org.drip.spline.stretch

Class MultiSegmentSequenceBuilder

java.lang.Object

org.drip.spline.stretch.MultiSegmentSequenceBuilder

public class MultiSegmentSequenceBuilder
extends java.lang.Object

MultiSegmentSequenceBuilder exports Stretch creation/calibration methods to generate customized basis splines, with customized segment behavior using the segment control. It exports the following method of Stretch Creation: - Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment. - Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines. - Create a calibrated Stretch Instance over the specified Predictor Ordinates, Response Values, and their Constraints, using the specified Segment Builder Parameters. - Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response Value. - Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points and the Set of the Points to be Best Fit.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static java.lang.String	BASIS_SPLINE_BERNSTEIN_POLYNOMIAL Bernstein Polynomial Spline
static java.lang.String	BASIS_SPLINE_EXPONENTIAL_MIXTURE Exponential Mixture Basis Spline
static java.lang.String	BASIS_SPLINE_EXPONENTIAL_RATIONAL Exponential Rational Basis Spline
static java.lang.String	BASIS_SPLINE_EXPONENTIAL_TENSION Exponential Tension Spline
static java.lang.String	BASIS_SPLINE_HYPERBOLIC_TENSION Hyperbolic Tension Spline
static java.lang.String	BASIS_SPLINE_KAKLIS_PANDELIS Kaklis Pandelis Spline
static java.lang.String	BASIS_SPLINE_KLK_EXPONENTIAL_TENSION Koch-Lyche-Kvasov Exponential Tension Spline
static java.lang.String	BASIS_SPLINE_KLK_HYPERBOLIC_TENSION Koch-Lyche-Kvasov Hyperbolic Tension Spline
static java.lang.String	BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION Koch-Lyche-Kvasov Rational Linear Tension Spline
static java.lang.String	BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION Koch-Lyche-Kvasov Rational Quadratic Tension Spline
static java.lang.String	BASIS_SPLINE_POLYNOMIAL Polynomial Spline

Constructor Summary

Constructors

Constructor and Description
MultiSegmentSequenceBuilder()

Method Summary

Modifier and Type	Method and Description
static MultiSegmentSequence	CreateCalibratedStretchEstimator(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse rbfr, BoundarySettings bs, int iCalibrationDetail) Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.
static MultiSegmentSequence	CreateCalibratedStretchEstimator(java.lang.String strName, double[] adblPredictorOrdinate, double dblResponseValue, SegmentCustomBuilderControl scbc, StretchBestFitResponse sbfr, BoundarySettings bs, int iCalibrationDetail) Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response Value
static MultiSegmentSequence	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.
static MultiSegmentSequence	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.
static MultiSegmentSequence	CreateCalibratedStretchEstimator(java.lang.String strName, int[] aiPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse rbfr, BoundarySettings bs, int iCalibrationDetail) Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.
static MultiSegmentSequence	CreateRegressionSplineEstimator(java.lang.String strName, double[] adblKnotPredictorOrdinate, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, BoundarySettings bs, int iCalibrationDetail) Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points and the Set of the Points to be Best Fit.
static LatentStateResponseModel[]	CreateSegmentSet(double[] adblPredictorOrdinate, SegmentCustomBuilderControl[] aSCBC) Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment.
static MultiSegmentSequence	CreateUncalibratedStretchEstimator(java.lang.String strName, double[] adblPredictorOrdinate, SegmentCustomBuilderControl[] aSCBC) Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment.

Methods inherited from class java.lang.Object

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

Field Detail

BASIS_SPLINE_POLYNOMIAL

public static final java.lang.String BASIS_SPLINE_POLYNOMIAL

Polynomial Spline

See Also:

Constant Field Values

BASIS_SPLINE_BERNSTEIN_POLYNOMIAL

public static final java.lang.String BASIS_SPLINE_BERNSTEIN_POLYNOMIAL

Bernstein Polynomial Spline

See Also:

Constant Field Values

BASIS_SPLINE_HYPERBOLIC_TENSION

public static final java.lang.String BASIS_SPLINE_HYPERBOLIC_TENSION

Hyperbolic Tension Spline

See Also:

Constant Field Values

BASIS_SPLINE_EXPONENTIAL_TENSION

public static final java.lang.String BASIS_SPLINE_EXPONENTIAL_TENSION

Exponential Tension Spline

See Also:

Constant Field Values

BASIS_SPLINE_KAKLIS_PANDELIS

public static final java.lang.String BASIS_SPLINE_KAKLIS_PANDELIS

Kaklis Pandelis Spline

See Also:

Constant Field Values

BASIS_SPLINE_EXPONENTIAL_RATIONAL

public static final java.lang.String BASIS_SPLINE_EXPONENTIAL_RATIONAL

Exponential Rational Basis Spline

See Also:

Constant Field Values

BASIS_SPLINE_EXPONENTIAL_MIXTURE

public static final java.lang.String BASIS_SPLINE_EXPONENTIAL_MIXTURE

Exponential Mixture Basis Spline

See Also:

Constant Field Values

BASIS_SPLINE_KLK_EXPONENTIAL_TENSION

public static final java.lang.String BASIS_SPLINE_KLK_EXPONENTIAL_TENSION

Koch-Lyche-Kvasov Exponential Tension Spline

See Also:

Constant Field Values

BASIS_SPLINE_KLK_HYPERBOLIC_TENSION

public static final java.lang.String BASIS_SPLINE_KLK_HYPERBOLIC_TENSION

Koch-Lyche-Kvasov Hyperbolic Tension Spline

See Also:

Constant Field Values

BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION

public static final java.lang.String BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION

Koch-Lyche-Kvasov Rational Linear Tension Spline

See Also:

Constant Field Values

BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION

public static final java.lang.String BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION

Koch-Lyche-Kvasov Rational Quadratic Tension Spline

See Also:

Constant Field Values

Constructor Detail

MultiSegmentSequenceBuilder

public MultiSegmentSequenceBuilder()

Method Detail

CreateSegmentSet

public static final LatentStateResponseModel[] CreateSegmentSet(double[] adblPredictorOrdinate,
                                                                SegmentCustomBuilderControl[] aSCBC)

Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment.

Parameters:

adblPredictorOrdinate - Predictor Ordinate Array

aSCBC - Array of Segment Builder Parameters

Returns:

Stretch instance

CreateUncalibratedStretchEstimator

public static final MultiSegmentSequence CreateUncalibratedStretchEstimator(java.lang.String strName,
                                                                            double[] adblPredictorOrdinate,
                                                                            SegmentCustomBuilderControl[] aSCBC)

Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment.

Parameters:

strName - Name of the Stretch

adblPredictorOrdinate - Predictor Ordinate Array

aSCBC - Array of Segment Builder Parameters

Returns:

Stretch instance

CreateCalibratedStretchEstimator

public static final MultiSegmentSequence CreateCalibratedStretchEstimator(java.lang.String strName,
                                                                          double[] adblPredictorOrdinate,
                                                                          double[] adblResponseValue,
                                                                          SegmentCustomBuilderControl[] aSCBC,
                                                                          StretchBestFitResponse rbfr,
                                                                          BoundarySettings bs,
                                                                          int iCalibrationDetail)

Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.

Parameters:

strName - Name of the Stretch

adblPredictorOrdinate - Predictor Ordinate Array

adblResponseValue - Response Value Array

aSCBC - Array of Segment Builder Parameters

rbfr - Stretch Fitness Weighted Response

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

Returns:

Stretch instance

CreateCalibratedStretchEstimator

public static final MultiSegmentSequence CreateCalibratedStretchEstimator(java.lang.String strName,
                                                                          int[] aiPredictorOrdinate,
                                                                          double[] adblResponseValue,
                                                                          SegmentCustomBuilderControl[] aSCBC,
                                                                          StretchBestFitResponse rbfr,
                                                                          BoundarySettings bs,
                                                                          int iCalibrationDetail)

Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.

Parameters:

strName - Name of the Stretch

aiPredictorOrdinate - Predictor Ordinate Array

adblResponseValue - Response Value Array

aSCBC - Array of Segment Builder Parameters

rbfr - Stretch Fitness Weighted Response

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

Returns:

Stretch instance

CreateCalibratedStretchEstimator

public static final MultiSegmentSequence 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.

Parameters:

strName - Name of the Stretch

adblPredictorOrdinate - Predictor Ordinate Array

dblStretchLeftResponseValue - Left-most Y Point

aSRVC - Array of Response Value Constraints - One per Segment

aSCBC - Array of Segment Builder Parameters - One per Segment

rbfr - Stretch Fitness Weighted Response

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

Returns:

Stretch Instance

CreateCalibratedStretchEstimator

public static final MultiSegmentSequence 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.

Parameters:

strName - Name of the Stretch

adblPredictorOrdinate - Predictor Ordinate Array

srvcStretchLeft - Stretch Left Constraint

aSRVC - Array of Segment Constraints - One per Segment

aSCBC - Array of Segment Builder Parameters - One per Segment

sbfr - Stretch Fitness Weighted Response

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

Returns:

Stretch Instance

CreateCalibratedStretchEstimator

public static final MultiSegmentSequence CreateCalibratedStretchEstimator(java.lang.String strName,
                                                                          double[] adblPredictorOrdinate,
                                                                          double dblResponseValue,
                                                                          SegmentCustomBuilderControl scbc,
                                                                          StretchBestFitResponse sbfr,
                                                                          BoundarySettings bs,
                                                                          int iCalibrationDetail)

Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response Value

Parameters:

strName - Name of the Stretch

adblPredictorOrdinate - Predictor Ordinate Array

dblResponseValue - Response Value

scbc - Segment Builder Parameters - One per Segment

sbfr - Stretch Fitness Weighted Response

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

Returns:

Stretch Instance

CreateRegressionSplineEstimator

public static final MultiSegmentSequence CreateRegressionSplineEstimator(java.lang.String strName,
                                                                         double[] adblKnotPredictorOrdinate,
                                                                         SegmentCustomBuilderControl[] aSCBC,
                                                                         StretchBestFitResponse sbfr,
                                                                         BoundarySettings bs,
                                                                         int iCalibrationDetail)

Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points and the Set of the Points to be Best Fit.

Parameters:

strName - Name of the Stretch

adblKnotPredictorOrdinate - Array of the Predictor Ordinate Knots

aSCBC - Array of Segment Builder Parameters

sbfr - Stretch Fitness Weighted Response

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

Returns:

Stretch instance