Package org.drip.regression.spline

Class BasisSplineRegressorSet

java.lang.Object
org.drip.regression.spline.BasisSplineRegressorSet
All Implemented Interfaces:
RegressorSet
public class BasisSplineRegressorSet
extends java.lang.Object
implements RegressorSet
BasisSplineRegressorSet carries out regression testing for the following series of basis splines:

  • #1: Polynomial Basis Spline, n = 2 basis functions, and Ck = 0.
  • #2: Polynomial Basis Spline, n = 3 basis functions, and Ck = 1.
  • #3: Polynomial Basis Spline, n = 4 basis functions, and Ck = 1.
  • #4: Polynomial Basis Spline, n = 4 basis functions, and Ck = 2.
  • #5: Polynomial Basis Spline, n = 5 basis functions, and Ck = 1.
  • #6: Polynomial Basis Spline, n = 5 basis functions, and Ck = 2.
  • #7: Polynomial Basis Spline, n = 5 basis functions, and Ck = 3.
  • #8: Polynomial Basis Spline, n = 6 basis functions, and Ck = 1.
  • #9: Polynomial Basis Spline, n = 6 basis functions, and Ck = 2.
  • #10: Polynomial Basis Spline, n = 6 basis functions, and Ck = 3.
  • #11: Polynomial Basis Spline, n = 6 basis functions, and Ck = 4.
  • #12: Polynomial Basis Spline, n = 7 basis functions, and Ck = 1.
  • #13: Polynomial Basis Spline, n = 7 basis functions, and Ck = 2.
  • #14: Polynomial Basis Spline, n = 7 basis functions, and Ck = 3.
  • #15: Polynomial Basis Spline, n = 7 basis functions, and Ck = 4.
  • #16: Polynomial Basis Spline, n = 7 basis functions, and Ck = 5.
  • #17: Bernstein Polynomial Basis Spline, n = 4 basis functions, and Ck = 2.
  • #18: Exponential Tension Spline, n = 4 basis functions, Tension = 1., and Ck = 2.
  • #19: Hyperbolic Tension Spline, n = 4 basis functions, Tension = 1., and Ck = 2.
  • #20: Kaklis-Pandelis Tension Spline, n = 4 basis functions, KP = 2, and Ck = 2.
  • #21: C1 Hermite Local Spline, n = 4 basis functions, and Ck = 1.
  • #22: Hermite Local Spline with Local, Catmull-Rom, and Cardinal Knots, n = 4 basis functions, and Ck = 1.




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    BasisSplineRegressorSet()
    BasisSplineRegressorSet constructor - Creates the base spline parameter and initializes the regression objects

  • Method Summary

    Modifier and Type Method Description
    java.util.List<UnitRegressor> getRegressorSet()
    Retrieve the list of regressors
    java.lang.String getSetName()
    Retrieve the Regression Set Name
    boolean setupRegressors()
    Set up the list of Regressors in the set

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • BasisSplineRegressorSet

      public BasisSplineRegressorSet()
      BasisSplineRegressorSet constructor - Creates the base spline parameter and initializes the regression objects

  • Method Details

    • setupRegressors

      public boolean setupRegressors()
      Description copied from interface: RegressorSet
      Set up the list of Regressors in the set
      Specified by:
      setupRegressors in interface RegressorSet
      Returns:
      TRUE if set up is successful

    • getRegressorSet

      public java.util.List<UnitRegressor> getRegressorSet()
      Description copied from interface: RegressorSet
      Retrieve the list of regressors
      Specified by:
      getRegressorSet in interface RegressorSet
      Returns:
      List of regressors

    • getSetName

      public java.lang.String getSetName()
      Description copied from interface: RegressorSet
      Retrieve the Regression Set Name
      Specified by:
      getSetName in interface RegressorSet
      Returns:
      Regression Set Name