Uses of Class
org.drip.spline.params.StretchBestFitResponse

Packages that use StretchBestFitResponse

Package	Description
org.drip.spline.params	Spline Segment Construction Control Parameters
org.drip.spline.pchip	Monotone Convex Themed PCHIP Splines
org.drip.spline.stretch	Multi-Segment Sequence Spline Stretch
org.drip.state.estimator	Multi-Pass Customized Stretch Curve
org.drip.state.inference	Latent State Stretch Sequence Inference

Uses of StretchBestFitResponse in org.drip.spline.params

Methods in org.drip.spline.params that return StretchBestFitResponse

Modifier and Type	Method	Description
static StretchBestFitResponse	StretchBestFitResponse.Create(double[] predictorOrdinateArray, double[] responseValueArray)	Construct the StretchBestFitResponse Instance from the given Predictor Ordinate/Response Pairs, using Uniform Weightings.
static StretchBestFitResponse	StretchBestFitResponse.Create(double[] predictorOrdinateArray, double[] responseValueArray, double[] weightArray)	Construct the StretchBestFitResponse Instance from the given Inputs
static StretchBestFitResponse	StretchBestFitResponse.Create(int[] predictorOrdinateArray, double[] responseValueArray, double[] weightArray)	Construct the StretchBestFitResponse Instance from the given Inputs

Uses of StretchBestFitResponse in org.drip.spline.pchip

Methods in org.drip.spline.pchip with parameters of type StretchBestFitResponse

Modifier and Type	Method	Description
static MultiSegmentSequence	LocalControlStretchBuilder.CreateAkimaStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Generate the local control C1 Slope using the Akima Cubic Algorithm.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateBesselCubicSplineStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create Hermite/Bessel C1 Cubic Spline Stretch
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHarmonicMonotoneStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create the Harmonic Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHuynhLeFlochLimiterStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create the Huynh Le Floch Limiter Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHyman83MonotoneStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create Hyman (1983) Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHyman89MonotoneStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create Hyman (1989) enhancement to the Hyman (1983) Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateKrugerStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create the Kruger Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateMonotoneConvexStretch(java.lang.String name, double[] predictorOrdinateArray, double[] observationArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean linearNodeInference, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Generate the local control C1 Slope using the Hagan-West Monotone Convex Algorithm.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateVanLeerLimiterStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create the Van Leer Limiter Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CustomSlopeHermiteSpline(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, double[] customSlopeArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode)	Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response Values, the Custom Slopes, and the Segment Builder Parameters.
static MultiSegmentSequence	LocalControlStretchBuilder.CustomSlopeHermiteSpline(java.lang.String name, int[] predictorOrdinateArray, double[] responseValueArray, double[] customSlopeArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode)	Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response Values, the Custom Slopes, and the Segment Builder Parameters.

Uses of StretchBestFitResponse in org.drip.spline.stretch

Methods in org.drip.spline.stretch with parameters of type StretchBestFitResponse

