Package | Description |
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org.drip.math.grid | |
org.drip.math.sample |
Modifier and Type | Method and Description |
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static Span |
Span.CreateCalibratedSpanInterpolator(double[] adblX,
double[] adblY,
java.lang.String strCalibrationMode,
SegmentControlParams segControlParams,
int iSetupMode)
Creates a calibrated Span instance over the specified X and Y input array points, using the specified
basis splines.
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static Span |
Span.CreateCalibratedSpanInterpolator(double[] adblX,
double dblY,
java.lang.String strCalibrationMode,
SegmentControlParams segControlParams,
int iSetupMode)
Creates a Calibrated Span instance from an array of X points and a flat Y point
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Constructor and Description |
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Span(double[] adblX,
SegmentControlParams segControlParams)
Span constructor - Constructs a sequence of basis spline segments
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Modifier and Type | Method and Description |
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static SegmentControlParams |
SpanInterpolator.BernsteinPolynomialSegmentControlParams(int iNumBasis,
SegmentInelasticParams segParams,
AbstractUnivariate rsc)
Build Bernstein Polynomial Segment Control Parameters
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static SegmentControlParams |
SpanInterpolator.ExponentialTensionSegmentControlParams(double dblTension,
SegmentInelasticParams segParams,
AbstractUnivariate rsc)
Build Exponential Tension Segment Control Parameters
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static SegmentControlParams |
SpanInterpolator.HyperbolicTensionSegmentControlParams(double dblTension,
SegmentInelasticParams segParams,
AbstractUnivariate rsc)
Build Hyperbolic Tension Segment Control Parameters
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static SegmentControlParams |
SpanInterpolator.KaklisPandelisSegmentControlParams(int iKPTensionDegree,
SegmentInelasticParams segParams,
AbstractUnivariate rsc)
Build Kaklis-Pandelis Segment Control Parameters
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static SegmentControlParams |
SpanInterpolator.PolynomialSegmentControlParams(int iNumBasis,
SegmentInelasticParams segParams,
AbstractUnivariate rsc)
Build Polynomial Segment Control Parameters
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Modifier and Type | Method and Description |
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static void |
SpanInterpolator.BasisSplineSpanTest(double[] adblX,
double[] adblY,
SegmentControlParams segControlParams)
Perform the following sequence of tests for a given segment control for a predictor/response range
- Interpolate
- Compute the segment-by-segment monotonicity
- Span Jacobian
- Span knot insertion
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