Package org.drip.regression.spline

Class LagrangePolynomialStretchRegressor

java.lang.Object
org.drip.regression.core.UnitRegressionExecutor
org.drip.regression.spline.LagrangePolynomialStretchRegressor
All Implemented Interfaces:
UnitRegressor
public class LagrangePolynomialStretchRegressor
extends UnitRegressionExecutor
LagrangePolynomialStretchRegressor implements the local control 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.
  • Insert the Local Control Hermite, Cardinal, and Catmull-Rom knots.
  • Compute an intermediate value Jacobian.




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    LagrangePolynomialStretchRegressor​(java.lang.String strName, java.lang.String strScenarioName)
    LagrangePolynomialStretchRegressor Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean execRegression()
    Execute the regression call within this function
    boolean postRegression​(RegressionRunDetail rnvd)
    Clean-up of the objects set-up for the regression
    boolean preRegression()
    One-time initialization to set up the objects needed for the regression

    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

  • Constructor Details

    • LagrangePolynomialStretchRegressor

      public LagrangePolynomialStretchRegressor​(java.lang.String strName, java.lang.String strScenarioName) throws java.lang.Exception
      LagrangePolynomialStretchRegressor Constructor
      Parameters:
      strName - Regressor Name
      strScenarioName - Scenario Name
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details