Package org.drip.sample.stretch

Class KnotInsertionPolynomialEstimator

java.lang.Object
org.drip.sample.stretch.KnotInsertionPolynomialEstimator
public class KnotInsertionPolynomialEstimator
extends java.lang.Object
KnotInsertionPolynomialEstimator demonstrates the Stretch builder and usage API. It shows the following: - Construction of segment control parameters - polynomial (regular/Bernstein) segment control, exponential/hyperbolic tension segment control, Kaklis-Pandelis tension segment control. - Perform the following sequence of tests for a given segment control for a predictor/response range - Assign the array of Segment Builder Parameters - one per segment - Construct the Stretch Instance - Estimate, compute the segment-by-segment monotonicity and the Stretch Jacobian - Construct a new Stretch instance by inserting a pair of of predictor/response knots - Estimate, compute the segment-by-segment monotonicity and the Stretch Jacobian - Demonstrate the construction, the calibration, and the usage of Local Control Segment Spline. - Demonstrate the construction, the calibration, and the usage of Lagrange Polynomial Stretch. - Demonstrate the construction, the calibration, and the usage of C1 Stretch with the desired customization.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    KnotInsertionPolynomialEstimator()  

  • 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

    • KnotInsertionPolynomialEstimator

      public KnotInsertionPolynomialEstimator()

  • 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