Modifier and Type | Method and Description |
---|---|
static double |
Integrator.Boole(AbstractUnivariate au,
double dblLeft,
double dblRight)
Compute the function's integral within the specified limits using the Boole rule.
|
static double |
Integrator.LinearQuadrature(AbstractUnivariate au,
double dblLeft,
double dblRight)
Compute the function's integral within the specified limits using the LinearQuadrature technique.
|
static double |
Integrator.MidPoint(AbstractUnivariate au,
double dblLeft,
double dblRight)
Compute the function's integral within the specified limits using the Mid-point rule.
|
static double |
Integrator.Simpson(AbstractUnivariate au,
double dblLeft,
double dblRight)
Compute the function's integral within the specified limits using the Simpson rule.
|
static double |
Integrator.Simpson38(AbstractUnivariate au,
double dblLeft,
double dblRight)
Compute the function's integral within the specified limits using the Simpson 3/8 rule.
|
static double |
Integrator.Trapezoidal(AbstractUnivariate au,
double dblLeft,
double dblRight)
Compute the function's integral within the specified limits using the Trapezoidal rule.
|
Modifier and Type | Class and Description |
---|---|
class |
BernsteinPolynomial
BernsteinPolynomial provides the evaluation of the BernsteinPolynomial and its derivatives for a specified
variate.
|
class |
ExponentialTension
ExponentialTension provides the evaluation of the Exponential Tension Function and its derivatives for a
specified variate.
|
class |
HyperbolicTension
HyperbolicTension provides the evaluation of the Hyperbolic Tension Function and its derivatives for a
specified variate.
|
class |
LinearRationalShapeControl
LinearRationalShapeControl implements the deterministic rational shape control functionality on top of the
estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1):
y = 1 / [1 + lambda * x]
where is the normalized ordinate mapped as
x => (x - x_i-1) / (x_i - x_i-1)
|
class |
LinearRationalTensionExponential
LinearRationalTensionExponential provides the evaluation of the Convolution of the Linear Rational and the
Tension Exponential Functons and its derivatives for a specified variate.
|
class |
NaturalLogSeriesElement
NaturalLogSeriesElement implements an element in the natural log series expansion.
|
class |
Polynomial
Polynomial provides the evaluation of the n-th order Polynomial and its derivatives for a specified
variate.
|
class |
QuadraticRationalShapeControl
QuadraticRationalShapeControl implements the deterministic rational shape control functionality on top of
the estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1):
y = 1 / [1 + lambda * x * (1-x)]
where is the normalized ordinate mapped as
x => (x - x_i-1) / (x_i - x_i-1)
|
class |
UnivariateConvolution
This class provides the evaluation of the Convolution au1 * au2 and its derivatives for a specified
variate.
|
class |
UnivariateReflection
UnivariateReflection provides the evaluation f(1-x) instead of f(x) for a given f.
|
Constructor and Description |
---|
UnivariateConvolution(AbstractUnivariate au1,
AbstractUnivariate au2)
Construct a PolynomialMirrorCross instance
|
UnivariateReflection(AbstractUnivariate au)
UnivariateReflection constructor
|
Modifier and Type | Method and Description |
---|---|
static double |
VariateIteratorPrimitive.MultiFunction(double dblX1,
double dblX2,
double dblX3,
double dblY1,
double dblY2,
double dblY3,
AbstractUnivariate of,
double dblOFTarget,
FixedPointFinderOutput rfop)
Iterate for the next variate using the multi-function method
|
Constructor and Description |
---|
ExecutionControl(AbstractUnivariate of,
ExecutionControlParams ecp)
ExecutionControl constructor
|
ExecutionInitializer(AbstractUnivariate of,
ConvergenceControlParams ccp)
ExecutionInitializer constructor
|
FixedPointFinderBracketing(double dblOFGoal,
AbstractUnivariate of,
ExecutionControl ec,
int iIteratorPrimitive,
boolean bWhine)
FixedPointFinderBracketing constructor
|
FixedPointFinderBrent(double dblOFGoal,
AbstractUnivariate of,
boolean bWhine)
FixedPointFinderBrent constructor
|
FixedPointFinderNewton(double dblOFGoal,
AbstractUnivariate of,
boolean bWhine)
FixedPointFinderNewton constructor
|
FixedPointFinderZheng(double dblOFGoal,
AbstractUnivariate of,
boolean bWhine)
FixedPointFinderZheng constructor
|
Modifier and Type | Method and Description |
---|---|
AbstractUnivariate |
FunctionSet.indexedBasisFunction(int iBasisIndex)
Retrieve the Basis Function identified by the specified Index
|
Constructor and Description |
---|
FunctionSet(AbstractUnivariate[] aAUResponseBasis) |
Modifier and Type | Class and Description |
---|---|
class |
BasisHatShapeControl
BasisHatShapeControl implements the shape control function for the hat basis set as laid out in the
framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
|
class |
CubicRationalLeftRaw
CubicRationalLeftRaw implements the TensionBasisHat interface in accordance with the raw left cubic
rational hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and
Lyche (1993), and Kvasov (2000) Papers.
