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)

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d To R^d Function Analysis
• Package = Built-in R¹ To R¹ Custom Functions

Author:

Lakshmi Krishnamurthy

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 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, conditionNumber, 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

QuadraticRationalShapeControl

public QuadraticRationalShapeControl(double dblLambda)
                              throws java.lang.Exception

QuadraticRationalShapeControl 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