Modifier and Type	Method	Description
double	CalibratableMultiSegmentSequence.bestFitDPE(StretchBestFitResponse stretchBestFitResponse)
double	MultiSegmentSequence.bestFitDPE(StretchBestFitResponse stretchBestFitResponse)	Retrieve the Stretch Best Fit DPE
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, double responseValue, SegmentCustomBuilderControl segmentCustomBuilderControl, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response Value
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, double stretchLeftResponseValue, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a calibrated Stretch Instance over the specified Predictor Ordinates, Response Values, and their Constraints, using the specified Segment Builder Parameters.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, SegmentResponseValueConstraint stretchLeftSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a calibrated Stretch Instance over the specified Predictor Ordinates and the Response Value Constraints, with the Segment Builder Parameters.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, int[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateRegressionSplineEstimator(java.lang.String name, double[] knotPredictorOrdinateArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points and the Set of the Points to be Best Fit.
boolean	CalibratableMultiSegmentSequence.setLeftNode(double stretchLeftResponse, double stretchLeftResponseSlope, double stretchRightResponse, StretchBestFitResponse stretchBestFitResponse)
boolean	MultiSegmentSequence.setLeftNode(double stretchLeftResponse, double stretchLeftResponseSlope, double stretchRightResponse, StretchBestFitResponse stretchBestFitResponse)	Set the Slope at the left Edge of the Stretch
boolean	CalibratableMultiSegmentSequence.setup(double leftStretchResponseValue, double[] segmentRightResponseValueArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
boolean	CalibratableMultiSegmentSequence.setup(double leftStretchResponseValue, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings bBoundarySettings, int calibrationDetail)
boolean	CalibratableMultiSegmentSequence.setup(SegmentResponseValueConstraint leadingSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
boolean	MultiSegmentSequence.setup(double stretchLeftResponseValue, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge Response and the Target Constraints.
boolean	MultiSegmentSequence.setup(SegmentResponseValueConstraint leadingSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge and the Target Constraints.
boolean	SingleSegmentLagrangePolynomial.setup(double leadingY, double[] responseValueArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
boolean	SingleSegmentSequence.setup(double stretchLeadingResponse, double[] segmentRightEdgeResponseArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Set up (i.e., calibrate) the individual Segments in the Stretch to the Response Values corresponding to each Segment Predictor right Ordinate.
boolean	CalibratableMultiSegmentSequence.setupHermite(SegmentPredictorResponseDerivative[] leftSegmentPredictorResponseDerivativeArray, SegmentPredictorResponseDerivative[] rightSegmentPredictorResponseDerivativeArray, SegmentResponseValueConstraint[][] segmentResponseValueConstraintGrid, StretchBestFitResponse sbfr, int iSetupMode)
boolean	MultiSegmentSequence.setupHermite(SegmentPredictorResponseDerivative[] leftSegmentPredictorResponseDerivativeArray, SegmentPredictorResponseDerivative[] rightSegmentPredictorResponseDerivativeArray, SegmentResponseValueConstraint[][] segmentResponseValueConstraintGrid, StretchBestFitResponse stretchBestFitResponse, int setupMode)	Set up (i.e., calibrate) the individual Segment in the Stretch to the Target Segment Edge Values and Constraints.

Constructors in org.drip.spline.stretch with parameters of type StretchBestFitResponse

Constructor	Description
CkSegmentSequenceBuilder(SegmentResponseValueConstraint leadingSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings)	CkSegmentSequenceBuilder constructor

Uses of StretchBestFitResponse in org.drip.state.estimator

Methods in org.drip.state.estimator that return StretchBestFitResponse

Modifier and Type	Method	Description
StretchBestFitResponse	SmoothingCurveStretchParams.bestFitWeightedResponse()	Retrieve the Best Fit Weighted Response
StretchBestFitResponse	SmoothingCurveStretchParams.bestFitWeightedResponseSensitivity()	Retrieve the Best Fit Weighted Response Sensitivity

Constructors in org.drip.state.estimator with parameters of type StretchBestFitResponse

Constructor	Description
GlobalControlCurveParams(java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)	GlobalControlCurveParams constructor
LocalControlCurveParams(java.lang.String c1GeneratorScheme, java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControl, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	LocalControlCurveParams constructor
SmoothingCurveStretchParams(java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControlDefault, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)	SmoothingCurveStretchParams constructor

Uses of StretchBestFitResponse in org.drip.state.inference

Constructors in org.drip.state.inference with parameters of type StretchBestFitResponse

Constructor	Description
LatentStateSequenceBuilder(double epochResponse, LatentStateStretchSpec latentStateStretchSpecification, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, Span span, StretchBestFitResponse stretchBestFitResponse, CaseInsensitiveHashMap<PreceedingManifestSensitivityControl> preceedingManifestSensitivityControlMap, StretchBestFitResponse stretchBestFitResponseQuoteSensitivity, BoundarySettings boundarySettings)	LatentStateSequenceBuilder constructor
LinearLatentStateCalibrator(SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)	LinearLatentStateCalibrator constructor