Module net.finmath.lib
Package 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 Details

    • 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 Details

    • 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()