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 |