Package org.drip.regression.spline

Custom Basis Spline Regression Engine

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
BasisSplineRegressionEngine	BasisSplineRegressionEngine implements the RegressionEngine class for the basis spline functionality.
BasisSplineRegressor	BasisSplineRegressor implements the custom basis spline regressor for the given basis spline.
BasisSplineRegressorSet	BasisSplineRegressorSet carries out regression testing for the following series of basis splines: #1: Polynomial Basis Spline, n = 2 basis functions, and Ck = 0.
HermiteBasisSplineRegressor	HermiteBasisSplineRegressor implements the Hermite basis spline regressor for the given basis spline.
LagrangePolynomialStretchRegressor	LagrangePolynomialStretchRegressor implements the local control basis spline regressor for the given basis spline.
LocalControlBasisSplineRegressor	LocalControlBasisSplineRegressor implements the local control basis spline regressor for the given basis spline.