MultiSegmentSequenceBuilder.java

  1. package org.drip.spline.stretch;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * 
  17.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  18.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  19.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  20.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  21.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  22.  *      and computational support.
  23.  *  
  24.  *      https://lakshmidrip.github.io/DROP/
  25.  *  
  26.  *  DROP is composed of three modules:
  27.  *  
  28.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  29.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  30.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  31.  * 
  32.  *  DROP Product Core implements libraries for the following:
  33.  *  - Fixed Income Analytics
  34.  *  - Loan Analytics
  35.  *  - Transaction Cost Analytics
  36.  * 
  37.  *  DROP Portfolio Core implements libraries for the following:
  38.  *  - Asset Allocation Analytics
  39.  *  - Asset Liability Management Analytics
  40.  *  - Capital Estimation Analytics
  41.  *  - Exposure Analytics
  42.  *  - Margin Analytics
  43.  *  - XVA Analytics
  44.  * 
  45.  *  DROP Computational Core implements libraries for the following:
  46.  *  - Algorithm Support
  47.  *  - Computation Support
  48.  *  - Function Analysis
  49.  *  - Model Validation
  50.  *  - Numerical Analysis
  51.  *  - Numerical Optimizer
  52.  *  - Spline Builder
  53.  *  - Statistical Learning
  54.  * 
  55.  *  Documentation for DROP is Spread Over:
  56.  * 
  57.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  58.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  59.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  60.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  61.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  62.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  63.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  64.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  65.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  66.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  67.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  68.  * 
  69.  *  Licensed under the Apache License, Version 2.0 (the "License");
  70.  *      you may not use this file except in compliance with the License.
  71.  *   
  72.  *  You may obtain a copy of the License at
  73.  *      http://www.apache.org/licenses/LICENSE-2.0
  74.  *  
  75.  *  Unless required by applicable law or agreed to in writing, software
  76.  *      distributed under the License is distributed on an "AS IS" BASIS,
  77.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  78.  *  
  79.  *  See the License for the specific language governing permissions and
  80.  *      limitations under the License.
  81.  */

  83. /**
  84.  * <i>MultiSegmentSequenceBuilder</i> exports Stretch creation/calibration methods to generate customized
  85.  * basis splines, with customized segment behavior using the segment control. It exports the following
  86.  * method of Stretch Creation:
  87.  *
  88.  * <br><br>
  89.  *  <ul>
  90.  *      <li>
  91.  *          Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the
  92.  *              specified Basis Spline Parameters for the Segment
  93.  *      </li>
  94.  *      <li>
  95.  *          Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response
  96.  *              Values using the specified Basis Splines
  97.  *      </li>
  98.  *      <li>
  99.  *          Create a calibrated Stretch Instance over the specified Predictor Ordinates, Response Values, and
  100.  *              their Constraints, using the specified Segment Builder Parameters
  101.  *      </li>
  102.  *      <li>
  103.  *          Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response
  104.  *              Value
  105.  *      </li>
  106.  *      <li>
  107.  *          Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points
  108.  *              and the Set of the Points to be Best Fit
  109.  *      </li>
  110.  *  </ul>
  111.  *
  112.  * <br><br>
  113.  *  <ul>
  114.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  115.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/SplineBuilderLibrary.md">Spline Builder Library</a></li>
  116.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/README.md">Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions</a></li>
  117.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/stretch/README.md">Multi-Segment Sequence Spline Stretch</a></li>
  118.  *  </ul>
  119.  * <br><br>
  120.  *
  121.  * @author Lakshmi Krishnamurthy
  122.  */

  124. public class MultiSegmentSequenceBuilder {

  126.     /**
  127.      * Polynomial Spline
  128.      */

  130.     public static final java.lang.String BASIS_SPLINE_POLYNOMIAL = "Polynomial";

  132.     /**
  133.      * Bernstein Polynomial Spline
  134.      */

  136.     public static final java.lang.String BASIS_SPLINE_BERNSTEIN_POLYNOMIAL = "BernsteinPolynomial";

  138.     /**
  139.      * Hyperbolic Tension Spline
  140.      */

  142.     public static final java.lang.String BASIS_SPLINE_HYPERBOLIC_TENSION = "HyperbolicTension";

