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