/src/main/java/net/finmath/montecarlo/conditionalexpectation/MonteCarloConditionalExpectationRegressionLocalizedOnDependents.java
this( basisFunctionsPredictor, basisFunctionsEstimator, 4.0) ;
this ( basisFunctionsEstimator, basisFunctionsPredictor, 4.0 ) ;
this(null, 4.0); } public MonteCarloConditionalExpectationRegressionLocalizedOnDependents(final RandomVariable[] basisFunctions) { this(basisFunctions, 4.0); } public MonteCarloConditionalExpectationRegressionLocalizedOnDependents(final RandomVariable[] basisFunctionsEstimator, final RandomVariable[] basisFunctionsPredictor) { <extra_id_0> } @Override public double[] getLinearRegressionParameters(RandomVariable dependents) { final RandomVariable localizerWeights = dependents.squared().sub(Math.pow(dependents.getStandardDeviation()*standardDeviations,2.0)).choose(new Scalar(0.0), new Scalar(1.0)); final RandomVariable[] basisFunctionsNonLocalized = getBasisFunctionsEstimator().getBasisFunctions(); final RandomVariable[] basisFunctions = new RandomVariable[basisFunctionsNonLocalized.length];