  144.     /**
  145.      * Exponential Tension Spline
  146.      */

  148.     public static final java.lang.String BASIS_SPLINE_EXPONENTIAL_TENSION = "ExponentialTension";

  150.     /**
  151.      * Kaklis Pandelis Spline
  152.      */

  154.     public static final java.lang.String BASIS_SPLINE_KAKLIS_PANDELIS = "KaklisPandelis";

  156.     /**
  157.      * Exponential Rational Basis Spline
  158.      */

  160.     public static final java.lang.String BASIS_SPLINE_EXPONENTIAL_RATIONAL = "ExponentialRational";

  162.     /**
  163.      * Exponential Mixture Basis Spline
  164.      */

  166.     public static final java.lang.String BASIS_SPLINE_EXPONENTIAL_MIXTURE = "ExponentialMixture";

  168.     /**
  169.      * Koch-Lyche-Kvasov Exponential Tension Spline
  170.      */

  172.     public static final java.lang.String BASIS_SPLINE_KLK_EXPONENTIAL_TENSION = "KLKExponentialTension";

  174.     /**
  175.      * Koch-Lyche-Kvasov Hyperbolic Tension Spline
  176.      */

  178.     public static final java.lang.String BASIS_SPLINE_KLK_HYPERBOLIC_TENSION = "KLKHyperbolicTension";

  180.     /**
  181.      * Koch-Lyche-Kvasov Rational Linear Tension Spline
  182.      */

  184.     public static final java.lang.String BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION =
  185.         "KLKRationalLinearTension";

  187.     /**
  188.      * Koch-Lyche-Kvasov Rational Quadratic Tension Spline
  189.      */

  191.     public static final java.lang.String BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION =
  192.         "KLKRationalQuadraticTension";

  194.     /**
  195.      * Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the
  196.      *  specified Basis Spline Parameters for the Segment.
  197.      * 
  198.      * @param adblPredictorOrdinate Predictor Ordinate Array
  199.      * @param aSCBC Array of Segment Builder Parameters
  200.      * 
  201.      * @return Stretch instance
  202.      */

  204.     public static final org.drip.spline.segment.LatentStateResponseModel[] CreateSegmentSet (
  205.         final double[] adblPredictorOrdinate,
  206.         final org.drip.spline.params.SegmentCustomBuilderControl[] aSCBC)
  207.     {
  208.         if (null == adblPredictorOrdinate || null == aSCBC) return null;

  210.         int iNumSegment = adblPredictorOrdinate.length - 1;

  212.         if (1 > iNumSegment || iNumSegment != aSCBC.length) return null;

  214.         org.drip.spline.segment.LatentStateResponseModel[] aCS = new
  215.             org.drip.spline.segment.LatentStateResponseModel[iNumSegment];

  217.         for (int i = 0; i < iNumSegment; ++i) {
  218.             if (null == aSCBC[i]) return null;

  220.             java.lang.String strBasisSpline = aSCBC[i].basisSpline();

  222.             if (null == strBasisSpline || (!BASIS_SPLINE_POLYNOMIAL.equalsIgnoreCase (strBasisSpline) &&
  223.                 !BASIS_SPLINE_BERNSTEIN_POLYNOMIAL.equalsIgnoreCase (strBasisSpline) &&
  224.                     !BASIS_SPLINE_HYPERBOLIC_TENSION.equalsIgnoreCase (strBasisSpline) &&
  225.                         !BASIS_SPLINE_EXPONENTIAL_TENSION.equalsIgnoreCase (strBasisSpline) &&
  226.                             !BASIS_SPLINE_KAKLIS_PANDELIS.equalsIgnoreCase (strBasisSpline) &&
  227.                                 !BASIS_SPLINE_EXPONENTIAL_RATIONAL.equalsIgnoreCase (strBasisSpline) &&
  228.                                     !BASIS_SPLINE_EXPONENTIAL_MIXTURE.equalsIgnoreCase (strBasisSpline) &&
  229.                                         !BASIS_SPLINE_KLK_EXPONENTIAL_TENSION.equalsIgnoreCase
  230.                                             (strBasisSpline) &&
  231.                                                 !BASIS_SPLINE_KLK_HYPERBOLIC_TENSION.equalsIgnoreCase
  232.                                                     (strBasisSpline) &&
  233.                                                         !BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION.equalsIgnoreCase
  234.                 (strBasisSpline) && !BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION.equalsIgnoreCase
  235.                     (strBasisSpline)))
  236.                 return null;

  238.             if (BASIS_SPLINE_POLYNOMIAL.equalsIgnoreCase (strBasisSpline)) {
  239.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  240.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  241.                         org.drip.spline.basis.FunctionSetBuilder.PolynomialBasisSet
  242.                             ((org.drip.spline.basis.PolynomialFunctionSetParams) aSCBC[i].basisSetParams()),
  243.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  244.                     return null;
  245.             } else if (BASIS_SPLINE_BERNSTEIN_POLYNOMIAL.equalsIgnoreCase (strBasisSpline)) {
  246.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  247.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  248.                         org.drip.spline.basis.FunctionSetBuilder.BernsteinPolynomialBasisSet
  249.                             ((org.drip.spline.basis.PolynomialFunctionSetParams) aSCBC[i].basisSetParams()),
  250.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  251.                     return null;
  252.             } else if (BASIS_SPLINE_HYPERBOLIC_TENSION.equalsIgnoreCase (strBasisSpline)) {
  253.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  254.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  255.                         org.drip.spline.basis.FunctionSetBuilder.HyperbolicTensionBasisSet
  256.                             ((org.drip.spline.basis.ExponentialTensionSetParams) aSCBC[i].basisSetParams()),
  257.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  258.                     return null;
  259.             } else if (BASIS_SPLINE_EXPONENTIAL_TENSION.equalsIgnoreCase (strBasisSpline)) {
  260.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  261.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  262.                         org.drip.spline.basis.FunctionSetBuilder.ExponentialTensionBasisSet
  263.                             ((org.drip.spline.basis.ExponentialTensionSetParams) aSCBC[i].basisSetParams()),
  264.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  265.                     return null;
  266.             } else if (BASIS_SPLINE_KAKLIS_PANDELIS.equalsIgnoreCase (strBasisSpline)) {
  267.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  268.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  269.                         org.drip.spline.basis.FunctionSetBuilder.KaklisPandelisBasisSet
  270.                             ((org.drip.spline.basis.KaklisPandelisSetParams) aSCBC[i].basisSetParams()),
  271.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  272.                     return null;
  273.             } else if (BASIS_SPLINE_EXPONENTIAL_RATIONAL.equalsIgnoreCase (strBasisSpline)) {
  274.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  275.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  276.                         org.drip.spline.basis.FunctionSetBuilder.ExponentialRationalBasisSet
  277.                             ((org.drip.spline.basis.ExponentialRationalSetParams) aSCBC[i].basisSetParams()),
  278.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  279.                     return null;
  280.             } else if (BASIS_SPLINE_EXPONENTIAL_MIXTURE.equalsIgnoreCase (strBasisSpline)) {
  281.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  282.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  283.                         org.drip.spline.basis.FunctionSetBuilder.ExponentialMixtureBasisSet
  284.                             ((org.drip.spline.basis.ExponentialMixtureSetParams) aSCBC[i].basisSetParams()),
  285.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  286.                     return null;
  287.             } else if (BASIS_SPLINE_KLK_EXPONENTIAL_TENSION.equalsIgnoreCase (strBasisSpline)) {
  288.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  289.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  290.                         org.drip.spline.tension.KochLycheKvasovFamily.FromExponentialPrimitive
  291.                             ((org.drip.spline.basis.ExponentialTensionSetParams) aSCBC[i].basisSetParams()),
  292.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  293.                     return null;
  294.             } else if (BASIS_SPLINE_KLK_HYPERBOLIC_TENSION.equalsIgnoreCase (strBasisSpline)) {
  295.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  296.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  297.                         org.drip.spline.tension.KochLycheKvasovFamily.FromHyperbolicPrimitive
  298.                             ((org.drip.spline.basis.ExponentialTensionSetParams) aSCBC[i].basisSetParams()),
  299.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  300.                     return null;
  301.             } else if (BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION.equalsIgnoreCase (strBasisSpline)) {
  302.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  303.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  304.                         org.drip.spline.tension.KochLycheKvasovFamily.FromRationalLinearPrimitive
  305.                             ((org.drip.spline.basis.ExponentialTensionSetParams) aSCBC[i].basisSetParams()),
  306.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  307.                     return null;
  308.             } else if (BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION.equalsIgnoreCase (strBasisSpline)) {
  309.                 if (null == (aCS[i] = org.drip.spline.segment.LatentStateResponseModel.Create
  310.                     (adblPredictorOrdinate[i], adblPredictorOrdinate[i + 1],
  311.                         org.drip.spline.tension.KochLycheKvasovFamily.FromRationalQuadraticPrimitive
  312.                             ((org.drip.spline.basis.ExponentialTensionSetParams) aSCBC[i].basisSetParams()),
  313.                                 aSCBC[i].shapeController(), aSCBC[i].inelasticParams())))
  314.                     return null;
  315.             }
  316.         }

