Package org.drip.spline.bspline
Class SegmentMulticBasisFunction
java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.spline.bspline.SegmentBasisFunction
org.drip.spline.bspline.SegmentMulticBasisFunction
public class SegmentMulticBasisFunction extends SegmentBasisFunction
SegmentMulticBasisFunction implements the local quadratic B Spline that envelopes the predictor
ordinates, and the corresponding set of ordinates/basis functions. SegmentMulticBasisFunction uses the
left/right SegmentBasisFunction instances to achieve its implementation goals.
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description SegmentMulticBasisFunction(SegmentBasisFunction leftSegmentBasisFunction, SegmentBasisFunction rightSegmentBasisFunction)
SegmentMulticBasisFunction constructor -
Method Summary
Modifier and Type Method Description double
evaluate(double predictorOrdinate)
Evaluate for the given variatedouble
integrate(double begin, double end)
Integrate over the given rangedouble
normalizedCumulative(double predictorOrdinate)
Evaluate the Cumulative Normalized Integrand up to the given ordinatedouble
normalizer()
Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.Methods inherited from class org.drip.spline.bspline.SegmentBasisFunction
bSplineOrder, following, leading, trailing
Methods inherited from class org.drip.function.definition.R1ToR1
antiDerivative, conditionNumber, derivative, differential, differential, maxima, maxima, minima, minima, poleResidue
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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SegmentMulticBasisFunction
public SegmentMulticBasisFunction(SegmentBasisFunction leftSegmentBasisFunction, SegmentBasisFunction rightSegmentBasisFunction) throws java.lang.ExceptionSegmentMulticBasisFunction constructor- Parameters:
leftSegmentBasisFunction
- Left Ordered Envelope Spline FunctionrightSegmentBasisFunction
- Right Ordered Envelope Spline Function- Throws:
java.lang.Exception
- Thrown if Inputs are invalid
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Method Details
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evaluate
public double evaluate(double predictorOrdinate) throws java.lang.ExceptionDescription copied from class:R1ToR1
Evaluate for the given variate -
integrate
public double integrate(double begin, double end) throws java.lang.ExceptionDescription copied from class:R1ToR1
Integrate over the given range -
normalizer
public double normalizer() throws java.lang.ExceptionDescription copied from class:SegmentBasisFunction
Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.- Specified by:
normalizer
in classSegmentBasisFunction
- Returns:
- The Complete Envelope Integrand.
- Throws:
java.lang.Exception
- Thrown if the Complete Envelope Integrand cannot be calculated.
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normalizedCumulative
public double normalizedCumulative(double predictorOrdinate) throws java.lang.ExceptionDescription copied from class:SegmentBasisFunction
Evaluate the Cumulative Normalized Integrand up to the given ordinate- Specified by:
normalizedCumulative
in classSegmentBasisFunction
- Parameters:
predictorOrdinate
- The Predictor Ordinate- Returns:
- The Cumulative Normalized Integrand up to the given ordinate
- Throws:
java.lang.Exception
- Thrown if input is invalid
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