Package org.drip.regression.spline

Class BasisSplineRegressionEngine

java.lang.Object

org.drip.regression.core.RegressionEngine

org.drip.regression.spline.BasisSplineRegressionEngine

public class BasisSplineRegressionEngine
extends RegressionEngine

BasisSplineRegressionEngine implements the RegressionEngine class for the basis spline functionality.

• Module = Computational Core Module
• Library = Computation Support
• Project = Regression Engine Core and the Unit Regressors
• Package = Custom Basis Spline Regression Engine

Author:

Lakshmi Krishnamurthy

Field Summary

Fields inherited from class org.drip.regression.core.RegressionEngine

REGRESSION_DETAIL_MODULE_AGGREGATED, REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED, REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED, REGRESSION_DETAIL_STATS

Constructor Summary

Constructors

Constructor	Description
BasisSplineRegressionEngine(int iNumRuns, int iRegressionDetail)	BasisSplineRegressionEngine Constructor

Method Summary

Methods inherited from class org.drip.regression.core.RegressionEngine

initRegressionEnv

Methods inherited from class java.lang.Object

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

Constructor Details

BasisSplineRegressionEngine

public BasisSplineRegressionEngine(int iNumRuns,
int iRegressionDetail)
                            throws java.lang.Exception

BasisSplineRegressionEngine Constructor

Parameters:

iNumRuns - Run Count

iRegressionDetail - Regression Detail Setting

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid