Package org.drip.function.r1tor1custom
Class QuadraticRationalShapeControl
java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.function.r1tor1custom.QuadraticRationalShapeControl
public class QuadraticRationalShapeControl extends R1ToR1
QuadraticRationalShapeControl 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 * (1-x)]
where is the normalized ordinate mapped as
x ==== (x - x_i-1) / (x_i - x_i-1)
y = 1 / [1 + lambda * x * (1-x)]
where is the normalized ordinate mapped as
x ==== (x - x_i-1) / (x_i - x_i-1)
- Module = Computational Core Module
- Library = Numerical Analysis Library
- Project = Rd To Rd Function Analysis
- Package = Built-in R1 To R1 Custom Functions
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description QuadraticRationalShapeControl(double dblLambda)
QuadraticRationalShapeControl constructor -
Method Summary
Modifier and Type Method Description double
derivative(double dblX, int iOrder)
Calculate the derivative as a doubledouble
evaluate(double dblX)
Evaluate for the given variatedouble
getShapeControlCoefficient()
Retrieve the shape control coefficientdouble
integrate(double dblBegin, double dblEnd)
Integrate over the given rangeMethods inherited from class org.drip.function.definition.R1ToR1
antiDerivative, conditionNumber, differential, differential, maxima, maxima, minima, minima, poleResidue
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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QuadraticRationalShapeControl
public QuadraticRationalShapeControl(double dblLambda) throws java.lang.ExceptionQuadraticRationalShapeControl constructor- Parameters:
dblLambda
- Tension Parameter- Throws:
java.lang.Exception
- Thrown if the inputs are invalid
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Method Details
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evaluate
public double evaluate(double dblX) throws java.lang.ExceptionDescription copied from class:R1ToR1
Evaluate for the given variate -
derivative
public double derivative(double dblX, int iOrder) throws java.lang.ExceptionDescription copied from class:R1ToR1
Calculate the derivative as a double- Overrides:
derivative
in classR1ToR1
- Parameters:
dblX
- Variate at which the derivative is to be calculatediOrder
- Order of the derivative to be computed- Returns:
- The Derivative
- Throws:
java.lang.Exception
- Thrown if Inputs are Invalid
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integrate
public double integrate(double dblBegin, double dblEnd) throws java.lang.ExceptionDescription copied from class:R1ToR1
Integrate over the given range -
getShapeControlCoefficient
public double getShapeControlCoefficient()Retrieve the shape control coefficient- Returns:
- Shape control coefficient
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