_FUNCTIONS);
assertTrue(results.ChiSq < 3 * Y.Length);
}
public LeastSquareResults(LeastSquareResults from) : this(from._chiSq, from._parameters, from._covariance, from._inverseJacobian)
{
}
public LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult, NonLinearParameterTransforms transform) : base(transformedFitResult)
{
ArgChecker.notNull(transform, "null transform");
_transform = transform;
_modelParameters = transform.inverseTransform(FitParameters);
}
public LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult) : base(transformedFitResult)
{
_transform = null;
_modelParameters = transformedFitResult.FitParameters;
_inverseJacobianModelPararms = FittingParameterSensitivityToData;
}