Examples of PiecewisePolynomialFunction1D


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

    final double[][] yValues = new double[][] { {19., 17., 19., 2., 4., 5., 18. }, {19.0, 15.0, 16.0, 6.0, 12.0, 16.0, 8.0 } };

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

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

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

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), 6);

    final int len = 21;
    double key0 = 5.;
    for (int i = 1; i < len; ++i) {
      final double key = 5. + 1. / (len - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] >= 0.);
      key0 = 5. + 1. / (len - 1) * i;
    }
    key0 = 5.;
    for (int i = 1; i < len; ++i) {
      final double key = 5. + 1. / (len - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[1] - function.evaluate(resultPos, key0).getData()[1] >= 0.);
      key0 = 5. + 1. / (len - 1) * i;
    }

    //    final int nKeys = 61;
    //    for (int i = 0; i < nKeys; ++i) {
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