org.drip.spline.stretch

Interface MultiSegmentSequence

All Superinterfaces:

SingleSegmentSequence

All Known Implementing Classes:

CalibratableMultiSegmentSequence, CurveStretch

public interface MultiSegmentSequence
extends SingleSegmentSequence

MultiSegmentSequence is the interface that exposes functionality that spans multiple segments. Its derived instances hold the ordered segment sequence, the segment control parameters, and, if available, the spanning Jacobian. MultiSegmentSequence exports the following group of functionality: - Retrieve the Segments and their Builder Parameters. - Compute the monotonicity details - segment/Stretch level monotonicity, co-monotonicity, local monotonicity. - Check if the Predictor Ordinate is in the Stretch Range, and return the segment index in that case. - Set up (i.e., calibrate) the individual Segments in the Stretch by specifying one/or more of the node parameters and Target Constraints. - Set up (i.e., calibrate) the individual Segment in the Stretch to the Target Segment Edge Values and Constraints. This is also called the Hermite setup - where the segment boundaries are entirely locally set. - Generate a new Stretch by clipping all the Segments to the Left/Right of the specified Predictor Ordinate. Smoothness Constraints will be maintained. - Retrieve the Span Curvature/Length, and the Best Fit DPE's. - Retrieve the Merge Stretch Manager. - Display the Segments.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	CALIBRATE Calibration Detail: Calibrate the Stretch as part of the set up
static int	CALIBRATE_JACOBIAN Calibration Detail: Calibrate the Stretch AND compute Jacobian as part of the set up

Method Summary

Modifier and Type	Method and Description
double	bestFitDPE(StretchBestFitResponse sbfr) Retrieve the Stretch Best Fit DPE
double	calcLeftEdgeDerivative(int iOrder) Calculate the Derivative of the requested order at the Left Edge of the Stretch
double	calcRightEdgeDerivative(int iOrder) Calculate the Derivative of the requested order at the right Edge of the Stretch
SegmentPredictorResponseDerivative	calcSPRD(double dblPredictorOrdinate) Calculate the SPRD at the specified Predictor Ordinate
MultiSegmentSequence	clipLeft(java.lang.String strName, double dblPredictorOrdinate) Generate a new Stretch by clipping all the Segments to the Left of the specified Predictor Ordinate.
MultiSegmentSequence	clipRight(java.lang.String strName, double dblPredictorOrdinate) Generate a new Stretch by clipping all the Segments to the Right of the specified Predictor Ordinate.
int	containingIndex(double dblPredictorOrdinate, boolean bIncludeLeft, boolean bIncludeRight) Return the Index for the Segment containing specified Predictor Ordinate
double	curvatureDPE() Retrieve the Span Curvature DPE
java.lang.String	displayString() Display the Segments
boolean	in(double dblPredictorOrdinate) Check if the Predictor Ordinate is in the Stretch Range
double	lengthDPE() Retrieve the Span Length DPE
MergeSubStretchManager	msm() Retrieve the Merge Stretch Manager if it exists.
java.lang.String	name() Retrieve the Stretch Name
SegmentCustomBuilderControl[]	segmentBuilderControl() Retrieve the Segment Builder Parameters
LatentStateResponseModel[]	segments() Retrieve the Stretch Segments
boolean	setLeftNode(double dblStretchLeftResponse, double dblStretchLeftResponseSlope, double dblStretchRightResponse, StretchBestFitResponse sbfr) Set the Slope at the left Edge of the Stretch
boolean	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.
boolean	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.
boolean	setup(SegmentSequenceBuilder ssb, int iCalibrationDetail) Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Edge, the Target Constraints, and the custom segment sequence builder.
boolean	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.

Methods inherited from interface org.drip.spline.stretch.SingleSegmentSequence

getLeftPredictorOrdinateEdge, getRightPredictorOrdinateEdge, isCoMonotone, isKnot, isLocallyMonotone, jackDResponseDCalibrationInput, jackDResponseDManifestMeasure, monotoneType, resetNode, resetNode, responseValue, responseValueDerivative, setup, toAU

Field Detail

CALIBRATE

static final int CALIBRATE

Calibration Detail: Calibrate the Stretch as part of the set up

See Also:

Constant Field Values

CALIBRATE_JACOBIAN

static final int CALIBRATE_JACOBIAN

Calibration Detail: Calibrate the Stretch AND compute Jacobian as part of the set up

See Also:

Constant Field Values

Method Detail

name

java.lang.String name()

Retrieve the Stretch Name

Returns:

The Stretch Name

segmentBuilderControl

SegmentCustomBuilderControl[] segmentBuilderControl()

Retrieve the Segment Builder Parameters

Returns:

The Segment Builder Parameters

segments

LatentStateResponseModel[] segments()

Retrieve the Stretch Segments

Returns:

The Stretch Segments

setupHermite

boolean 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. This is also called the Hermite setup - where the segment boundaries are entirely locally set.

