SplineLibrary provides the functionality for building, calibrating, and evaluating different kinds of splines.
SplineLibrary implements the functionality behind spline design, spline constructions, customization, calibration, and evaluation of a wide variety of spline types and basis functions.
SplineLibrary provides the functionality for building, calibrating, and evaluating different kinds of splines.
SplineLibrary implements the functionality behind spline design, spline constructions, customization, calibration, and evaluation of a wide variety of spline types and basis functions.
SplineLibrary achieves its design goal by implementing its functionality over several packages the perform the following:
Spline Calibration Framework: Schematic spline segment/span partitioning, elastic/inelastic entity-variate separation, mathematical calibration formulation framework with constraints/
Shape Preserving Spline Suite: B-splines, Polynomial Splines and Variants (Bernstein, Kaklis-Pandelis, Manni), Integrated Tension Splines (exponential/
Space Spline Curves: Hermitian, Catmull-Rom, Cardinal Cubic, Space Loops.
B Splines: Polynomial Koch/Loche/Kvasov Tension B Splines Monic/Multic Sequence Generation and Setup.
Spline Calibration: Explicit segment formulation frame work, Optimizing shape preserving splines, curvature/
Spline Smoothing Schemes: Akima, Bessel, Harmonic, Hyman83, Hyman89, Kruger, Preuss, Hagan-West, and Preuss schemes.
Regression Splines: Curveture/Length Penalizing and Best-Fit Splines.
Spline Evaluation: Metric'ed evaluation of monotonicity, convexity, smoothness, locality, and approximation order.
Spline Extensions: Variational Smoothing, density smoothing technique, alternate smoothener customization extension, multi-dimensional (including thin plate) splines.
Documentation: Literature review, framework description, mathematical and formulation details of the different components, spline library synthetic knowledge unit (SKU) composition, and module and API usage guide.
Regression Tests: Statistical regression analysis and dispersion metric evaluation for the initialization and the iteration components of the different basis spline construction, usage, and span interpolation methodologies.
Download SplineLibrary binary along with the complete DRIP source from the link here.
SplineLibrary is installed by simply placing the jar file it into the class-path.
SplineLibrary is part of DRIP – open suite analytics and trading/valuation system for fixed income products. Detailed documentation and downloads may be found here.
Usage
BasisSplineSet.java implements samples for the construction and the usage of various basis spline functions.
PolynomialBasis
BasisTensionSpl
BSplineSequence
StretchEstimati
StretchAdjuster
RegressionSplin
PenalizedCurvat
More samples are available in the examples folder and in the Samples section.
Licence
SplineLibrary is distributed under the Apache 2.0 licence - please see the attached Licence for details.
Project information
- