Package org.drip.spline.basis

Basis Spline Construction/Customization Parameters

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
FunctionSetBuilderParams	FunctionSetBuilderParams is an empty stub class whose derived implementations hold the per segment basis set parameters.

Class Summary

Class	Description
BSplineSequenceParams	BSplineSequenceParams implements the parameter set for constructing the B Spline Sequence.
ExponentialMixtureSetParams	ExponentialMixtureSetParams implements per-segment parameters for the exponential mixture basis set, i.e., the array of the exponential tension parameters, one per each entity in the mixture.
ExponentialRationalSetParams	ExponentialRationalSetParams implements per-segment parameters for the exponential rational basis set, i.e., the exponential tension and the rational tension parameters.
ExponentialTensionSetParams	ExponentialTensionSetParams implements per-segment parameters for the exponential tension basis set.
FunctionSet	FunctionSet implements the basis spline function set.
FunctionSetBuilder	FunctionSetBuilder implements the basis set and spline builder for the following types of splines: Construct Exponential Tension Basis Function Set Construct Hyperbolic Tension Basis Function Set Construct Polynomial Basis Function Set Construct Bernstein Polynomial Basis Function Set Construct KaklisPandelis from the polynomial tension basis function set Construct the Exponential Rational Basis Set Construct the Exponential Mixture Basis Set Construct the BSpline Basis Function Set This elastic coefficients for the segment using Ck basis splines inside [0,...,1) - Globally [x_0,...,x_1) are extracted for: y = Estimator (Ck, x) * ShapeControl (x) where x is the normalized ordinate mapped as x becomes (x - x_i-1) / (x_i - x_i-1) The inverse quadratic/rational spline is a typical shape controller spline used.
KaklisPandelisSetParams	KaklisPandelisSetParams implements per segment parameters for the Kaklis Pandelis basis set.
PolynomialFunctionSetParams	PolynomialFunctionSetParams implements per-segment basis set parameters for the polynomial basis spline.