org.drip.spline.params

Class SegmentBestFitResponse

java.lang.Object

org.drip.spline.params.SegmentBestFitResponse

public class SegmentBestFitResponse
extends java.lang.Object

SegmentBestFitResponse implements basis per-segment Fitness Penalty Parameter Set. Currently it contains the Best Fit Penalty Weight Grid Matrix and the corresponding Segment Local Predictor Ordinate/Response Match Pair.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
static SegmentBestFitResponse	Create(double[] adblPredictorOrdinate, double[] adblResponseValue) Construct the SegmentBestFitResponse Instance from the given Predictor Ordinate/Response Pairs, using Uniform Weightings.
static SegmentBestFitResponse	Create(double[] adblPredictorOrdinate, double[] adblResponseValue, double[] adblWeight) Construct the SegmentBestFitResponse Instance from the given Inputs
int	numPoint() Retrieve the Number of Fitness Points
double[]	predictorOrdinate() Retrieve the Array of Predictor Ordinates
double	predictorOrdinate(int iIndex) Retrieve the Indexed Predictor Ordinate Element
double[]	response() Retrieve the Array of Responses
double	response(int iIndex) Retrieve the Indexed Response Element
double[]	weight() Retrieve the Array of the Fitness Weights
double	weight(int iIndex) Retrieve the Indexed Fitness Weight Element

Methods inherited from class java.lang.Object

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

Method Detail

Create

public static final SegmentBestFitResponse Create(double[] adblPredictorOrdinate,
                                                  double[] adblResponseValue,
                                                  double[] adblWeight)

Construct the SegmentBestFitResponse Instance from the given Inputs

Parameters:

adblPredictorOrdinate - Array of Predictor Ordinates

adblResponseValue - Array of Response Values

adblWeight - Array of Weights

Returns:

Instance of SegmentBestFitResponse

Create

public static final SegmentBestFitResponse Create(double[] adblPredictorOrdinate,
                                                  double[] adblResponseValue)

Construct the SegmentBestFitResponse Instance from the given Predictor Ordinate/Response Pairs, using Uniform Weightings.

Parameters:

adblPredictorOrdinate - Array of Predictor Ordinates

adblResponseValue - Array of Response Values

Returns:

Instance of SegmentBestFitResponse

weight

public double[] weight()

Retrieve the Array of the Fitness Weights

Returns:

The Array of the Fitness Weights

weight

public double weight(int iIndex)
              throws java.lang.Exception

Retrieve the Indexed Fitness Weight Element

Parameters:

iIndex - The Element Index

Returns:

The Indexed Fitness Weight Element

Throws:

java.lang.Exception - Thrown if the Index is Invalid

predictorOrdinate

public double[] predictorOrdinate()

Retrieve the Array of Predictor Ordinates

Returns:

The Array of Predictor Ordinates

predictorOrdinate

public double predictorOrdinate(int iIndex)
                         throws java.lang.Exception

Retrieve the Indexed Predictor Ordinate Element

Parameters:

iIndex - The Element Index

Returns:

The Indexed Predictor Ordinate Element

Throws:

java.lang.Exception - Thrown if the Index is Invalid

response

public double[] response()

Retrieve the Array of Responses

Returns:

The Array of Responses

response

public double response(int iIndex)
                throws java.lang.Exception

Retrieve the Indexed Response Element

Parameters:

iIndex - The Element Index

Returns:

The Indexed Response Element

Throws:

java.lang.Exception - Thrown if the Index is Invalid

numPoint

public int numPoint()

Retrieve the Number of Fitness Points

Returns:

The Number of Fitness Points