org.drip.function.r1tor1

Class LinearRationalShapeControl

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.LinearRationalShapeControl

public class LinearRationalShapeControl
extends R1ToR1

LinearRationalShapeControl implements the deterministic rational shape control functionality on top of the estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1): y = 1 / [1 + lambda * x] where is the normalized ordinate mapped as x === (x - x_i-1) / (x_i - x_i-1)

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LinearRationalShapeControl(double dblLambda) LinearRationalShapeControl constructor

Method Summary

Modifier and Type	Method and Description
double	derivative(double dblX, int iOrder) Calculate the derivative as a double
double	evaluate(double dblX) Evaluate for the given variate
double	getShapeControlCoefficient() Retrieve the shape control coefficient
double	integrate(double dblBegin, double dblEnd) Integrate over the given range

Methods inherited from class org.drip.function.definition.R1ToR1

differential, differential, maxima, maxima, minima, minima

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LinearRationalShapeControl

public LinearRationalShapeControl(double dblLambda)
                           throws java.lang.Exception

LinearRationalShapeControl constructor

Parameters:

dblLambda - Tension Parameter

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Detail

evaluate

public double evaluate(double dblX)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

dblX - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

derivative

public double derivative(double dblX,
                         int iOrder)
                  throws java.lang.Exception

Description copied from class: R1ToR1

Calculate the derivative as a double

Overrides:

derivative in class R1ToR1

Parameters:

dblX - Variate at which the derivative is to be calculated

iOrder - Order of the derivative to be computed

Returns:

The Derivative

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

integrate

public double integrate(double dblBegin,
                        double dblEnd)
                 throws java.lang.Exception

Description copied from class: R1ToR1

Integrate over the given range

Overrides:

integrate in class R1ToR1

Parameters:

dblBegin - Range Begin

dblEnd - Range End

Returns:

The Integrated Value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

getShapeControlCoefficient

public double getShapeControlCoefficient()

Retrieve the shape control coefficient

Returns:

Shape control coefficient