Package | Description |
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org.drip.spline.basis |
Modifier and Type | Method and Description |
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static FunctionSet |
FunctionSetBuilder.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)
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