Package org.drip.regression.spline

Class LocalControlBasisSplineRegressor

java.lang.Object

org.drip.regression.core.UnitRegressionExecutor

org.drip.regression.spline.LocalControlBasisSplineRegressor

All Implemented Interfaces:

UnitRegressor

public class LocalControlBasisSplineRegressor
extends UnitRegressionExecutor

LocalControlBasisSplineRegressor 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.
• Run Regressor for the C1 Local Control C1 Slope Insertion Bessel/Hermite Spline.
• 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

Constructor Summary

Constructors

Constructor	Description
LocalControlBasisSplineRegressor(java.lang.String strName, java.lang.String strScenarioName, java.lang.String strBasisSpline, FunctionSetBuilderParams fsbp, int iCk)	LocalControlBasisSplineRegressor constructor

Method Summary

Modifier and Type	Method	Description
boolean	execRegression()	Execute the regression call within this function
boolean	postRegression(RegressionRunDetail rrd)	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

LocalControlBasisSplineRegressor

public LocalControlBasisSplineRegressor(java.lang.String strName,
java.lang.String strScenarioName,
java.lang.String strBasisSpline,
FunctionSetBuilderParams fsbp,
int iCk)
                                 throws java.lang.Exception

LocalControlBasisSplineRegressor constructor

Parameters:

strName - Regressor Name

strScenarioName - Regression Scenario Name

strBasisSpline - Basis Spline

fsbp - Basis Set Builder Parameters

iCk - Continuity Ck

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Details

preRegression

public boolean preRegression()

Description copied from class: UnitRegressionExecutor

One-time initialization to set up the objects needed for the regression

Overrides:

preRegression in class UnitRegressionExecutor

Returns:

TRUE - Initialization successful

execRegression

public boolean execRegression()

Description copied from class: UnitRegressionExecutor

Execute the regression call within this function

Specified by:

execRegression in class UnitRegressionExecutor

Returns:

The result of the regression

postRegression

public boolean postRegression(RegressionRunDetail rrd)

Description copied from class: UnitRegressionExecutor

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

Overrides:

postRegression in class UnitRegressionExecutor

Parameters:

rrd - Regression Run Detail object to capture the regression details

Returns:

TRUE - Clean-up successful