Package org.drip.sample.stretch

Class CurvatureRoughnessPenaltyFit

java.lang.Object
org.drip.sample.stretch.CurvatureRoughnessPenaltyFit
public class CurvatureRoughnessPenaltyFit
extends java.lang.Object
CurvatureRoughnessPenaltyFit demonstrates the setting up and the usage of the curvature and closeness of fit penalizing spline. It illustrates in detail the following steps: - Set up the X Predictor Ordinate and the Y Response Value Set. - Construct a set of Predictor Ordinates, their Responses, and corresponding Weights to serve as weighted closeness of fit. - Construct a rational shape controller with the desired shape controller tension parameters and Global Scaling. - Construct the segment inelastic parameter that is C2 (iK = 2 sets it to C2), with 2nd order roughness penalty derivative, and without constraint. - Construct the base, the base + 1 degree segment builder control. - Construct the base, the elevated, and the best fit basis spline stretches. - Compute the segment-by-segment monotonicity for all the three stretches. - Compute the Stretch Jacobian for all the three stretches. - Compute the Base Stretch Curvature Penalty Estimate. - Compute the Elevated Stretch Curvature Penalty Estimate. - Compute the Best Fit Stretch Curvature Penalty Estimate.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    CurvatureRoughnessPenaltyFit()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] astrArgs)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • CurvatureRoughnessPenaltyFit

      public CurvatureRoughnessPenaltyFit()

  • Method Details

    • main

      public static final void main​(java.lang.String[] astrArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astrArgs - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation