Package org.drip.spline.bspline

Class TensionProcessedBasisHat

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.spline.bspline.TensionBasisHat
org.drip.spline.bspline.TensionProcessedBasisHat
public class TensionProcessedBasisHat
extends TensionBasisHat
TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
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

    • TensionProcessedBasisHat

      public TensionProcessedBasisHat​(TensionBasisHat rawTensionBasisHat, int derivativeOrder) throws java.lang.Exception
      TensionProcessedBasisHat constructor
      Parameters:
      rawTensionBasisHat - The Raw TensionBasisHat
      derivativeOrder - Derivative Order off of the Raw TensionBasisHat
      Throws:
      java.lang.Exception - Thrown if the input is 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: TensionBasisHat
      Compute the Normalizer
      Specified by:
      normalizer in class TensionBasisHat
      Returns:
      The Normalizer
      Throws:
      java.lang.Exception - Thrown if the Normalizer cannot be computed