Package com.opengamma.analytics.math.function

Examples of com.opengamma.analytics.math.function.RealPolynomialFunction1D.evaluate()

969
970
971
972
973
974
975
976
977
978
979
    final DoubleFunction1D func = new RealPolynomialFunction1D(coeffResult);

    for (int i = 0; i < 100; ++i) {
      final double k = -5. + 10. * i / 100.;
      System.out.println(k + "\t" + func.evaluate(k));
    }

    System.out.println("\n");
    final double[] resResult = result.getResiduals();
    double resSumSqHalf = 0.;
View Full Code Here
47
48
49
50
51
52
53
54
55
56
57
    double[] xValues = new double[nPts];
    double[] yValues = new double[nPts];

    for (int i = 0; i < nPts; ++i) {
      xValues[i] = -5. + 10 * i / (nPts - 1);
      yValues[i] = func.evaluate(xValues[i]);
    }

    double[] yValuesNorm = new double[nPts];

    final double mean = _meanCal.evaluate(xValues);
View Full Code Here
58
59
60
61
62
63
64
65
66
67
68
    final double std = _stdCal.evaluate(xValues);
    final double ratio = mean / std;

    for (int i = 0; i < nPts; ++i) {
      final double tmp = xValues[i] / std - ratio;
      yValuesNorm[i] = func.evaluate(tmp);
    }

    /**
     * Tests for regress(..)
     */
 
View Full Code Here
77
78
79
80
81
82
83
84
85
86
87
    final double[] residuals = result.getResiduals();
    func = new RealPolynomialFunction1D(coeffResult);
    double[] yValuesFit = new double[nPts];
    for (int i = 0; i < nPts; ++i) {
      yValuesFit[i] = func.evaluate(xValues[i]);
    }

    for (int i = 0; i < nPts; ++i) {
      assertEquals(Math.abs(yValuesFit[i] - yValues[i]), 0., Math.abs(yValues[i]) * EPS);
    }
View Full Code Here
102
103
104
105
106
107
108
109
110
111
112
    PolynomialsLeastSquaresFitterResult resultVer = regObj.regressVerbose(xValues, yValues, degree, false);
    coeffResult = resultVer.getCoeff();
    func = new RealPolynomialFunction1D(coeffResult);
    for (int i = 0; i < nPts; ++i) {
      yValuesFit[i] = func.evaluate(xValues[i]);
    }

    assertEquals(nPts - (degree + 1), resultVer.getDof(), 0);
    for (int i = 0; i < degree + 1; ++i) {
      assertEquals(coeff[i], coeffResult[i], EPS * Math.abs(coeff[i]));
 
View Full Code Here
135
136
137
138
139
140
141
142
143
144
145
    }

    func = new RealPolynomialFunction1D(coeffResult);
    for (int i = 0; i < nPts; ++i) {
      final double tmp = xValues[i] / std - ratio;
      yValuesFit[i] = func.evaluate(tmp);
    }

    for (int i = 0; i < nPts; ++i) {
      assertEquals(Math.abs(yValuesFit[i] - yValuesNorm[i]), 0., Math.abs(yValuesNorm[i]) * EPS);
    }
View Full Code Here
106
107
108
109
110
111
112
113
114
115
116
    final TreeMap<Double, Double> quarticMap = new TreeMap<>();
    double x;
    for (int i = 0; i < 10; i++) {
      x = i / 10.;
      quadraticMap.put(x, quadratic.evaluate(x));
      quarticMap.put(x, quartic.evaluate(x));
    }
    x = 0.35;
    Interpolator1D quadraticInterpolator = new PolynomialInterpolator1D(2);
    Interpolator1D quarticInterpolator = new PolynomialInterpolator1D(4);
    final Interpolator1DDataBundle quadraticData = quadraticInterpolator.getDataBundle(quadraticMap);
View Full Code Here
116
117
118
119
120
121
122
123
124
125
126
    final Interpolator1DDataBundle quadraticData = quadraticInterpolator.getDataBundle(quadraticMap);
    final Interpolator1DDataBundle quarticData = quarticInterpolator.getDataBundle(quarticMap);
    Double quadraticResult = quadraticInterpolator.interpolate(quadraticData, x);
    Double quarticResult = quarticInterpolator.interpolate(quarticData, x);
    assertEquals(quadraticResult, quadratic.evaluate(x), EPS);
    assertEquals(quarticResult, quartic.evaluate(x), EPS);
    quadraticInterpolator = new PolynomialInterpolator1D(2, 1);
    quadraticResult = quadraticInterpolator.interpolate(quadraticData, x);
    quarticInterpolator = new PolynomialInterpolator1D(4, 1);
    quarticResult = quarticInterpolator.interpolate(quarticData, x);
    assertEquals(quadraticResult, quadratic.evaluate(x), EPS);
View Full Code Here
122
123
124
125
126
127
128
129
130
    quadraticInterpolator = new PolynomialInterpolator1D(2, 1);
    quadraticResult = quadraticInterpolator.interpolate(quadraticData, x);
    quarticInterpolator = new PolynomialInterpolator1D(4, 1);
    quarticResult = quarticInterpolator.interpolate(quarticData, x);
    assertEquals(quadraticResult, quadratic.evaluate(x), EPS);
    assertEquals(quarticResult, quartic.evaluate(x), EPS);
  }

}
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.