org.drip.spline.grid

Class AggregatedSpan

java.lang.Object

org.drip.spline.grid.AggregatedSpan

All Implemented Interfaces:

Span

public class AggregatedSpan
extends java.lang.Object
implements Span

AggregatedSpan implements the Span interface. Here response from an array of spans whose responses are aggregated by their weights.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
AggregatedSpan(java.util.List<Span> lsSpan, java.util.List<java.lang.Double> lsWeight) AggregatedSpan Constructor

Method Summary

Modifier and Type	Method and Description
boolean	addStretch(MultiSegmentSequence mss) Add a Stretch to the Span
double	calcResponseValue(double dblPredictorOrdinate) Compute the Response from the containing Stretches
double	calcResponseValueDerivative(double dblPredictorOrdinate, int iOrder) Compute the Response Value Derivative from the containing Stretches
java.lang.String	displayString() Display the Span Edge Coordinates
MultiSegmentSequence	getContainingStretch(double dblPredictorOrdinate) Retrieve the first Stretch that contains the Predictor Ordinate
MultiSegmentSequence	getStretch(java.lang.String strName) Retrieve the Stretch by Name
boolean	in(double dblPredictorOrdinate) Check if the Predictor Ordinate is in the Stretch Range
boolean	isMergeState(double dblPredictorOrdinate, LatentStateLabel lsl) Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate
WengertJacobian	jackDResponseDManifestMeasure(java.lang.String strManifestMeasure, double dblPredictorOrdinate, int iOrder) Calculate the Response Derivative to the Manifest Measure at the specified Ordinate
double	left() Retrieve the Left Span Edge
double	right() Retrieve the Right Span Edge

Methods inherited from class java.lang.Object

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

Constructor Detail

AggregatedSpan

public AggregatedSpan(java.util.List<Span> lsSpan,
                      java.util.List<java.lang.Double> lsWeight)
               throws java.lang.Exception

AggregatedSpan Constructor

Parameters:

lsSpan - List of Spans

lsWeight - List of Weights

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

addStretch

public boolean addStretch(MultiSegmentSequence mss)

Description copied from interface: Span

Add a Stretch to the Span

Specified by:

addStretch in interface Span

Parameters:

mss - Stretch to be added

Returns:

TRUE - Stretch added successfully

getContainingStretch

public MultiSegmentSequence getContainingStretch(double dblPredictorOrdinate)

Description copied from interface: Span

Retrieve the first Stretch that contains the Predictor Ordinate

Specified by:

getContainingStretch in interface Span

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

Returns:

The containing Stretch

getStretch

public MultiSegmentSequence getStretch(java.lang.String strName)

Description copied from interface: Span

Retrieve the Stretch by Name

Specified by:

getStretch in interface Span

Parameters:

strName - The Stretch Name

Returns:

The Stretch

left

public double left()
            throws java.lang.Exception

Description copied from interface: Span

Retrieve the Left Span Edge

Specified by:

left in interface Span

Returns:

The Left Span Edge

Throws:

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

right

public double right()
             throws java.lang.Exception

Description copied from interface: Span

Retrieve the Right Span Edge

Specified by:

right in interface Span

Returns:

The Left Span Edge

Throws:

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

calcResponseValue

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

Description copied from interface: Span

Compute the Response from the containing Stretches

Specified by:

calcResponseValue in interface Span

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

Returns:

The Response

Throws:

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

calcResponseValueDerivative

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

Description copied from interface: Span

Compute the Response Value Derivative from the containing Stretches

Specified by:

calcResponseValueDerivative in interface Span

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

iOrder - Order of the Derivative to be calculated

Returns:

The Response Value Derivative

Throws:

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

isMergeState

public boolean isMergeState(double dblPredictorOrdinate,
                            LatentStateLabel lsl)

Description copied from interface: Span

Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate

Specified by:

isMergeState in interface Span

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

lsl - Merge State Label

Returns:

TRUE - The specified Label is part of the Merge State at the specified Predictor Ordinate

jackDResponseDManifestMeasure

public WengertJacobian jackDResponseDManifestMeasure(java.lang.String strManifestMeasure,
                                                     double dblPredictorOrdinate,
                                                     int iOrder)

Description copied from interface: Span

Calculate the Response Derivative to the Manifest Measure at the specified Ordinate

Specified by:

jackDResponseDManifestMeasure in interface Span

Parameters:

strManifestMeasure - Manifest Measure whose Sensitivity is sought

dblPredictorOrdinate - Predictor Ordinate

iOrder - Order of Derivative desired

Returns:

Jacobian of the Response Derivative to the Manifest Measure at the Ordinate

in

public boolean in(double dblPredictorOrdinate)
           throws java.lang.Exception

Description copied from interface: Span

Check if the Predictor Ordinate is in the Stretch Range

Specified by:

in in interface Span

Parameters:

dblPredictorOrdinate - Predictor Ordinate

Returns:

TRUE - Predictor Ordinate is in the Range

Throws:

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

displayString

public java.lang.String displayString()

Description copied from interface: Span

Display the Span Edge Coordinates

Specified by:

displayString in interface Span

Returns:

The Edge Coordinates String