Examples of com.opengamma.analytics.math.interpolation.BasisFunctionGenerator.generateSet()

com.opengamma.analytics.math.interpolation.BasisFunctionGenerator.generateSet()
Generates a set of b-splines with knots a fixed distance apart @param xa minimum value of the function domain @param xb maximum value of the function domain @param nKnots number of internal knots (minimum 2 - 1 at xa and 1 at xb) @param degree The order of the polynomial splines @return a List of functions

    _bSplines = bSlines;
  }


  public BasisSplineVolatilityTermStructureProvider(final double t1, final double t2, final int nKnots, final int degree) {
    final BasisFunctionGenerator gen = new BasisFunctionGenerator();
    _bSplines = gen.generateSet(t1, t2, nKnots, degree);
  }


  @Override
  public VolatilityTermStructure evaluate(DoubleMatrix1D data) {
    final Function1D<Double, Double> func = new BasisFunctionAggregation<>(_bSplines, data.getData());

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  }


  @Test
  public void testPSplineFit2() {
    final BasisFunctionGenerator generator = new BasisFunctionGenerator();
    List<Function1D<Double, Double>> basisFuncs = generator.generateSet(0, 12, 100, 3);
    List<Function1D<Double, Double>> basisFuncsLog = generator.generateSet(-5, 3, 100, 3);


    final GeneralizedLeastSquare gls = new GeneralizedLeastSquare();


    final Interpolator1D interpolator = new CombinedInterpolatorExtrapolator(new DoubleQuadraticInterpolator1D(), new FlatExtrapolator1D());

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  @Test
  public void testPSplineFit2() {
    final BasisFunctionGenerator generator = new BasisFunctionGenerator();
    List<Function1D<Double, Double>> basisFuncs = generator.generateSet(0, 12, 100, 3);
    List<Function1D<Double, Double>> basisFuncsLog = generator.generateSet(-5, 3, 100, 3);


    final GeneralizedLeastSquare gls = new GeneralizedLeastSquare();


    final Interpolator1D interpolator = new CombinedInterpolatorExtrapolator(new DoubleQuadraticInterpolator1D(), new FlatExtrapolator1D());

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