org.drip.spline.bspline

Class SegmentMonicBasisFunction

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.spline.bspline.SegmentBasisFunction

org.drip.spline.bspline.SegmentMonicBasisFunction

public class SegmentMonicBasisFunction
extends SegmentBasisFunction

SegmentMonicBasisFunction implements the local monic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions. SegmentMonicBasisFunction uses the left/right TensionBasisHat instances to achieve its implementation goals.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
SegmentMonicBasisFunction(TensionBasisHat tbhLeft, TensionBasisHat tbhRight) SegmentMonicBasisFunction constructor

Method Summary

Modifier and Type	Method and Description
double	derivative(double dblPredictorOrdinate, int iOrder) Calculate the derivative as a double
double	evaluate(double dblPredictorOrdinate) Evaluate for the given variate
double	integrate(double dblBegin, double dblEnd) Integrate over the given range
double	normalizedCumulative(double dblPredictorOrdinate) Evaluate the Cumulative Normalized Integrand up to the given ordinate
double	normalizer() Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.

Methods inherited from class org.drip.spline.bspline.SegmentBasisFunction

bSplineOrder, following, leading, trailing

Methods inherited from class org.drip.function.definition.R1ToR1

differential, differential, maxima, maxima, minima, minima

Methods inherited from class java.lang.Object

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

Constructor Detail

SegmentMonicBasisFunction

public SegmentMonicBasisFunction(TensionBasisHat tbhLeft,
                                 TensionBasisHat tbhRight)
                          throws java.lang.Exception

SegmentMonicBasisFunction constructor

Parameters:

tbhLeft - Left Tension Basis Hat Function

tbhRight - Right Tension Basis Hat Function

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Detail

evaluate

public double evaluate(double dblPredictorOrdinate)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

dblPredictorOrdinate - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

derivative

public double derivative(double dblPredictorOrdinate,
                         int iOrder)
                  throws java.lang.Exception

Description copied from class: R1ToR1

Calculate the derivative as a double

Overrides:

derivative in class R1ToR1

Parameters:

dblPredictorOrdinate - Variate at which the derivative is to be calculated

iOrder - Order of the derivative to be computed

Returns:

The Derivative

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

integrate

public double integrate(double dblBegin,
                        double dblEnd)
                 throws java.lang.Exception

Description copied from class: R1ToR1

Integrate over the given range

Overrides:

integrate in class R1ToR1

Parameters:

dblBegin - Range Begin

dblEnd - Range End

Returns:

The Integrated Value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

normalizer

public double normalizer()
                  throws java.lang.Exception

Description copied from class: SegmentBasisFunction

Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.

Specified by:

normalizer in class SegmentBasisFunction

Returns:

The Complete Envelope Integrand.

Throws:

java.lang.Exception - Thrown if the Complete Envelope Integrand cannot be calculated.

normalizedCumulative

public double normalizedCumulative(double dblPredictorOrdinate)
                            throws java.lang.Exception

Description copied from class: SegmentBasisFunction

Evaluate the Cumulative Normalized Integrand up to the given ordinate

Specified by:

normalizedCumulative in class SegmentBasisFunction

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

Returns:

The Cumulative Normalized Integrand up to the given ordinate

Throws:

java.lang.Exception - Thrown if input is invalid