org.drip.spline.segment

Class BestFitFlexurePenalizer

java.lang.Object

org.drip.spline.segment.BestFitFlexurePenalizer

public class BestFitFlexurePenalizer
extends java.lang.Object

This Class implements the Segment's Best Fit, Curvature, and Length Penalizers. It provides the following functionality: - Compute the Cross-Curvature Penalty for the given Basis Pair. - Compute the Cross-Length Penalty for the given Basis Pair. - Compute the Best Fit Cross-Product Penalty for the given Basis Pair. - Compute the Basis Pair Penalty Coefficient for the Best Fit and the Curvature Penalties. - Compute the Penalty Constraint for the Basis Pair.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BestFitFlexurePenalizer(LatentStateInelastic ics, SegmentFlexurePenaltyControl sfpcCurvature, SegmentFlexurePenaltyControl sfpcLength, SegmentBestFitResponse sbfr, BasisEvaluator lbe) BestFitFlexurePenalizer constructor

Method Summary

Modifier and Type	Method and Description
double	basisBestFitPenalty(int iBasisIndexI, int iBasisIndexR) Compute the Best Fit Cross-Product Penalty for the given Basis Pair
double	basisPairConstraintCoefficient(int iBasisIndexI, int iBasisIndexR) Compute the Basis Pair Penalty Coefficient for the Best Fit and the Curvature Penalties
double	basisPairCurvaturePenalty(int iBasisIndexI, int iBasisIndexR) Compute the Cross-Curvature Penalty for the given Basis Pair
double	basisPairLengthPenalty(int iBasisIndexI, int iBasisIndexR) Compute the Cross-Length Penalty for the given Basis Pair
double	basisPairPenaltyConstraint(int iBasisIndexR) Compute the Penalty Constraint for the Basis Pair

Methods inherited from class java.lang.Object

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

Constructor Detail

BestFitFlexurePenalizer

public BestFitFlexurePenalizer(LatentStateInelastic ics,
                               SegmentFlexurePenaltyControl sfpcCurvature,
                               SegmentFlexurePenaltyControl sfpcLength,
                               SegmentBestFitResponse sbfr,
                               BasisEvaluator lbe)
                        throws java.lang.Exception

BestFitFlexurePenalizer constructor

Parameters:

ics - Segment Inelastics

sfpcCurvature - Curvature Penalty Parameters

sfpcLength - Length Penalty Parameters

sbfr - Best Fit Weighted Response

lbe - The Local Basis Evaluator

Throws:

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

Method Detail

basisPairCurvaturePenalty

public double basisPairCurvaturePenalty(int iBasisIndexI,
                                        int iBasisIndexR)
                                 throws java.lang.Exception

Compute the Cross-Curvature Penalty for the given Basis Pair

Parameters:

iBasisIndexI - I Basis Index (I is the Summation Index)

iBasisIndexR - R Basis Index (R is the Separator Index)

Returns:

The Cross-Curvature Penalty for the given Basis Pair

Throws:

java.lang.Exception - Thrown if the Cross-Curvature Penalty cannot be computed

basisPairLengthPenalty

public double basisPairLengthPenalty(int iBasisIndexI,
                                     int iBasisIndexR)
                              throws java.lang.Exception

Compute the Cross-Length Penalty for the given Basis Pair

Parameters:

iBasisIndexI - I Basis Index (I is the Summation Index)

iBasisIndexR - R Basis Index (R is the Separator Index)

Returns:

The Cross-Length Penalty for the given Basis Pair

Throws:

java.lang.Exception - Thrown if the Cross-Length Penalty cannot be computed

basisBestFitPenalty

public double basisBestFitPenalty(int iBasisIndexI,
                                  int iBasisIndexR)
                           throws java.lang.Exception

Compute the Best Fit Cross-Product Penalty for the given Basis Pair

Parameters:

iBasisIndexI - I Basis Index (I is the Summation Index)

iBasisIndexR - R Basis Index (R is the Separator Index)

Returns:

The Best Fit Cross-Product Penalty for the given Basis Pair

Throws:

java.lang.Exception - Thrown if the Best Fit Cross-Product Penalty cannot be computed

basisPairConstraintCoefficient

public double basisPairConstraintCoefficient(int iBasisIndexI,
                                             int iBasisIndexR)
                                      throws java.lang.Exception

Compute the Basis Pair Penalty Coefficient for the Best Fit and the Curvature Penalties

Parameters:

iBasisIndexI - I Basis Index (I is the Summation Index)

iBasisIndexR - R Basis Index (R is the Separator Index)

Returns:

The Basis Pair Penalty Coefficient for the Fitness and the Curvature Penalties

Throws:

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

basisPairPenaltyConstraint

public double basisPairPenaltyConstraint(int iBasisIndexR)
                                  throws java.lang.Exception

Compute the Penalty Constraint for the Basis Pair

Parameters:

iBasisIndexR - R Basis Index (R is the Separator Index)

Returns:

Penalty Constraint for the Basis Pair

Throws:

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