@Test(expectedExceptions = IllegalArgumentException.class) public void testTransformNullParameters() { PARAMS.transform(null); }
@Test(expectedExceptions = IllegalArgumentException.class) public void testTransformWrongParameters() { PARAMS.transform(DoubleArray.of(1, 2)); }
@Test public void testTransformAndInverse() { final DoubleArray functionParameters = DoubleArray.of(1, 2, 6, 4); assertEquals(PARAMS.inverseTransform(PARAMS.transform(functionParameters)), functionParameters); } }
transFunc.getFittingFunction(), transFunc.getFittingJacobian(), transform.transform(initialValues)); LeastSquareResultsWithTransform resTransform = new LeastSquareResultsWithTransform(res, transform); vols = updateParameters(sabrDefinition, vols, resTransform.getModelParameters());
DoubleArray errors = DoubleArray.of(nCaplets, n -> errorList.get(currentStart + n)); LeastSquareResults res = solver.solve(adjustedPrices, errors, transFunc.getFittingFunction(), transFunc.getFittingJacobian(), transform.transform(start)); LeastSquareResultsWithTransform resTransform = new LeastSquareResultsWithTransform(res, transform); vols = updateParameters(vols, nExpiries, i, betaFix, resTransform.getModelParameters());