Package org.drip.function.r1tor1

Class LinearRationalShapeControl

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.function.r1tor1.LinearRationalShapeControl
public class LinearRationalShapeControl
extends R1ToR1
LinearRationalShapeControl implements the deterministic rational shape control functionality on top of the estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1):

y = 1 / [1 + lambda * x]

where is the normalized ordinate mapped as x === (x - x_i-1) / (x_i - x_i-1)

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    LinearRationalShapeControl​(double dblLambda)
    LinearRationalShapeControl constructor

  • Method Summary

    Modifier and Type Method Description
    double derivative​(double dblX, int iOrder)
    Calculate the derivative as a double
    double evaluate​(double dblX)
    Evaluate for the given variate
    double getShapeControlCoefficient()
    Retrieve the shape control coefficient
    double integrate​(double dblBegin, double dblEnd)
    Integrate over the given range

    Methods inherited from class org.drip.function.definition.R1ToR1

    antiDerivative, differential, differential, maxima, maxima, minima, minima, poleResidue

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LinearRationalShapeControl

      public LinearRationalShapeControl​(double dblLambda) throws java.lang.Exception
      LinearRationalShapeControl constructor
      Parameters:
      dblLambda - Tension Parameter
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

  • Method Details

    • evaluate

      public double evaluate​(double dblX) throws java.lang.Exception
      Description copied from class: R1ToR1
      Evaluate for the given variate
      Specified by:
      evaluate in class R1ToR1
      Parameters:
      dblX - Variate
      Returns:
      Returns the calculated value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done

    • derivative

      public double derivative​(double dblX, int iOrder) throws java.lang.Exception
      Description copied from class: R1ToR1
      Calculate the derivative as a double
      Overrides:
      derivative in class R1ToR1
      Parameters:
      dblX - Variate at which the derivative is to be calculated
      iOrder - Order of the derivative to be computed
      Returns:
      The Derivative
      Throws:
      java.lang.Exception - Thrown if Inputs are Invalid

    • integrate

      public double integrate​(double dblBegin, double dblEnd) throws java.lang.Exception
      Description copied from class: R1ToR1
      Integrate over the given range
      Overrides:
      integrate in class R1ToR1
      Parameters:
      dblBegin - Range Begin
      dblEnd - Range End
      Returns:
      The Integrated Value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done

    • getShapeControlCoefficient

      public double getShapeControlCoefficient()
      Retrieve the shape control coefficient
      Returns:
      Shape control coefficient