Package com.opengamma.analytics.math.interpolation.data

Examples of com.opengamma.analytics.math.interpolation.data.Interpolator1DPiecewisePoynomialDataBundle

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  @Override
  public Double interpolate(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialDataBundle);
    final Interpolator1DPiecewisePoynomialDataBundle polyData = (Interpolator1DPiecewisePoynomialDataBundle) data;
    final DoubleMatrix1D res = FUNC.evaluate(polyData.getPiecewisePolynomialResultsWithSensitivity(), value);
    return res.getEntry(0);
  }
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  @Override
  public double firstDerivative(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialDataBundle);
    final Interpolator1DPiecewisePoynomialDataBundle polyData = (Interpolator1DPiecewisePoynomialDataBundle) data;
    final DoubleMatrix1D res = FUNC.differentiate(polyData.getPiecewisePolynomialResultsWithSensitivity(), value);
    return res.getEntry(0);
  }
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  }

  @Override
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
    //    final PiecewisePolynomialResult poly = BASE.interpolate(x, y);
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), new PiecewiseCubicHermiteSplineInterpolatorWithSensitivity());
  }
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  }

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    //    final PiecewisePolynomialResult poly = BASE.interpolate(x, y);
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), new PiecewiseCubicHermiteSplineInterpolatorWithSensitivity());
  }
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  @Override
  public Double interpolate(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialDataBundle);
    final Interpolator1DPiecewisePoynomialDataBundle polyData = (Interpolator1DPiecewisePoynomialDataBundle) data;
    final DoubleMatrix1D res = FUNC.evaluate(polyData.getPiecewisePolynomialResultsWithSensitivity(), value);
    return res.getEntry(0);
  }
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  @Override
  public double firstDerivative(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialDataBundle);
    final Interpolator1DPiecewisePoynomialDataBundle polyData = (Interpolator1DPiecewisePoynomialDataBundle) data;
    final DoubleMatrix1D res = FUNC.differentiate(polyData.getPiecewisePolynomialResultsWithSensitivity(), value);
    return res.getEntry(0);
  }
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  @Override
  public double[] getNodeSensitivitiesForValue(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialDataBundle);
    final Interpolator1DPiecewisePoynomialDataBundle polyData = (Interpolator1DPiecewisePoynomialDataBundle) data;
    final DoubleMatrix1D res = FUNC.nodeSensitivity(polyData.getPiecewisePolynomialResultsWithSensitivity(), value);
    return res.getData();
  }
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    return res.getData();
  }

  @Override
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod);
  }
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   */
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y, final double leftCond, final double rightCond) {
    if (!(_baseMethod.getPrimaryMethod() instanceof CubicSplineInterpolator)) {
      throw new IllegalArgumentException("No degrees of freedom at endpoints for this interpolation method");
    }
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod, leftCond, rightCond);
  }
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    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod, leftCond, rightCond);
  }

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), this._baseMethod);
  }
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Related Classes of com.opengamma.analytics.math.interpolation.data.Interpolator1DPiecewisePoynomialDataBundle

  • com.opengamma.analytics.math.interpolation.ClampedCubicSplineInterpolator1D
  • com.opengamma.analytics.math.interpolation.PCHIPInterpolator1D
  • com.opengamma.analytics.math.interpolation.PCHIPYieldCurveInterpolator1D
  • com.opengamma.analytics.math.interpolation.PiecewisePolynomialInterpolator1D
  • org.apache.commons.lang.NotImplementedException
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