  318.         return aCS;
  319.     }

  321.     /**
  322.      * Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified
  323.      *  Basis Spline Parameters for the Segment.
  324.      * 
  325.      * @param strName Name of the Stretch
  326.      * @param adblPredictorOrdinate Predictor Ordinate Array
  327.      * @param aSCBC Array of Segment Builder Parameters
  328.      * 
  329.      * @return Stretch instance
  330.      */

  332.     public static final org.drip.spline.stretch.MultiSegmentSequence CreateUncalibratedStretchEstimator (
  333.         final java.lang.String strName,
  334.         final double[] adblPredictorOrdinate,
  335.         final org.drip.spline.params.SegmentCustomBuilderControl[] aSCBC)
  336.     {
  337.         org.drip.spline.segment.LatentStateResponseModel[] latentStateResponseModelArray = CreateSegmentSet (
  338.             adblPredictorOrdinate,
  339.             aSCBC
  340.         );

  342.         try {
  343.             return null == latentStateResponseModelArray ? null :
  344.             new org.drip.spline.stretch.CalibratableMultiSegmentSequence (
  345.                 strName,
  346.                 latentStateResponseModelArray,
  347.                 aSCBC
  348.             );
  349.         } catch (java.lang.Exception e) {
  350.             e.printStackTrace();
  351.         }

  353.         return null;
  354.     }

  356.     /**
  357.      * Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response
  358.      *  Values using the specified Basis Splines.
  359.      * 
  360.      * @param strName Name of the Stretch
  361.      * @param adblPredictorOrdinate Predictor Ordinate Array
  362.      * @param adblResponseValue Response Value Array
  363.      * @param aSCBC Array of Segment Builder Parameters
  364.      * @param rbfr Stretch Fitness Weighted Response
  365.      * @param bs The Calibration Boundary Condition
  366.      * @param iCalibrationDetail The Calibration Detail
  367.      * 
  368.      * @return Stretch instance
  369.      */

  371.     public static final org.drip.spline.stretch.MultiSegmentSequence CreateCalibratedStretchEstimator (
  372.         final java.lang.String strName,
  373.         final double[] adblPredictorOrdinate,
  374.         final double[] adblResponseValue,
  375.         final org.drip.spline.params.SegmentCustomBuilderControl[] aSCBC,
  376.         final org.drip.spline.params.StretchBestFitResponse rbfr,
  377.         final org.drip.spline.stretch.BoundarySettings bs,
  378.         final int iCalibrationDetail)
  379.     {
  380.         org.drip.spline.stretch.MultiSegmentSequence mss = CreateUncalibratedStretchEstimator (strName,
  381.             adblPredictorOrdinate, aSCBC);

  383.         if (null == mss || null == adblResponseValue) return null;

  385.         int iNumRightNode = adblResponseValue.length - 1;
  386.         double[] adblResponseValueRight = new double[iNumRightNode];

  388.         if (0 == iNumRightNode) return null;

  390.         for (int i = 0; i < iNumRightNode; ++i)
  391.             adblResponseValueRight[i] = adblResponseValue[i + 1];

  393.         return mss.setup (adblResponseValue[0], adblResponseValueRight, rbfr, bs, iCalibrationDetail) ? mss :
  394.             null;
  395.     }

  397.     /**
  398.      * Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response
  399.      *  Values using the specified Basis Splines.
  400.      * 
  401.      * @param strName Name of the Stretch
  402.      * @param aiPredictorOrdinate Predictor Ordinate Array
  403.      * @param adblResponseValue Response Value Array
  404.      * @param aSCBC Array of Segment Builder Parameters
  405.      * @param rbfr Stretch Fitness Weighted Response
  406.      * @param bs The Calibration Boundary Condition
  407.      * @param iCalibrationDetail The Calibration Detail
  408.      * 
  409.      * @return Stretch instance
  410.      */

