org.drip.spline.bspline

Class SegmentBasisFunctionSet

java.lang.Object

org.drip.spline.basis.FunctionSet

org.drip.spline.bspline.SegmentBasisFunctionSet

public class SegmentBasisFunctionSet
extends FunctionSet

SegmentBasisFunctionSet class implements per-segment function set for B Splines and tension splines. Derived implementations expose explicit targeted basis functions.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
SegmentBasisFunctionSet(int iNumBasisToUse, double dblTension, R1ToR1[] aAUHat) SegmentBasisFunctionSet constructor

Method Summary

Modifier and Type	Method and Description
double	tension() Retrieve the Tension Parameter

Methods inherited from class org.drip.spline.basis.FunctionSet

indexedBasisFunction, numBasis

Methods inherited from class java.lang.Object

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

Constructor Detail

SegmentBasisFunctionSet

public SegmentBasisFunctionSet(int iNumBasisToUse,
                               double dblTension,
                               R1ToR1[] aAUHat)
                        throws java.lang.Exception

SegmentBasisFunctionSet constructor

Parameters:

iNumBasisToUse - Number of Basis in the Hat Basis Set to Use

dblTension - Tension Parameter

aAUHat - The Hat Representation Function Set

Throws:

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

Method Detail

tension

public double tension()

Retrieve the Tension Parameter

Returns:

The Tension Parameter