com.opengamma.strata.math.impl.interpolation

Class BasisFunctionKnots

java.lang.Object

com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

public final class BasisFunctionKnots
extends Object

Helper class to hold the knots and polynomial degree that specify a set of basis functions.

Method Summary

Modifier and Type	Method and Description
static BasisFunctionKnots	fromInternalKnots(double[] internalKnots, int degree) Generate a set of knots capable of supporting the given degree of basis functions.
static BasisFunctionKnots	fromKnots(double[] knots, int degree) Generate a set of knots capable of supporting the given degree of basis functions.
static BasisFunctionKnots	fromUniform(double xa, double xb, int nKnots, int degree) Generate knots uniformly in the range xa and xb and knots outside this range to support the basis functions on the edge of the range.
int	getDegree() the polynomial degree of the basis functions.
double[]	getKnots() Get the full set of knots.
int	getNumKnots() The number of knots.
int	getNumSplines() The number of basis splines of the degree this set of knots will support.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

fromUniform

public static BasisFunctionKnots fromUniform(double xa,
                                             double xb,
                                             int nKnots,
                                             int degree)

Generate knots uniformly in the range xa and xb and knots outside this range to support the basis functions on the edge of the range.

Parameters:

xa - start of the range

xb - end of the range

nKnots - number of knots in the range (internal knots)

degree - the polynomial degree of the basis functions (this will determine how many external knots are required)

Returns:

a BasisFunctionKnots instance

fromInternalKnots

public static BasisFunctionKnots fromInternalKnots(double[] internalKnots,
                                                   int degree)

Generate a set of knots capable of supporting the given degree of basis functions. The given knots are used inside the range, with knots generated outside this range to support the basis functions on the edge of the range

Parameters:

internalKnots - the internal knots. The start of the range is the first knot and the end is the last.

degree - the polynomial degree of the basis functions (this will determine how many external knots are required)

Returns:

a BasisFunctionKnots instance

fromKnots

public static BasisFunctionKnots fromKnots(double[] knots,
                                           int degree)

Generate a set of knots capable of supporting the given degree of basis functions. All the knots, including those outside the range must be supplied - the first and last degree knots are outside the range (e.g. for degree = 2, the first and last two knots are out side the range and exist to support the basis functions on the edge of the range.

Parameters:

knots - The total set of knots - must be strictly acceding

degree - the polynomial degree of the basis functions

Returns:

a BasisFunctionKnots instance

getKnots

public double[] getKnots()

Get the full set of knots.

Returns:

the knots

getNumKnots

public int getNumKnots()

The number of knots.

Returns:

number of knots

getDegree

public int getDegree()

the polynomial degree of the basis functions.

Returns:

the degree

getNumSplines

public int getNumSplines()

The number of basis splines of the degree this set of knots will support.

Returns:

number of splines