Package com.opengamma.analytics.math.function

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

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  }

  public static void polyDerivativeDemo(PrintStream out) {
    RealPolynomialFunction1D f = getFunction();

    assert f.evaluate(5.0) == 0.0;

    RealPolynomialFunction1D d = f.derivative();
    double[] coefficients = d.getCoefficients();
    out.println(Arrays.toString(coefficients));
  }
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  }

  public static void polyDerivativeDemo(final PrintStream out) {
    final RealPolynomialFunction1D f = getFunction();

    assert f.evaluate(5.0) == 0.0;

    final RealPolynomialFunction1D d = f.derivative();
    final double[] coefficients = d.getCoefficients();
    out.println(Arrays.toString(coefficients));
  }
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    if (low == n) {
      return yData[n];
    } else if (low == 0) {
      final RealPolynomialFunction1D quadratic = quadraticData.getQuadratic(0);
      final double x = value - xData[1];
      return quadratic.evaluate(x);
    } else if (high == n) {
      final RealPolynomialFunction1D quadratic = quadraticData.getQuadratic(n - 2);
      final double x = value - xData[n - 1];
      return quadratic.evaluate(x);
    }
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      final double x = value - xData[1];
      return quadratic.evaluate(x);
    } else if (high == n) {
      final RealPolynomialFunction1D quadratic = quadraticData.getQuadratic(n - 2);
      final double x = value - xData[n - 1];
      return quadratic.evaluate(x);
    }
    final RealPolynomialFunction1D quadratic1 = quadraticData.getQuadratic(low - 1);
    final RealPolynomialFunction1D quadratic2 = quadraticData.getQuadratic(high - 1);
    final double w = _weightFunction.getWeight((xData[high] - value) / (xData[high] - xData[low]));
    //final double w = (xData[high] - value) / (xData[high] - xData[low]);
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    }
    final RealPolynomialFunction1D quadratic1 = quadraticData.getQuadratic(low - 1);
    final RealPolynomialFunction1D quadratic2 = quadraticData.getQuadratic(high - 1);
    final double w = _weightFunction.getWeight((xData[high] - value) / (xData[high] - xData[low]));
    //final double w = (xData[high] - value) / (xData[high] - xData[low]);
    final double res = w * quadratic1.evaluate(value - xData[low]) + (1 - w) * quadratic2.evaluate(value - xData[high]);
    return res;
  }

  @Override
  public double firstDerivative(final Interpolator1DDataBundle data, final Double value) {
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    if (low == n) {
      return 0.;
    } else if (low == 0) {
      final RealPolynomialFunction1D quadraticFirstDerivative = quadraticData.getQuadraticFirstDerivative(0);
      final double x = value - xData[1];
      return quadraticFirstDerivative.evaluate(x);
    } else if (high == n) {
      final RealPolynomialFunction1D quadraticFirstDerivative = quadraticData.getQuadraticFirstDerivative(n - 2);
      final double x = value - xData[n - 1];
      return quadraticFirstDerivative.evaluate(x);
    }
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      final double x = value - xData[1];
      return quadraticFirstDerivative.evaluate(x);
    } else if (high == n) {
      final RealPolynomialFunction1D quadraticFirstDerivative = quadraticData.getQuadraticFirstDerivative(n - 2);
      final double x = value - xData[n - 1];
      return quadraticFirstDerivative.evaluate(x);
    }
    final RealPolynomialFunction1D quadratic1 = quadraticData.getQuadratic(low - 1);
    final RealPolynomialFunction1D quadratic2 = quadraticData.getQuadratic(high - 1);
    final RealPolynomialFunction1D quadratic1FirstDerivative = quadraticData.getQuadraticFirstDerivative(low - 1);
    final RealPolynomialFunction1D quadratic2FirstDerivative = quadraticData.getQuadraticFirstDerivative(high - 1);
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    final RealPolynomialFunction1D quadratic1 = quadraticData.getQuadratic(low - 1);
    final RealPolynomialFunction1D quadratic2 = quadraticData.getQuadratic(high - 1);
    final RealPolynomialFunction1D quadratic1FirstDerivative = quadraticData.getQuadraticFirstDerivative(low - 1);
    final RealPolynomialFunction1D quadratic2FirstDerivative = quadraticData.getQuadraticFirstDerivative(high - 1);
    final double w = _weightFunction.getWeight((xData[high] - value) / (xData[high] - xData[low]));
    final double res = w * quadratic1FirstDerivative.evaluate(value - xData[low]) + (1 - w) * quadratic2FirstDerivative.evaluate(value - xData[high]) +
        (quadratic2.evaluate(value - xData[high]) - quadratic1.evaluate(value - xData[low])) / (xData[high] - xData[low]);
    return res;
  }

  @Override
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    double[] yValues = new double[nPts];

    for (int i = 0; i < nPts; ++i) {
      xValues[i] = -5. + 10 * i / (nPts - 1);
      //xValues[i] = 3. * (randObj.nextDouble() + .5);
      yValues[i] = func.evaluate(xValues[i]);
    }

    PolynomialsLeastSquaresFitterResult result = regObj.regressVerbose(xValues, yValues, degree, false);

    final double[] coeffResult = result.getCoeff();
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    for (int i = 0; i < nPts; ++i) {
      //  xValues[i] = -5. + 10 * i / (nPts - 1);
      //xValues[i] = 3. * (randObj.nextDouble() + .5);
      xValuesNom[i] = xValues[i] / std - mean / std;
      yValues[i] = func.evaluate(xValuesNom[i]);
    }

    PolynomialsLeastSquaresFitterResult resultNom = regObj.regressVerbose(xValues, yValues, degree, true);
    PolynomialsLeastSquaresFitterResult result = regObj.regressVerbose(xValuesNom, yValues, degree, false);

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