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)

Author:
Lakshmi Krishnamurthy
  • 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