  412.     public static final org.drip.spline.stretch.MultiSegmentSequence CreateCalibratedStretchEstimator (
  413.         final java.lang.String strName,
  414.         final int[] aiPredictorOrdinate,
  415.         final double[] adblResponseValue,
  416.         final org.drip.spline.params.SegmentCustomBuilderControl[] aSCBC,
  417.         final org.drip.spline.params.StretchBestFitResponse rbfr,
  418.         final org.drip.spline.stretch.BoundarySettings bs,
  419.         final int iCalibrationDetail)
  420.     {
  421.         if (null == aiPredictorOrdinate) return null;

  423.         int iNumPredictorOrdinate = aiPredictorOrdinate.length;
  424.         double[] adblPredictorOrdinate = new double[iNumPredictorOrdinate];

  426.         if (0 == iNumPredictorOrdinate) return null;

  428.         for (int i = 0; i < iNumPredictorOrdinate; ++i)
  429.             adblPredictorOrdinate[i] = aiPredictorOrdinate[i];

  431.         return CreateCalibratedStretchEstimator (strName, adblPredictorOrdinate, adblResponseValue, aSCBC,
  432.             rbfr, bs, iCalibrationDetail);
  433.     }

  435.     /**
  436.      * Create a calibrated Stretch Instance over the specified Predictor Ordinates, Response Values, and their
  437.      *  Constraints, using the specified Segment Builder Parameters.
  438.      * 
  439.      * @param strName Name of the Stretch
  440.      * @param adblPredictorOrdinate Predictor Ordinate Array
  441.      * @param dblStretchLeftResponseValue Left-most Y Point
  442.      * @param aSRVC Array of Response Value Constraints - One per Segment
  443.      * @param aSCBC Array of Segment Builder Parameters - One per Segment
  444.      * @param rbfr Stretch Fitness Weighted Response
  445.      * @param bs The Calibration Boundary Condition
  446.      * @param iCalibrationDetail The Calibration Detail
  447.      * 
  448.      * @return Stretch Instance
  449.      */

  451.     public static final org.drip.spline.stretch.MultiSegmentSequence CreateCalibratedStretchEstimator (
  452.         final java.lang.String strName,
  453.         final double[] adblPredictorOrdinate,
  454.         final double dblStretchLeftResponseValue,
  455.         final org.drip.spline.params.SegmentResponseValueConstraint[] aSRVC,
  456.         final org.drip.spline.params.SegmentCustomBuilderControl[] aSCBC,
  457.         final org.drip.spline.params.StretchBestFitResponse rbfr,
  458.         final org.drip.spline.stretch.BoundarySettings bs,
  459.         final int iCalibrationDetail)
  460.     {
  461.         org.drip.spline.stretch.MultiSegmentSequence mss = CreateUncalibratedStretchEstimator (strName,
  462.             adblPredictorOrdinate, aSCBC);

  464.         return null == mss ? null : mss.setup (dblStretchLeftResponseValue, aSRVC, rbfr, bs,
  465.             iCalibrationDetail) ? mss : null;
  466.     }

  468.     /**
  469.      * Create a calibrated Stretch Instance over the specified Predictor Ordinates and the Response Value
  470.      *  Constraints, with the Segment Builder Parameters.
  471.      * 
  472.      * @param strName Name of the Stretch
  473.      * @param adblPredictorOrdinate Predictor Ordinate Array
  474.      * @param srvcStretchLeft Stretch Left Constraint
  475.      * @param aSRVC Array of Segment Constraints - One per Segment
  476.      * @param aSCBC Array of Segment Builder Parameters - One per Segment
  477.      * @param sbfr Stretch Fitness Weighted Response
  478.      * @param bs The Calibration Boundary Condition
  479.      * @param iCalibrationDetail The Calibration Detail
  480.      * 
  481.      * @return Stretch Instance
  482.      */

