Uses of Class
dev.nm.analysis.root.univariate.NoRootFoundException
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Packages that use NoRootFoundException Package Description dev.nm.analysis.root.multivariate dev.nm.analysis.root.univariate tech.nmfin.portfoliooptimization.markowitz -
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Uses of NoRootFoundException in dev.nm.analysis.root.multivariate
Methods in dev.nm.analysis.root.multivariate that throw NoRootFoundException Modifier and Type Method Description VectorNewtonSystemRoot. solve(RealScalarFunction[] f, Vector guess)Searches for a root, x such that f(x) = 0.VectorNewtonSystemRoot. solve(RealVectorFunction f, Vector guess)Searches for a root, x such that f(x) = 0. -
Uses of NoRootFoundException in dev.nm.analysis.root.univariate
Methods in dev.nm.analysis.root.univariate that throw NoRootFoundException Modifier and Type Method Description doubleBisectionRoot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)doubleHalleyRoot. solve(UnivariateRealFunction f, double guess)Search for a root, x, in the interval [lower, upper] such that f(x) = 0.doubleHalleyRoot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)doubleHalleyRoot. solve(UnivariateRealFunction f, UnivariateRealFunction df, UnivariateRealFunction d2f, double guess)Search for a root, x, in the interval [lower, upper] such that f(x) = 0.doubleNewtonRoot. solve(UnivariateRealFunction f, double guess)doubleNewtonRoot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)doubleNewtonRoot. solve(UnivariateRealFunction f, UnivariateRealFunction df_, double guess)Searches for a root, x, in the interval [lower, upper] such that f(x) = 0.doubleUniroot. solve(UnivariateRealFunction f, double lower, double upper, double... guess)Search for a root, x, in the interval [lower, upper] such that f(x) = 0. -
Uses of NoRootFoundException in tech.nmfin.portfoliooptimization.markowitz
Methods in tech.nmfin.portfoliooptimization.markowitz that throw NoRootFoundException Modifier and Type Method Description doubleMarkowitzByQP. getRiskAversionCoefficientForTargetReturn(double r, double lower, double upper, int maxIterations)doubleMarkowitzByQP. getRiskAversionCoefficientForTargetVariance(double var, double lower, double upper, int maxIterations)
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