org.drip.spline.basis

Class FunctionSetBuilder

java.lang.Object

org.drip.spline.basis.FunctionSetBuilder

public class FunctionSetBuilder
extends java.lang.Object

This class implements the basis set and spline builder for the following types of splines: - Exponential basis tension splines - Hyperbolic basis tension splines - Polynomial basis splines - Bernstein Polynomial basis splines - Kaklis Pandelis basis tension splines This elastic coefficients for the segment using Ck basis splines inside [0,...,1) - Globally [x_0,...,x_1) are extracted for: y = Estimator (Ck, x) * ShapeControl (x) where x is the normalized ordinate mapped as x becomes (x - x_i-1) / (x_i - x_i-1) The inverse quadratic/rational spline is a typical shape controller spline used.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FunctionSetBuilder()

Method Summary

Modifier and Type	Method and Description
static FunctionSet	BernsteinPolynomialBasisSet(PolynomialFunctionSetParams pfsp) This function implements the elastic coefficients for the segment using Bernstein polynomial basis splines inside - [0,...,1) - Globally [x_0,...,x_1): y = Sum (A_i*B^i(x)) i = 0,...,n (0 and n inclusive) where x is the normalized ordinate mapped as x .gte.
static FunctionSet	BSplineBasisSet(BSplineSequenceParams bssp) Construct the BSpline Basis Function Set
static FunctionSet	ExponentialMixtureBasisSet(ExponentialMixtureSetParams emsp) Construct the Exponential Mixture Basis Set y = A + B * exp(-l_1 * x) + C * exp(-l_2 * x) + D * exp(-l_3 * x)
static FunctionSet	ExponentialRationalBasisSet(ExponentialRationalSetParams ersp) Construct the Exponential Rational Basis Set y = A + B / (1+x) + C * exp(-x) + D * exp(-x) / (1+x)
static FunctionSet	ExponentialTensionBasisSet(ExponentialTensionSetParams etsp) This function implements the elastic coefficients for the segment using tension exponential basis splines inside - [0,...,1) - Globally [x_0,...,x_1).
static FunctionSet	HyperbolicTensionBasisSet(ExponentialTensionSetParams etsp) This function implements the elastic coefficients for the segment using tension hyperbolic basis splines inside - [0,...,1) - Globally [x_0,...,x_1).
static FunctionSet	KaklisPandelisBasisSet(KaklisPandelisSetParams kpsp) Construct KaklisPandelis from the polynomial tension basis function set y = A * (1-x) + B * x + C * x * (1-x)^m + D * x^m * (1-x)
static void	main(java.lang.String[] astrArgs)
static FunctionSet	PolynomialBasisSet(PolynomialFunctionSetParams pfsp) This function implements the elastic coefficients for the segment using polynomial basis splines inside [0,...,1) - Globally [x_0,...,x_1): y = Sum (A_i*x^i) i = 0,...,n (0 and n inclusive) where x is the normalized ordinate mapped as x .gte.

Methods inherited from class java.lang.Object

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

Constructor Detail

FunctionSetBuilder

public FunctionSetBuilder()

Method Detail

ExponentialTensionBasisSet

public static final FunctionSet ExponentialTensionBasisSet(ExponentialTensionSetParams etsp)

This function implements the elastic coefficients for the segment using tension exponential basis splines inside - [0,...,1) - Globally [x_0,...,x_1). The segment equation is y = A + B * x + C * exp (Tension * x / (x_i - x_i-1)) + D * exp (-Tension * x / (x_i - x_i-1)) where x is the normalized ordinate mapped as x .gte. (x - x_i-1) / (x_i - x_i-1)

Parameters:

etsp - Exponential Tension Basis set Builder Parameters

Returns:

Exponential Tension Basis Functions

HyperbolicTensionBasisSet

public static final FunctionSet HyperbolicTensionBasisSet(ExponentialTensionSetParams etsp)

This function implements the elastic coefficients for the segment using tension hyperbolic basis splines inside - [0,...,1) - Globally [x_0,...,x_1). The segment equation is y = A + B * x + C * sinh (Tension * x / (x_i - x_i-1)) + D * cosh (Tension * x / (x_i - x_i-1)) where x is the normalized ordinate mapped as x .ge. (x - x_i-1) / (x_i - x_i-1)

Parameters:

etsp - Exponential Tension Basis set Builder Parameters

Returns:

Hyperbolic Tension Basis Set

PolynomialBasisSet

public static final FunctionSet PolynomialBasisSet(PolynomialFunctionSetParams pfsp)

This function implements the elastic coefficients for the segment using polynomial basis splines inside [0,...,1) - Globally [x_0,...,x_1): y = Sum (A_i*x^i) i = 0,...,n (0 and n inclusive) where x is the normalized ordinate mapped as x .gte. (x - x_i-1) / (x_i - x_i-1)

Parameters:

pfsp - Polynomial Basis set Builder Parameters

Returns:

The Polynomial Basis Spline Set

BernsteinPolynomialBasisSet

public static final FunctionSet BernsteinPolynomialBasisSet(PolynomialFunctionSetParams pfsp)

This function implements the elastic coefficients for the segment using Bernstein polynomial basis splines inside - [0,...,1) - Globally [x_0,...,x_1): y = Sum (A_i*B^i(x)) i = 0,...,n (0 and n inclusive) where x is the normalized ordinate mapped as x .gte. (x - x_i-1) / (x_i - x_i-1) and B^i(x) is the Bernstein basis polynomial of order i.

Parameters:

pfsp - Polynomial Basis set Builder Parameters

Returns:

The Bernstein polynomial basis

KaklisPandelisBasisSet

public static final FunctionSet KaklisPandelisBasisSet(KaklisPandelisSetParams kpsp)

Construct KaklisPandelis from the polynomial tension basis function set y = A * (1-x) + B * x + C * x * (1-x)^m + D * x^m * (1-x)

Parameters:

kpsp - Kaklis Pandelis Basis set Builder Parameters

Returns:

The KaklisPandelis Basis Set

ExponentialRationalBasisSet

public static final FunctionSet ExponentialRationalBasisSet(ExponentialRationalSetParams ersp)

Construct the Exponential Rational Basis Set y = A + B / (1+x) + C * exp(-x) + D * exp(-x) / (1+x)

Parameters:

ersp - Exponential Rational Basis set Parameters

Returns:

The Exponential Rational Basis Set

ExponentialMixtureBasisSet

public static final FunctionSet ExponentialMixtureBasisSet(ExponentialMixtureSetParams emsp)

Construct the Exponential Mixture Basis Set y = A + B * exp(-l_1 * x) + C * exp(-l_2 * x) + D * exp(-l_3 * x)

Parameters:

emsp - Exponential Mixture Basis set Parameters

Returns:

The Exponential Mixture Basis Set

BSplineBasisSet

public static final FunctionSet BSplineBasisSet(BSplineSequenceParams bssp)

Construct the BSpline Basis Function Set

Parameters:

bssp - BSpline Basis Set Parameters

Returns:

The BSpline Basis Function Set

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception