Package | Description |
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org.drip.spline.params | |
org.drip.spline.segment | |
org.drip.spline.stretch |
Modifier and Type | Method and Description |
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SegmentResponseValueConstraint |
ResponseValueSensitivityConstraint.base()
Retrieve the base SRVC Instance
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static SegmentResponseValueConstraint |
SegmentResponseValueConstraint.FromPredictorResponsePair(double dblPredictorOrdinate,
double dblResponseValue)
Generate a SegmentResponseValueConstraint instance from the given predictor/response pair.
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SegmentResponseValueConstraint |
SegmentResponseConstraintSet.getBase()
Retrieve the Base Segment Response Value Constraint
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SegmentResponseValueConstraint |
SegmentResponseConstraintSet.getSensitivity()
Retrieve the Base Segment Response Value Constraint Sensitivity
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SegmentResponseValueConstraint |
ResponseValueSensitivityConstraint.manifestMeasureSensitivity(java.lang.String strManifestMeasure)
Retrieve the SRVC Instance Specified by the Manifest Measure
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Modifier and Type | Method and Description |
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boolean |
SegmentResponseConstraintSet.addBase(SegmentResponseValueConstraint srvcBase)
Add the Base Segment Response Value Constraint
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boolean |
ResponseValueSensitivityConstraint.addManifestMeasureSensitivity(java.lang.String strManifestMeasure,
SegmentResponseValueConstraint srvc)
Add the SRVC Instance corresponding to the specified Manifest Measure
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boolean |
SegmentResponseConstraintSet.addSensitivity(SegmentResponseValueConstraint srvcSensitivity)
Add the Base Segment Response Value Constraint Sensitivity
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Constructor and Description |
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ResponseValueSensitivityConstraint(SegmentResponseValueConstraint srvcBase)
ResponseValueSensitivityConstraint constructor
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Modifier and Type | Method and Description |
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boolean |
LatentStateResponseModel.calibrate(LatentStateResponseModel csPreceeding,
SegmentResponseValueConstraint srvcState,
SegmentBestFitResponse sbfrState)
Calibrate the coefficients from the prior Predictor/Response Segment, the Constraint, and fitness
Weights
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boolean |
LatentStateResponseModel.calibrate(SegmentResponseValueConstraint wrvcStateLeft,
double dblLeftSlope,
SegmentResponseValueConstraint wrvcStateRight,
SegmentBestFitResponse sbfrState)
Calibrate the coefficients from the Left Edge Response Value Constraint, the Left Edge Response Value
Slope, and the Right Edge Response Value Constraint
|
boolean |
LatentStateResponseModel.manifestMeasureSensitivity(LatentStateResponseModel csPreceeding,
java.lang.String strManifestMeasure,
SegmentResponseValueConstraint srvcState,
SegmentResponseValueConstraint srvcManifestSensitivity,
SegmentBestFitResponse sbfrManifestSensitivity)
Compute the Local and the Preceeding Manifest Measure Sensitivity Coefficients from the Preceeding
Segment, the Local Response Value, the Local Response Value Manifest Measure Sensitivity, and the
Local Best Fit Response Sensitivity
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boolean |
LatentStateResponseModel.manifestMeasureSensitivity(java.lang.String strManifestMeasure,
SegmentResponseValueConstraint wrvcStateLeft,
SegmentResponseValueConstraint wrvcStateRight,
double dblLeftSlopeManifestSensitivity,
SegmentResponseValueConstraint wrvcStateLeftManifestSensitivity,
SegmentResponseValueConstraint wrvcStateRightManifestSensitivity,
SegmentBestFitResponse sbfrManifestSensitivity)
Compute the Local and the Preceeding Manifest Measure Sensitivity Coefficients from the Local
Response Value/Sensitivity Constraints at the Left/Right Predictor Ordinate, the Local Left
Response Value Sensitivity Slope, and the Local Best Fit Response Sensitivity
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Modifier and Type | Method and Description |
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static MultiSegmentSequence |
MultiSegmentSequenceModifier.AppendSegment(MultiSegmentSequence mssIn,
double dblPredictorOrdinateAppendRight,
SegmentResponseValueConstraint srvc,
SegmentCustomBuilderControl scbc,
BoundarySettings bs,
int iCalibrationDetail)
Append a Segment to the Right of the Specified Stretch using the Supplied Constraint
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static MultiSegmentSequence |
MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String strName,
double[] adblPredictorOrdinate,
double dblStretchLeftResponseValue,
SegmentResponseValueConstraint[] aSRVC,
SegmentCustomBuilderControl[] aSCBC,
StretchBestFitResponse rbfr,
BoundarySettings bs,
int iCalibrationDetail)
Create a calibrated Stretch Instance over the specified Predictor Ordinates, Response Values, and their
Constraints, using the specified Segment Builder Parameters.
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static MultiSegmentSequence |
MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String strName,
double[] adblPredictorOrdinate,
SegmentResponseValueConstraint srvcStretchLeft,
SegmentResponseValueConstraint[] aSRVC,
SegmentCustomBuilderControl[] aSCBC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail)
Create a calibrated Stretch Instance over the specified Predictor Ordinates and the Response Value
Constraints, with the Segment Builder Parameters.
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static MultiSegmentSequence |
MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String strName,
double[] adblPredictorOrdinate,
SegmentResponseValueConstraint srvcStretchLeft,
SegmentResponseValueConstraint[] aSRVC,
SegmentCustomBuilderControl[] aSCBC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail)
Create a calibrated Stretch Instance over the specified Predictor Ordinates and the Response Value
Constraints, with the Segment Builder Parameters.
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boolean |
SingleSegmentSequence.resetNode(int iNodeIndex,
SegmentResponseValueConstraint srvcReset)
Reset the Predictor Ordinate Node Index with the given Segment Constraint
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boolean |
SingleSegmentLagrangePolynomial.resetNode(int iPredictorOrdinateNodeIndex,
SegmentResponseValueConstraint sprcReset) |
boolean |
CalibratableMultiSegmentSequence.resetNode(int iPredictorOrdinateIndex,
SegmentResponseValueConstraint srvcReset) |
boolean |
MultiSegmentSequence.setup(double dblStretchLeftResponseValue,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge Response and
the Target Constraints.
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boolean |
CalibratableMultiSegmentSequence.setup(double dblLeftStretchResponseValue,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail) |
boolean |
MultiSegmentSequence.setup(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge and the Target
Constraints.
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boolean |
MultiSegmentSequence.setup(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge and the Target
Constraints.
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boolean |
CalibratableMultiSegmentSequence.setup(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail) |
boolean |
CalibratableMultiSegmentSequence.setup(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail) |
boolean |
MultiSegmentSequence.setupHermite(SegmentPredictorResponseDerivative[] aSPRDLeft,
SegmentPredictorResponseDerivative[] aSPRDRight,
SegmentResponseValueConstraint[][] aaSRVC,
StretchBestFitResponse sbfr,
int iSetupMode)
Set up (i.e., calibrate) the individual Segment in the Stretch to the Target Segment Edge Values and
Constraints.
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boolean |
CalibratableMultiSegmentSequence.setupHermite(SegmentPredictorResponseDerivative[] aSPRDLeft,
SegmentPredictorResponseDerivative[] aSPRDRight,
SegmentResponseValueConstraint[][] aaSRVC,
StretchBestFitResponse sbfr,
int iSetupMode) |
Constructor and Description |
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CkSegmentSequenceBuilder(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse rbfr,
BoundarySettings bs)
CkSegmentSequenceBuilder constructor
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CkSegmentSequenceBuilder(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse rbfr,
BoundarySettings bs)
CkSegmentSequenceBuilder constructor
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