  484.     public static final org.drip.spline.stretch.MultiSegmentSequence CreateCalibratedStretchEstimator (
  485.         final java.lang.String strName,
  486.         final double[] adblPredictorOrdinate,
  487.         final org.drip.spline.params.SegmentResponseValueConstraint srvcStretchLeft,
  488.         final org.drip.spline.params.SegmentResponseValueConstraint[] aSRVC,
  489.         final org.drip.spline.params.SegmentCustomBuilderControl[] aSCBC,
  490.         final org.drip.spline.params.StretchBestFitResponse sbfr,
  491.         final org.drip.spline.stretch.BoundarySettings bs,
  492.         final int iCalibrationDetail)
  493.     {
  494.         org.drip.spline.stretch.MultiSegmentSequence mss = CreateUncalibratedStretchEstimator (strName,
  495.             adblPredictorOrdinate, aSCBC);

  497.         return null == mss ? null : mss.setup (srvcStretchLeft, aSRVC, sbfr, bs, iCalibrationDetail) ? mss :
  498.             null;
  499.     }

  501.     /**
  502.      * Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response Value
  503.      * 
  504.      * @param strName Name of the Stretch
  505.      * @param adblPredictorOrdinate Predictor Ordinate Array
  506.      * @param dblResponseValue Response Value
  507.      * @param scbc Segment Builder Parameters - One per Segment
  508.      * @param sbfr Stretch Fitness Weighted Response
  509.      * @param bs The Calibration Boundary Condition
  510.      * @param iCalibrationDetail The Calibration Detail
  511.      * 
  512.      * @return Stretch Instance
  513.      */

  515.     public static final org.drip.spline.stretch.MultiSegmentSequence CreateCalibratedStretchEstimator (
  516.         final java.lang.String strName,
  517.         final double[] adblPredictorOrdinate,
  518.         final double dblResponseValue,
  519.         final org.drip.spline.params.SegmentCustomBuilderControl scbc,
  520.         final org.drip.spline.params.StretchBestFitResponse sbfr,
  521.         final org.drip.spline.stretch.BoundarySettings bs,
  522.         final int iCalibrationDetail)
  523.     {
  524.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblResponseValue) || null == adblPredictorOrdinate ||
  525.             null == scbc)
  526.             return null;

  528.         int iNumPredictorOrdinate = adblPredictorOrdinate.length;

  530.         if (1 >= iNumPredictorOrdinate) return null;

  532.         double[] adblResponseValue = new double[iNumPredictorOrdinate];
  533.         org.drip.spline.params.SegmentCustomBuilderControl[] aSCBC = new
  534.             org.drip.spline.params.SegmentCustomBuilderControl[iNumPredictorOrdinate - 1];

  536.         for (int i = 0; i < iNumPredictorOrdinate; ++i) {
  537.             adblResponseValue[i] = dblResponseValue;

  539.             if (0 != i) aSCBC[i - 1] = scbc;
  540.         }

  542.         return CreateCalibratedStretchEstimator (strName, adblPredictorOrdinate, adblResponseValue, aSCBC,
  543.             sbfr, bs, iCalibrationDetail);
  544.     }

  546.     /**
  547.      * Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points and the
  548.      *  Set of the Points to be Best Fit.
  549.      * 
  550.      * @param strName Name of the Stretch
  551.      * @param adblKnotPredictorOrdinate Array of the Predictor Ordinate Knots
  552.      * @param aSCBC Array of Segment Builder Parameters
  553.      * @param sbfr Stretch Fitness Weighted Response
  554.      * @param bs The Calibration Boundary Condition
  555.      * @param iCalibrationDetail The Calibration Detail
  556.      * 
  557.      * @return Stretch instance
  558.      */

  560.     public static final org.drip.spline.stretch.MultiSegmentSequence CreateRegressionSplineEstimator (
  561.         final java.lang.String strName,
  562.         final double[] adblKnotPredictorOrdinate,
  563.         final org.drip.spline.params.SegmentCustomBuilderControl[] aSCBC,
  564.         final org.drip.spline.params.StretchBestFitResponse sbfr,
  565.         final org.drip.spline.stretch.BoundarySettings bs,
  566.         final int iCalibrationDetail)
  567.     {
  568.         org.drip.spline.stretch.MultiSegmentSequence mss = CreateUncalibratedStretchEstimator (strName,
  569.             adblKnotPredictorOrdinate, aSCBC);

  571.         if (null == mss) return null;

  573.         return mss.setup (null, null, sbfr, bs, iCalibrationDetail) ? mss : null;
  574.     }
  575. }
Created with JaCoCo 0.7.9.201702052155