|
class |
CubicRationalRightRaw
CubicRationalRightRaw implements the TensionBasisHat interface in accordance with the raw right cubic
rational hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and
Lyche (1993), and Kvasov (2000) Papers.
|
class |
ExponentialTensionLeftHat
ExponentialTensionLeftHat implements the TensionBasisHat interface in accordance with the left exponential
hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche
(1993), and Kvasov (2000) Papers.
|
class |
ExponentialTensionLeftRaw
ExponentialTensionLeftRaw implements the TensionBasisHat interface in accordance with the raw left
exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch
and Lyche (1993), and Kvasov (2000) Papers.
|
class |
ExponentialTensionRightHat
ExponentialTensionRightHat implements the TensionBasisHat interface in accordance with the right
exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch
and Lyche (1993), and Kvasov (2000) Papers.
|
class |
ExponentialTensionRightRaw
ExponentialTensionRightRaw implements the TensionBasisHat interface in accordance with the raw right
exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch
and Lyche (1993), and Kvasov (2000) Papers.
|
class |
LeftHatShapeControl
LeftHatShapeControl implements the BasisHatShapeControl interface for the left hat basis set as laid out
in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000)
Papers.
|
class |
RightHatShapeControl
RightHatShapeControl implements the BasisHatShapeControl interface for the right hat basis set as laid out
in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000)
Papers.
|
class |
SegmentBasisFunction
SegmentBasisFunction is the abstract class over which the local ordered envelope functions for the B Splines
are implemented.
|
class |
SegmentMonicBasisFunction
SegmentMonicBasisFunction implements the local monic B Spline that envelopes the predictor ordinates, and
the corresponding set of ordinates/basis functions.
|
class |
SegmentMulticBasisFunction
SegmentMulticBasisFunction implements the local quadratic B Spline that envelopes the predictor ordinates,
and the corresponding set of ordinates/basis functions.
|
class |
TensionBasisHat
TensionBasisHat implements the common basis hat function that form the basis for all B Splines.
|
class |
TensionProcessedBasisHat
TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic
framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
|
Constructor and Description |
---|
SegmentBasisFunctionSet(int iNumBasisToUse,
double dblTension,
AbstractUnivariate[] aAUHat)
SegmentBasisFunctionSet constructor
|
Modifier and Type | Method and Description |
---|---|
AbstractUnivariate |
ResponseScalingShapeControl.shapeController()
Retrieve the Shape Control Univariate Function
|
Constructor and Description |
---|
ResponseScalingShapeControl(boolean bIsLocal,
AbstractUnivariate auShapeControl)
ResponseScalingShapeControl constructor
|
Modifier and Type | Class and Description |
---|---|
class |
MonotoneConvexHaganWest
This class implements the regime using the Hagan and West (2006) Estimator.
|
Modifier and Type | Class and Description |
---|---|
class |
CalibratableMultiSegmentSequence
CalibratableMultiSegmentSequence implements the MultiSegmentSequence span that spans multiple segments.
|
Modifier and Type | Class and Description |
---|---|
class |
KLKHyperbolicTensionPhy
KLKHyperbolicTensionPhy implements the basic framework and the family of C2 Tension Splines outlined in
Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
|
class |
KLKHyperbolicTensionPsy
KLKHyperbolicTensionPsy implements the basic framework and the family of C2 Tension Splines outlined in
Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
|
Modifier and Type | Method and Description |
---|---|
static AbstractUnivariate[] |
KochLycheKvasovBasis.GenerateMonicBSplineSet(double dblTension)
Generate the Monic BSpline Basis Function Set
|
static AbstractUnivariate[] |
KochLycheKvasovBasis.GenerateQuadraticBSplineSet(double dblTension)
Generate the Quadratic BSpline Basis Function Set
|
Modifier and Type | Class and Description |
---|---|
class |
CurveStretch
CurveStretch expands the regular Multi-Segment Stretch to aid the calibration of Boot-strapped
Instruments.
|