| updateResidualsAndCost() |  | 0% | | n/a | 1 | 1 | 6 | 6 | 1 | 1 |
| updateJacobian() | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
| squareRoot(RealMatrix) |  | 78% | | 75% | 1 | 3 | 2 | 8 | 0 | 1 |
| computeWeightedJacobian(double[]) | | 93% | | 88% | 1 | 5 | 1 | 17 | 0 | 1 |
| getCovariances(double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getCovariances() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| AbstractLeastSquaresOptimizer() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| guessParametersErrors() | | 100% | | 100% | 0 | 3 | 0 | 8 | 0 | 1 |
| computeResiduals(double[]) | | 100% | | 100% | 0 | 3 | 0 | 7 | 0 | 1 |
| setUp() | | 100% | | n/a | 0 | 1 | 0 | 8 | 0 | 1 |
| computeSigma(double[], double) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
| optimize(int, DifferentiableMultivariateVectorFunction, double[], double[], double[]) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| optimize(int, MultivariateDifferentiableVectorFunction, double[], double[], double[]) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| computeCovariances(double[], double) | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 |
| computeCost(double[]) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getRMS() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| optimizeInternal(int, MultivariateDifferentiableVectorFunction, OptimizationData[]) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getChiSquare() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| AbstractLeastSquaresOptimizer(ConvergenceChecker) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getWeightSquareRoot() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| setCost(double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getJacobianEvaluations() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |