Uses of Interface
org.drip.spline.stretch.MultiSegmentSequence

Packages that use MultiSegmentSequence

Package	Description
org.drip.sample.stretch
org.drip.spline.grid
org.drip.spline.pchip
org.drip.spline.stretch
org.drip.state.estimator
org.drip.state.inference

Uses of MultiSegmentSequence in org.drip.sample.stretch

Methods in org.drip.sample.stretch that return MultiSegmentSequence

Modifier and Type	Method and Description
static MultiSegmentSequence	CurvatureRoughnessPenaltyFit.BasisSplineStretchTest(double[] adblX, double[] adblY, SegmentCustomBuilderControl scbc, StretchBestFitResponse sbfr)
static MultiSegmentSequence	CurvatureLengthRoughnessPenalty.BasisSplineStretchTest(double[] adblX, double[] adblY, SegmentCustomBuilderControl scbc, StretchBestFitResponse rbfr)

Uses of MultiSegmentSequence in org.drip.spline.grid

Methods in org.drip.spline.grid that return MultiSegmentSequence

Modifier and Type	Method and Description
MultiSegmentSequence	Span.getContainingStretch(double dblPredictorOrdinate) Retrieve the first Stretch that contains the Predictor Ordinate
MultiSegmentSequence	OverlappingStretchSpan.getContainingStretch(double dblPredictorOrdinate)
MultiSegmentSequence	AggregatedSpan.getContainingStretch(double dblPredictorOrdinate)
MultiSegmentSequence	Span.getStretch(java.lang.String strName) Retrieve the Stretch by Name
MultiSegmentSequence	OverlappingStretchSpan.getStretch(java.lang.String strName)
MultiSegmentSequence	AggregatedSpan.getStretch(java.lang.String strName)

Methods in org.drip.spline.grid with parameters of type MultiSegmentSequence

Modifier and Type	Method and Description
boolean	Span.addStretch(MultiSegmentSequence mss) Add a Stretch to the Span
boolean	OverlappingStretchSpan.addStretch(MultiSegmentSequence mss)
boolean	AggregatedSpan.addStretch(MultiSegmentSequence mss)

Constructors in org.drip.spline.grid with parameters of type MultiSegmentSequence

Constructor and Description
OverlappingStretchSpan(MultiSegmentSequence mss) OverlappingStretchSpan constructor

Uses of MultiSegmentSequence in org.drip.spline.pchip

Methods in org.drip.spline.pchip that return MultiSegmentSequence

Modifier and Type	Method and Description
static MultiSegmentSequence	LocalControlStretchBuilder.CreateAkimaStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Generate the local control C1 Slope using the Akima Cubic Algorithm.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateBesselCubicSplineStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create Hermite/Bessel C1 Cubic Spline Stretch
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHarmonicMonotoneStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create the Harmonic Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHuynhLeFlochLimiterStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create the Huynh Le Floch Limiter Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHyman83MonotoneStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create Hyman (1983) Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHyman89MonotoneStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create Hyman (1989) enhancement to the Hyman (1983) Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateKrugerStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create the Kruger Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateMonotoneConvexStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblObservation, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bLinearNodeInference, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Generate the local control C1 Slope using the Hagan-West Monotone Convex Algorithm.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateVanLeerLimiterStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create the Van Leer Limiter Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CustomSlopeHermiteSpline(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, double[] adblCustomSlope, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode) Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response Values, the Custom Slopes, and the Segment Builder Parameters.
static MultiSegmentSequence	LocalControlStretchBuilder.CustomSlopeHermiteSpline(java.lang.String strName, int[] aiPredictorOrdinate, double[] adblResponseValue, double[] adblCustomSlope, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode) Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response Values, the Custom Slopes, and the Segment Builder Parameters.

Uses of MultiSegmentSequence in org.drip.spline.stretch

Classes in org.drip.spline.stretch that implement MultiSegmentSequence

Modifier and Type	Class and Description
class	CalibratableMultiSegmentSequence CalibratableMultiSegmentSequence implements the MultiSegmentSequence span that spans multiple segments.

Methods in org.drip.spline.stretch that return MultiSegmentSequence

Modifier and Type	Method and Description
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
MultiSegmentSequence	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	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.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.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	MultiSegmentSequenceBuilder.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	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.
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.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.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	MultiSegmentSequenceBuilder.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 MultiSegmentSequence	MultiSegmentSequenceBuilder.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.
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertCardinalKnot(MultiSegmentSequence mssIn, double dblPredictorOrdinate, double dblCardinalTension) Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertCatmullRomKnot(MultiSegmentSequence mssIn, double dblPredictorOrdinate) Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertKnot(MultiSegmentSequence mssIn, double dblPredictorOrdinate, double dblResponseValue, BoundarySettings bs, int iCalibrationDetail) Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Value
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertKnot(MultiSegmentSequence mssIn, double dblPredictorOrdinate, SegmentPredictorResponseDerivative sprdLeftSegmentRightEdge, SegmentPredictorResponseDerivative sprdRightSegmentLeftEdge) Insert the Predictor Ordinate Knot into the specified Stretch

Methods in org.drip.spline.stretch with parameters of type MultiSegmentSequence

Modifier and Type	Method and Description
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
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertCardinalKnot(MultiSegmentSequence mssIn, double dblPredictorOrdinate, double dblCardinalTension) Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertCatmullRomKnot(MultiSegmentSequence mssIn, double dblPredictorOrdinate) Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertKnot(MultiSegmentSequence mssIn, double dblPredictorOrdinate, double dblResponseValue, BoundarySettings bs, int iCalibrationDetail) Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Value
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertKnot(MultiSegmentSequence mssIn, double dblPredictorOrdinate, SegmentPredictorResponseDerivative sprdLeftSegmentRightEdge, SegmentPredictorResponseDerivative sprdRightSegmentLeftEdge) Insert the Predictor Ordinate Knot into the specified Stretch
boolean	SegmentSequenceBuilder.setStretch(MultiSegmentSequence mss) Set the Stretch whose Segments are to be calibrated
boolean	CkSegmentSequenceBuilder.setStretch(MultiSegmentSequence mss)

Uses of MultiSegmentSequence in org.drip.state.estimator

Classes in org.drip.state.estimator that implement MultiSegmentSequence

Modifier and Type	Class and Description
class	CurveStretch CurveStretch expands the regular Multi-Segment Stretch to aid the calibration of Boot-strapped Instruments.

Uses of MultiSegmentSequence in org.drip.state.inference

Methods in org.drip.state.inference with parameters of type MultiSegmentSequence

Modifier and Type	Method and Description
boolean	LatentStateSequenceBuilder.setStretch(MultiSegmentSequence mss)