Package org.drip.regression.spline

Class HermiteBasisSplineRegressor

java.lang.Object

org.drip.regression.core.UnitRegressionExecutor

org.drip.regression.spline.BasisSplineRegressor

org.drip.regression.spline.HermiteBasisSplineRegressor

All Implemented Interfaces:

UnitRegressor

public class HermiteBasisSplineRegressor
extends BasisSplineRegressor

HermiteBasisSplineRegressor implements the Hermite basis spline regressor for the given basis spline. As part of the regression run, it executes the following:

• Calibrate and compute the left and the right Jacobian.
• Reset right node and re-run calibration.
• Compute an intermediate value Jacobian.

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

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
static BasisSplineRegressor	CreateHermiteSplineRegressor(java.lang.String strName, java.lang.String strScenarioName, int iNumBasis, int iCk)	Create an instance of Hermite BasisSplineRegressor
boolean	execRegression()	Execute the regression call within this function
boolean	postRegression(RegressionRunDetail rnvd)	Clean-up of the objects set-up for the regression

Methods inherited from class org.drip.regression.spline.BasisSplineRegressor

CreateBernsteinPolynomialSplineRegressor, CreateExponentialTensionSplineRegressor, CreateHyperbolicTensionSplineRegressor, CreateKaklisPandelisSplineRegressor, CreatePolynomialSplineRegressor, preRegression

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

getName, regress

Methods inherited from class java.lang.Object

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

Method Details

CreateHermiteSplineRegressor

public static final BasisSplineRegressor CreateHermiteSplineRegressor(java.lang.String strName,
java.lang.String strScenarioName,
int iNumBasis,
int iCk)

Create an instance of Hermite BasisSplineRegressor

Parameters:

strName - Regressor Name

strScenarioName - Regressor Scenario Name

iNumBasis - Number of Basis Functions

iCk - Ck

Returns:

The BasisSplineRegressor Instance

execRegression

public boolean execRegression()

Description copied from class: UnitRegressionExecutor

Execute the regression call within this function

Overrides:

execRegression in class BasisSplineRegressor

Returns:

The result of the regression

postRegression

public boolean postRegression(RegressionRunDetail rnvd)

Description copied from class: UnitRegressionExecutor

Clean-up of the objects set-up for the regression

Overrides:

postRegression in class BasisSplineRegressor

Parameters:

rnvd - Regression Run Detail object to capture the regression details

Returns:

TRUE - Clean-up successful