Package org.drip.spline.bspline

Class SegmentMonicBasisFunction

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.spline.bspline.SegmentBasisFunction
org.drip.spline.bspline.SegmentMonicBasisFunction
public class SegmentMonicBasisFunction
extends SegmentBasisFunction
SegmentMonicBasisFunction implements the local monic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions. SegmentMonicBasisFunction uses the left/right TensionBasisHat instances to achieve its implementation goals.
Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package de Boor Rational/Exponential/Tension B-Splines

Author:
Lakshmi Krishnamurthy

  • Constructor Details

    • SegmentMonicBasisFunction

      public SegmentMonicBasisFunction​(TensionBasisHat leftTensionBasisHat, TensionBasisHat rightTensionBasisHat) throws java.lang.Exception
      SegmentMonicBasisFunction constructor
      Parameters:
      leftTensionBasisHat - Left Tension Basis Hat Function
      rightTensionBasisHat - Right Tension Basis Hat Function
      Throws:
      java.lang.Exception - Thrown if Inputs are invalid

  • Method Details

    • evaluate

      public double evaluate​(double predictorOrdinate) throws java.lang.Exception
      Description copied from class: R1ToR1
      Evaluate for the given variate
      Specified by:
      evaluate in class R1ToR1
      Parameters:
      predictorOrdinate - Variate
      Returns:
      Returns the calculated value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done

    • derivative

      public double derivative​(double predictorOrdinate, int order) throws java.lang.Exception
      Description copied from class: R1ToR1
      Calculate the derivative as a double
      Overrides:
      derivative in class R1ToR1
      Parameters:
      predictorOrdinate - Variate at which the derivative is to be calculated
      order - Order of the derivative to be computed
      Returns:
      The Derivative
      Throws:
      java.lang.Exception - Thrown if Inputs are Invalid

    • integrate

      public double integrate​(double begin, double end) throws java.lang.Exception
      Description copied from class: R1ToR1
      Integrate over the given range
      Overrides:
      integrate in class R1ToR1
      Parameters:
      begin - Range Begin
      end - Range End
      Returns:
      The Integrated Value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done

    • normalizer

      public double normalizer() throws java.lang.Exception
      Description copied from class: SegmentBasisFunction
      Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.
      Specified by:
      normalizer in class SegmentBasisFunction
      Returns:
      The Complete Envelope Integrand.
      Throws:
      java.lang.Exception - Thrown if the Complete Envelope Integrand cannot be calculated.

    • normalizedCumulative

      public double normalizedCumulative​(double predictorOrdinate) throws java.lang.Exception
      Description copied from class: SegmentBasisFunction
      Evaluate the Cumulative Normalized Integrand up to the given ordinate
      Specified by:
      normalizedCumulative in class SegmentBasisFunction
      Parameters:
      predictorOrdinate - The Predictor Ordinate
      Returns:
      The Cumulative Normalized Integrand up to the given ordinate
      Throws:
      java.lang.Exception - Thrown if input is invalid