org.drip.spline.bspline

Class TensionProcessedBasisHat

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.spline.bspline.TensionBasisHat

org.drip.spline.bspline.TensionProcessedBasisHat

public class TensionProcessedBasisHat
extends TensionBasisHat

TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
TensionProcessedBasisHat(TensionBasisHat tbhRaw, int iDerivOrder) TensionProcessedBasisHat 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	normalizer() Compute the Normalizer

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

in, left, right, tension

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

TensionProcessedBasisHat

public TensionProcessedBasisHat(TensionBasisHat tbhRaw,
                                int iDerivOrder)
                         throws java.lang.Exception

TensionProcessedBasisHat constructor

Parameters:

tbhRaw - The Raw TBH

iDerivOrder - Derivative Order off of the Raw TBH

Throws:

java.lang.Exception - Thrown if the input is 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: TensionBasisHat

Compute the Normalizer

Specified by:

normalizer in class TensionBasisHat

Returns:

The Normalizer

Throws:

java.lang.Exception - Thrown if the Normalizer cannot be computed