001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018 package org.apache.commons.math.estimation;
019
020 /**
021 * This interface represents solvers for estimation problems.
022 *
023 * <p>The classes which are devoted to solve estimation problems
024 * should implement this interface. The problems which can be handled
025 * should implement the {@link EstimationProblem} interface which
026 * gather all the information needed by the solver.</p>
027 *
028 * <p>The interface is composed only of the {@link #estimate estimate}
029 * method.</p>
030 *
031 * @see EstimationProblem
032 *
033 * @version $Revision: 754732 $ $Date: 2009-03-15 15:30:44 -0400 (Sun, 15 Mar 2009) $
034 * @since 1.2
035 * @deprecated as of 2.0, everything in package org.apache.commons.math.estimation has
036 * been deprecated and replaced by package org.apache.commons.math.optimization.general
037 *
038 */
039 @Deprecated
040 public interface Estimator {
041
042 /**
043 * Solve an estimation problem.
044 *
045 * <p>The method should set the parameters of the problem to several
046 * trial values until it reaches convergence. If this method returns
047 * normally (i.e. without throwing an exception), then the best
048 * estimate of the parameters can be retrieved from the problem
049 * itself, through the {@link EstimationProblem#getAllParameters
050 * EstimationProblem.getAllParameters} method.</p>
051 *
052 * @param problem estimation problem to solve
053 * @exception EstimationException if the problem cannot be solved
054 *
055 */
056 public void estimate(EstimationProblem problem)
057 throws EstimationException;
058
059 /**
060 * Get the Root Mean Square value.
061 * Get the Root Mean Square value, i.e. the root of the arithmetic
062 * mean of the square of all weighted residuals. This is related to the
063 * criterion that is minimized by the estimator as follows: if
064 * <em>c</em> is the criterion, and <em>n</em> is the number of
065 * measurements, then the RMS is <em>sqrt (c/n)</em>.
066 * @see #guessParametersErrors(EstimationProblem)
067 *
068 * @param problem estimation problem
069 * @return RMS value
070 */
071 public double getRMS(EstimationProblem problem);
072
073 /**
074 * Get the covariance matrix of estimated parameters.
075 * @param problem estimation problem
076 * @return covariance matrix
077 * @exception EstimationException if the covariance matrix
078 * cannot be computed (singular problem)
079 */
080 public double[][] getCovariances(EstimationProblem problem)
081 throws EstimationException;
082
083 /**
084 * Guess the errors in estimated parameters.
085 * @see #getRMS(EstimationProblem)
086 * @param problem estimation problem
087 * @return errors in estimated parameters
088 * @exception EstimationException if the error cannot be guessed
089 */
090 public double[] guessParametersErrors(EstimationProblem problem)
091 throws EstimationException;
092
093 }