/src/main/java/net/finmath/montecarlo/conditionalexpectation/MonteCarloConditionalExpectationRegressionLocalizedOnDependents.java
XTX[i][j] = basisFunctions[i].mult( basisFunctions[j]).getAverage( ) ;super( basisFunctionsEstimator, basisFunctionsPredictor) ;
super ( basisFunctionsEstimator, basisFunctionsPredictor ) ;
import org.apache.commons.math3.linear.SingularValueDecomposition; import net.finmath.stochastic.RandomVariable; import net.finmath.stochastic.Scalar; public class MonteCarloConditionalExpectationRegressionLocalizedOnDependents extends MonteCarloConditionalExpectationRegression { private final double standardDeviations; public MonteCarloConditionalExpectationRegressionLocalizedOnDependents(final RandomVariable[] basisFunctionsEstimator, final RandomVariable[] basisFunctionsPredictor, final double standardDeviations) { <extra_id_0> this.standardDeviations = standardDeviations; } public MonteCarloConditionalExpectationRegressionLocalizedOnDependents(final RandomVariable[] basisFunctionsEstimator, final double standardDeviations) { super(basisFunctionsEstimator); this.standardDeviations = standardDeviations; }