Package org.drip.spline.segment

Interface BasisEvaluator

All Known Implementing Classes:
SegmentBasisEvaluator
public interface BasisEvaluator
BasisEvaluator implements the Segment's Basis Evaluator Functions. It exports the following functions:
  • Retrieve the number of Segment's Basis Functions
  • Set the Inelastics that provides the enveloping Context the Basis Evaluation
  • Clone/Replicate the current Basis Evaluator Instance
  • Compute the Response Value of the indexed Basis Function at the specified Predictor Ordinate
  • Compute the Basis Function Value at the specified Predictor Ordinate
  • Compute the Response Value at the specified Predictor Ordinate
  • Compute the Ordered Derivative of the Response Value off of the indexed Basis Function at the specified Predictor Ordinate
  • Compute the Ordered Derivative of the Response Value off of the Basis Function Set at the specified Predictor Ordinate
  • Compute the Response Value Derivative at the specified Predictor Ordinate

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Flexure Penalizing Best Fit Segment

Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    int numBasis()
    Retrieve the number of Segment's Basis Functions
    BasisEvaluator replicate()
    Clone/Replicate the current Basis Evaluator Instance
    double responseValue​(double[] responseBasisCoefficientArray, double predictorOrdinate)
    Compute the Response Value at the specified Predictor Ordinate
    double responseValueDerivative​(double[] responseBasisCoefficientArray, double predictorOrdinate, int order)
    Compute the Response Value Derivative at the specified Predictor Ordinate
    boolean setContainingInelastics​(LatentStateInelastic latentStateInelastic)
    Set the Inelastics that provides the enveloping Context the Basis Evaluation
    double shapedBasisFunctionDerivative​(double predictorOrdinate, int order, int basisFunctionIndex)
    Compute the Ordered Derivative of the Response Value off of the indexed Basis Function at the specified Predictor Ordinate
    double shapedBasisFunctionResponse​(double predictorOrdinate, int basisFunctionIndex)
    Compute the Response Value of the indexed Basis Function at the specified Predictor Ordinate
    double unshapedBasisFunctionDerivative​(double[] responseBasisCoefficientArray, double predictorOrdinate, int order)
    Compute the Ordered Derivative of the Response Value off of the Basis Function Set at the specified Predictor Ordinate
    double unshapedResponseValue​(double[] responseBasisCoefficientArray, double predictorOrdinate)
    Compute the Basis Function Value at the specified Predictor Ordinate

  • Method Details

    • numBasis

      int numBasis()
      Retrieve the number of Segment's Basis Functions
      Returns:
      The Number of Segment's Basis Functions

    • setContainingInelastics

      boolean setContainingInelastics​(LatentStateInelastic latentStateInelastic)
      Set the Inelastics that provides the enveloping Context the Basis Evaluation
      Parameters:
      latentStateInelastic - The Inelastic Settings
      Returns:
      TRUE - The inelastics has been set

    • replicate

      BasisEvaluator replicate()
      Clone/Replicate the current Basis Evaluator Instance
      Returns:
      TRUE - The Replicated Basis Evaluator Instance

    • shapedBasisFunctionResponse

      double shapedBasisFunctionResponse​(double predictorOrdinate, int basisFunctionIndex) throws java.lang.Exception
      Compute the Response Value of the indexed Basis Function at the specified Predictor Ordinate
      Parameters:
      predictorOrdinate - The specified Predictor Ordinate
      basisFunctionIndex - Index representing the Basis Function in the Basis Function Set
      Returns:
      The Response Value of the indexed Basis Function at the specified Predictor Ordinate
      Throws:
      java.lang.Exception - Thrown if the Ordered Derivative cannot be computed

    • unshapedResponseValue

      double unshapedResponseValue​(double[] responseBasisCoefficientArray, double predictorOrdinate) throws java.lang.Exception
      Compute the Basis Function Value at the specified Predictor Ordinate
      Parameters:
      responseBasisCoefficientArray - Array of the Response Basis Coefficients
      predictorOrdinate - The specified Predictor Ordinate
      Returns:
      The Basis Function Value
      Throws:
      java.lang.Exception - Thrown if the Basis Function Value cannot be computed

    • responseValue

      double responseValue​(double[] responseBasisCoefficientArray, double predictorOrdinate) throws java.lang.Exception
      Compute the Response Value at the specified Predictor Ordinate
      Parameters:
      responseBasisCoefficientArray - Array of the Response Basis Coefficients
      predictorOrdinate - The specified Predictor Ordinate
      Returns:
      The Response Value
      Throws:
      java.lang.Exception - Thrown if the Basis Function Value cannot be computed

    • shapedBasisFunctionDerivative

      double shapedBasisFunctionDerivative​(double predictorOrdinate, int order, int basisFunctionIndex) throws java.lang.Exception
      Compute the Ordered Derivative of the Response Value off of the indexed Basis Function at the specified Predictor Ordinate
      Parameters:
      predictorOrdinate - The specified Predictor Ordinate
      order - Order of the Derivative
      basisFunctionIndex - Index representing the Basis Function in the Basis Function Set
      Returns:
      The Ordered Derivative of the Response Value off of the Indexed Basis Function
      Throws:
      java.lang.Exception - Thrown if the Ordered Derivative cannot be computed

    • unshapedBasisFunctionDerivative

      double unshapedBasisFunctionDerivative​(double[] responseBasisCoefficientArray, double predictorOrdinate, int order) throws java.lang.Exception
      Compute the Ordered Derivative of the Response Value off of the Basis Function Set at the specified Predictor Ordinate
      Parameters:
      responseBasisCoefficientArray - Array of the Response Basis Coefficients
      predictorOrdinate - The specified Predictor Ordinate
      order - Order of the Derivative
      Returns:
      The Ordered Derivative of the Response Value off of the Basis Function Set
      Throws:
      java.lang.Exception - Thrown if the Ordered Derivative of the Basis Function Set cannot be computed

    • responseValueDerivative

      double responseValueDerivative​(double[] responseBasisCoefficientArray, double predictorOrdinate, int order) throws java.lang.Exception
      Compute the Response Value Derivative at the specified Predictor Ordinate
      Parameters:
      responseBasisCoefficientArray - Array of the Response Basis Coefficients
      predictorOrdinate - The specified Predictor Ordinate
      order - Order of the Derivative
      Returns:
      The Response Value Derivative
      Throws:
      java.lang.Exception - Thrown if the Response Value Derivative cannot be computed