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]);
}
}
}
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");
}
}
}