org.drip.regression.spline

Class LagrangePolynomialStretchRegressor

java.lang.Object

org.drip.regression.core.UnitRegressionExecutor

org.drip.regression.spline.LagrangePolynomialStretchRegressor

All Implemented Interfaces:

UnitRegressor

public class LagrangePolynomialStretchRegressor
extends UnitRegressionExecutor

LagrangePolynomialStretchRegressor implements the local control basis spline regressor for the given basis spline. As part of the regression run, it executes the following: - Calibrate and compute the left and the right Jacobian. - Insert the Local Control Hermite, Cardinal, and Catmull-Rom knots. - Compute an intermediate value Jacobian.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LagrangePolynomialStretchRegressor(java.lang.String strName, java.lang.String strScenarioName)

Method Summary

Modifier and Type	Method and Description
boolean	execRegression() Execute the regression call within this function
boolean	postRegression(RegressionRunDetail rnvd) Clean-up of the objects set-up for the regression
boolean	preRegression() One-time initialization to set up the objects needed for the regression

Methods inherited from class org.drip.regression.core.UnitRegressionExecutor

getName, regress

Methods inherited from class java.lang.Object

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

Constructor Detail

LagrangePolynomialStretchRegressor

public LagrangePolynomialStretchRegressor(java.lang.String strName,
                                          java.lang.String strScenarioName)
                                   throws java.lang.Exception

Throws:

java.lang.Exception

Method Detail

preRegression

public boolean preRegression()

Description copied from class: UnitRegressionExecutor

One-time initialization to set up the objects needed for the regression

Overrides:

preRegression in class UnitRegressionExecutor

Returns:

TRUE - Initialization successful

execRegression

public boolean execRegression()

Description copied from class: UnitRegressionExecutor

Execute the regression call within this function

Specified by:

execRegression in class UnitRegressionExecutor

Returns:

The result of the regression

postRegression

public boolean postRegression(RegressionRunDetail rnvd)

Description copied from class: UnitRegressionExecutor

Clean-up of the objects set-up for the regression

Overrides:

postRegression in class UnitRegressionExecutor

Parameters:

rnvd - Regression Run Detail object to capture the regression details

Returns:

TRUE - Clean-up successful