Regression Fixed Point Finder Bracketing Regressor Set

lakshmiDRIP / DROP

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

https://lakshmidrip.github.io/DROP/

Apache License 2.0

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Regression Fixed Point Finder Bracketing Regressor Set #840

Open lakshmiDRIP opened 5 years ago

lakshmiDRIP commented 5 years ago

BracketingRegressorSet implements regression run for the Primitive Bracketing Fixed Point Search Method. It implements the following 4 primitive bracketing schemes: Bisection, False Position, Quadratic, and Inverse Quadratic.

Module = Numerical Core Module
Library = Algorithm Support Library
Project = Regression
Package = Fixed Point Finder