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Diffstat (limited to 'src/main/java/org/apache/commons/math/estimation/Estimator.java')
-rw-r--r-- | src/main/java/org/apache/commons/math/estimation/Estimator.java | 90 |
1 files changed, 90 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/estimation/Estimator.java b/src/main/java/org/apache/commons/math/estimation/Estimator.java new file mode 100644 index 0000000..5d6d85a --- /dev/null +++ b/src/main/java/org/apache/commons/math/estimation/Estimator.java @@ -0,0 +1,90 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math.estimation; + +/** + * This interface represents solvers for estimation problems. + * + * <p>The classes which are devoted to solve estimation problems + * should implement this interface. The problems which can be handled + * should implement the {@link EstimationProblem} interface which + * gather all the information needed by the solver.</p> + * + * <p>The interface is composed only of the {@link #estimate estimate} + * method.</p> + * + * @see EstimationProblem + * + * @version $Revision: 811786 $ $Date: 2009-09-06 11:36:08 +0200 (dim. 06 sept. 2009) $ + * @since 1.2 + * @deprecated as of 2.0, everything in package org.apache.commons.math.estimation has + * been deprecated and replaced by package org.apache.commons.math.optimization.general + * + */ +@Deprecated +public interface Estimator { + + /** + * Solve an estimation problem. + * + * <p>The method should set the parameters of the problem to several + * trial values until it reaches convergence. If this method returns + * normally (i.e. without throwing an exception), then the best + * estimate of the parameters can be retrieved from the problem + * itself, through the {@link EstimationProblem#getAllParameters + * EstimationProblem.getAllParameters} method.</p> + * + * @param problem estimation problem to solve + * @exception EstimationException if the problem cannot be solved + * + */ + void estimate(EstimationProblem problem) throws EstimationException; + + /** + * Get the Root Mean Square value. + * Get the Root Mean Square value, i.e. the root of the arithmetic + * mean of the square of all weighted residuals. This is related to the + * criterion that is minimized by the estimator as follows: if + * <em>c</em> is the criterion, and <em>n</em> is the number of + * measurements, then the RMS is <em>sqrt (c/n)</em>. + * @see #guessParametersErrors(EstimationProblem) + * + * @param problem estimation problem + * @return RMS value + */ + double getRMS(EstimationProblem problem); + + /** + * Get the covariance matrix of estimated parameters. + * @param problem estimation problem + * @return covariance matrix + * @exception EstimationException if the covariance matrix + * cannot be computed (singular problem) + */ + double[][] getCovariances(EstimationProblem problem) throws EstimationException; + + /** + * Guess the errors in estimated parameters. + * @see #getRMS(EstimationProblem) + * @param problem estimation problem + * @return errors in estimated parameters + * @exception EstimationException if the error cannot be guessed + */ + double[] guessParametersErrors(EstimationProblem problem) throws EstimationException; + +} |