Parameters:

aSPRDLeft - Array of Left Segment Edge Values

aSPRDRight - Array of Right Segment Edge Values

aaSRVC - Double Array of Constraints - Outer Index corresponds to Segment Index, and the Inner Index to Constraint Array within each Segment

sbfr - Stretch Fitness Weighted Response

iSetupMode - Set up Mode (i.e., set up ITEP only, or fully calibrate the Stretch, or calibrate Stretch plus compute Jacobian)

Returns:

TRUE - Set up was successful

setLeftNode

boolean setLeftNode(double dblStretchLeftResponse,
                    double dblStretchLeftResponseSlope,
                    double dblStretchRightResponse,
                    StretchBestFitResponse sbfr)

Set the Slope at the left Edge of the Stretch

Parameters:

dblStretchLeftResponse - Response Value at the Left Edge of the Stretch

dblStretchLeftResponseSlope - Response Slope Value at the Left Edge of the Stretch

dblStretchRightResponse - Response Value at the Right Edge of the Stretch

sbfr - Stretch Fitness Weighted Response

Returns:

TRUE - Left slope successfully set

calcSPRD

SegmentPredictorResponseDerivative calcSPRD(double dblPredictorOrdinate)

Calculate the SPRD at the specified Predictor Ordinate

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

Returns:

The Computed SPRD

calcLeftEdgeDerivative

double calcLeftEdgeDerivative(int iOrder)
                       throws java.lang.Exception

Calculate the Derivative of the requested order at the Left Edge of the Stretch

Parameters:

iOrder - Order of the Derivative

Returns:

The Derivative of the requested order at the Left Edge of the Stretch

Throws:

java.lang.Exception - Thrown if the Derivative cannot be calculated

calcRightEdgeDerivative

double calcRightEdgeDerivative(int iOrder)
                        throws java.lang.Exception

Calculate the Derivative of the requested order at the right Edge of the Stretch

Parameters:

iOrder - Order of the Derivative

Returns:

The Derivative of the requested order at the right Edge of the Stretch

Throws:

java.lang.Exception - Thrown if the Derivative cannot be calculated

in

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

Check if the Predictor Ordinate is in the Stretch Range

Parameters:

dblPredictorOrdinate - Predictor Ordinate

Returns:

TRUE - Predictor Ordinate is in the Range

Throws:

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

containingIndex

int containingIndex(double dblPredictorOrdinate,
                    boolean bIncludeLeft,
                    boolean bIncludeRight)
             throws java.lang.Exception

Return the Index for the Segment containing specified Predictor Ordinate

Parameters:

dblPredictorOrdinate - Predictor Ordinate

bIncludeLeft - TRUE - Less than or equal to the Left Predictor Ordinate

bIncludeRight - TRUE - Less than or equal to the Right Predictor Ordinate

Returns:

Index for the Segment containing specified Predictor Ordinate

Throws:

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

setup

boolean setup(SegmentSequenceBuilder ssb,
              int iCalibrationDetail)

Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Edge, the Target Constraints, and the custom segment sequence builder.

Parameters:

ssb - The Segment Sequence Builder Instance

iCalibrationDetail - The Calibration Detail

Returns:

TRUE - Set up was successful

setup

boolean 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.

Parameters:

srvcLeading - Stretch Left-most Segment Response Value Constraint

aSRVC - Array of Segment Response Value Constraints

sbfr - Stretch Fitness Weighted Response

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

Returns:

TRUE - Set up was successful

setup

boolean 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.

Parameters:

dblStretchLeftResponseValue - Stretch Left-most Response Value

aSRVC - Array of Segment Response Value Constraints

sbfr - Stretch Best Fit Weighted Response Values

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

Returns:

TRUE - Set up was successful

clipLeft

MultiSegmentSequence clipLeft(java.lang.String strName,
                              double dblPredictorOrdinate)

Generate a new Stretch by clipping all the Segments to the Left of the specified Predictor Ordinate. Smoothness Constraints will be maintained.

Parameters:

strName - Name of the Clipped Stretch

dblPredictorOrdinate - Predictor Ordinate Left of which the Clipping is to be applied

Returns:

The Clipped Stretch

clipRight

MultiSegmentSequence clipRight(java.lang.String strName,
                               double dblPredictorOrdinate)

Generate a new Stretch by clipping all the Segments to the Right of the specified Predictor Ordinate. Smoothness Constraints will be maintained.

Parameters:

strName - Name of the Clipped Stretch

dblPredictorOrdinate - Predictor Ordinate Right of which the Clipping is to be applied

Returns:

The Clipped Stretch

curvatureDPE

double curvatureDPE()
             throws java.lang.Exception

Retrieve the Span Curvature DPE

Returns:

The Span Curvature DPE

Throws:

java.lang.Exception - Thrown if the Span Curvature DPE cannot be computed

lengthDPE

double lengthDPE()
          throws java.lang.Exception

Retrieve the Span Length DPE

Returns:

The Span Length DPE

Throws:

java.lang.Exception - Thrown if the Span Length DPE cannot be computed

bestFitDPE

double bestFitDPE(StretchBestFitResponse sbfr)
           throws java.lang.Exception

Retrieve the Stretch Best Fit DPE

Parameters:

sbfr - Stretch Best Fit Weighted Response Values

Returns:

The Stretch Best Fit DPE

Throws:

java.lang.Exception - Thrown if the Stretch Best Fit DPE cannot be computed

msm

MergeSubStretchManager msm()

Retrieve the Merge Stretch Manager if it exists.

Returns:

The Merge Stretch Manager

displayString

java.lang.String displayString()

Display the Segments

Returns:

The Segements String