Package org.drip.spline.params

Class SegmentBestFitResponse

java.lang.Object
org.drip.spline.params.SegmentBestFitResponse
public class SegmentBestFitResponse
extends java.lang.Object
SegmentBestFitResponse implements basis per-segment Fitness Penalty Parameter Set. Currently it contains the Best Fit Penalty Weight Grid Matrix and the corresponding Segment Local Predictor Ordinate/Response Match Pair.
  • Construct the SegmentBestFitResponse Instance from the given Inputs
  • Construct the SegmentBestFitResponse Instance from the given Predictor Ordinate/Response Pairs, using Uniform Weightings
  • Retrieve the Array of the Fitness Weights
  • Retrieve the Indexed Fitness Weight Element
  • Retrieve the Array of Predictor Ordinates
  • Retrieve the Indexed Predictor Ordinate Element
  • Retrieve the Array of Responses
  • Retrieve the Indexed Response Element
  • Retrieve the Number of Fitness Points

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Spline Segment Construction Control Parameters

Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    static SegmentBestFitResponse Create​(double[] predictorOrdinateArray, double[] responseValueArray)
    Construct the SegmentBestFitResponse Instance from the given Predictor Ordinate/Response Pairs, using Uniform Weightings.
    static SegmentBestFitResponse Create​(double[] predictorOrdinateArray, double[] responseValueArray, double[] weightArray)
    Construct the SegmentBestFitResponse Instance from the given Inputs
    int numPoint()
    Retrieve the Number of Fitness Points
    double[] predictorOrdinate()
    Retrieve the Array of Predictor Ordinates
    double predictorOrdinate​(int index)
    Retrieve the Indexed Predictor Ordinate Element
    double[] response()
    Retrieve the Array of Responses
    double response​(int index)
    Retrieve the Indexed Response Element
    double[] weight()
    Retrieve the Array of the Fitness Weights
    double weight​(int index)
    Retrieve the Indexed Fitness Weight Element

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Method Details

    • Create

      public static final SegmentBestFitResponse Create​(double[] predictorOrdinateArray, double[] responseValueArray, double[] weightArray)
      Construct the SegmentBestFitResponse Instance from the given Inputs
      Parameters:
      predictorOrdinateArray - Array of Predictor Ordinates
      responseValueArray - Array of Response Values
      weightArray - Array of Weights
      Returns:
      Instance of SegmentBestFitResponse

    • Create

      public static final SegmentBestFitResponse Create​(double[] predictorOrdinateArray, double[] responseValueArray)
      Construct the SegmentBestFitResponse Instance from the given Predictor Ordinate/Response Pairs, using Uniform Weightings.
      Parameters:
      predictorOrdinateArray - Array of Predictor Ordinates
      responseValueArray - Array of Response Values
      Returns:
      Instance of SegmentBestFitResponse

    • weight

      public double[] weight()
      Retrieve the Array of the Fitness Weights
      Returns:
      The Array of the Fitness Weights

    • weight

      public double weight​(int index) throws java.lang.Exception
      Retrieve the Indexed Fitness Weight Element
      Parameters:
      index - The Element Index
      Returns:
      The Indexed Fitness Weight Element
      Throws:
      java.lang.Exception - Thrown if the Index is Invalid

    • predictorOrdinate

      public double[] predictorOrdinate()
      Retrieve the Array of Predictor Ordinates
      Returns:
      The Array of Predictor Ordinates

    • predictorOrdinate

      public double predictorOrdinate​(int index) throws java.lang.Exception
      Retrieve the Indexed Predictor Ordinate Element
      Parameters:
      index - The Element Index
      Returns:
      The Indexed Predictor Ordinate Element
      Throws:
      java.lang.Exception - Thrown if the Index is Invalid

    • response

      public double[] response()
      Retrieve the Array of Responses
      Returns:
      The Array of Responses

    • response

      public double response​(int index) throws java.lang.Exception
      Retrieve the Indexed Response Element
      Parameters:
      index - The Element Index
      Returns:
      The Indexed Response Element
      Throws:
      java.lang.Exception - Thrown if the Index is Invalid

    • numPoint

      public int numPoint()
      Retrieve the Number of Fitness Points
      Returns:
      The Number of Fitness Points