Examples of PiecewisePolynomialFunction1D

Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[][] yValues = new double[][] {{0.1, 1., 3., 8., 16., 18. } };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    System.out.println(resultPos.getCoefMatrix());

    final int nKeys = 101;
    for (int i = 0; i < nKeys; ++i) {
      final double key = 1. + 5. / (nKeys - 1) * i;
      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
    }
  }
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[][] yValues = new double[][] {{0.1, 1., 1., 20., 20., 16. } };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    System.out.println(resultPos.getCoefMatrix());

    final int nKeys = 101;
    for (int i = 0; i < nKeys; ++i) {
      final double key = 1. + 5. / (nKeys - 1) * i;
      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
    }
  }
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[][] yValues = new double[][] {{8.1, 7., 4.4, 7., 4., 3. } };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    System.out.println(resultPos.getCoefMatrix());

    final int nKeys = 101;
    for (int i = 0; i < nKeys; ++i) {
      final double key = +30. / (nKeys - 1) * i;
      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
    }
  }
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[][] yValues = new double[][] {{35., 22., 20., 25., 30., 25. } };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    System.out.println(resultPos.getCoefMatrix());

    final int nKeys = 101;
    for (int i = 0; i < nKeys; ++i) {
      final double key = 1.5 + 12. / (nKeys - 1) * i;
      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
    }
  }
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[] yValues = new double[] {0., 0.1, 1., 1., 20., 5., 0. };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), result.getOrder());

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 4. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int nData = xValues.length;
    for (int i = 1; i < nData - 2; ++i) {
      final double tau = Math.signum(resultPos.getCoefMatrix().getData()[i][3]);
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[][] yValues = new double[][] { {0., 0.1, 1., 1., 20., 5., 0. }, {-10., 0.1, 1., 1., 20., 5., 0. } };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), result.getOrder());

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 4. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int dim = yValues.length;
    final int nData = xValues.length;
    for (int j = 0; j < dim; ++j) {
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[] yValues = new double[] {0.1, 1., 1., 20., 5. };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), result.getOrder());

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 4. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int nData = xValues.length;
    for (int i = 1; i < nData - 2; ++i) {
      final double tau = Math.signum(resultPos.getCoefMatrix().getData()[i][3]);
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[][] yValues = new double[][] { {0.01, 0.01, 0.01, 10., 20., 1. }, {0.01, 0.01, 10., 10., 0.01, 0.01 } };

    PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), result.getOrder());

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 5. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int dim = yValues.length;
    final int nData = xValues.length;
    for (int j = 0; j < dim; ++j) {
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[] xValuesFlip = new double[] {6., 2., 3., 5., 4., 1. };
    final double[] yValuesFlip = new double[] {3., 0.1, 0.01, 0.1, 0.01, 3. };

    PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    PiecewisePolynomialResult resultPosFlip = interpPos.interpolate(xValuesFlip, yValuesFlip);

    assertEquals(resultPos.getDimensions(), resultPosFlip.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), resultPosFlip.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), resultPosFlip.getOrder());

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 5. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int nData = xValues.length;
    for (int i = 0; i < nData - 1; ++i) {
      for (int k = 0; k < 4; ++k)
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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[] xValuesFlip = new double[] {1., 2., 3., 5., 4., 6. };
    final double[][] yValuesFlip = new double[][] { {3., 0.1, 0.01, 0.1, 0.01, 3. }, {3., 0.1, 0.01, 2., 0.001, 3. } };

    PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    PiecewisePolynomialResult resultPosFlip = interpPos.interpolate(xValuesFlip, yValuesFlip);

    assertEquals(resultPos.getDimensions(), resultPosFlip.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), resultPosFlip.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), resultPosFlip.getOrder());

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 5. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
      assertTrue(function.evaluate(resultPos, key).getData()[1] >= 0.);
    }

    final int dim = yValues.length;
    final int nData = xValues.length;
    for (int j = 0; j < dim; ++j) {
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