net.finmath.marketdata.model.curves.locallinearregression

Class Partition

java.lang.Object

net.finmath.marketdata.model.curves.locallinearregression.Partition

public class Partition
extends Object

This class represents a set of discrete points in time with weighted interval reference points.

Version:

1.0

Author:

Moritz Scherrmann

Constructor Summary

Constructors

Constructor and Description
Partition(double[] points) Creates a partition with fixed weight=0.5.
Partition(double[] points, double weight) Creates a partition.

Method Summary

Modifier and Type	Method and Description
double	d(double x) If a given x is into an interval of the partition, this method returns the reference point of the corresponding interval.
double	getIntervalLength(int intervalIndex)
int	getIntervalNumber(double x) Returns for a given x the number of the interval where x is included.
double	getIntervalReferencePoint(int intervalIndex)
int	getLength()
int	getNumberOfIntervals()
double	getPoint(int pointIndex)
double[]	getPoints()
double[]	getReferencePoints()
double	getWeight()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Partition

public Partition(double[] points,
                 double weight)

Creates a partition.

Parameters:

points - The points of the partition. It should be kept in mind that no point should be included twice. There is no need to take care of the order of the points.

weight - The weight if the partition as double. It is needed to compute the reference points.

Partition

public Partition(double[] points)

Creates a partition with fixed weight=0.5.

Parameters:

points - The points of the partition. It should be kept in mind that no point should be included twice. There is no need to take care of the order of the points.

Method Detail

getIntervalNumber

public int getIntervalNumber(double x)

Returns for a given x the number of the interval where x is included. Note that the intervals are of the type [x_i,x_{i+1}). The first interval has number 1, the second number 2 and so on. If x is smaller than the minimum of the partition, the method return 0. If x is greater or equal the maximum of the partition, it returns the length of the partition.

Parameters:

x - The point of interest.

Returns:

The number of the intervals which contains x.

d

public double d(double x)

If a given x is into an interval of the partition, this method returns the reference point of the corresponding interval. If the given x is not contained in any interval of the partition, this method returns x.

Parameters:

x - The point of interest.

Returns:

The discretized value.

getReferencePoints

public double[] getReferencePoints()

getIntervalReferencePoint

public double getIntervalReferencePoint(int intervalIndex)

getPoints

public double[] getPoints()

getPoint

public double getPoint(int pointIndex)

getLength

public int getLength()

getNumberOfIntervals

public int getNumberOfIntervals()

getIntervalLength

public double getIntervalLength(int intervalIndex)

getWeight

public double getWeight()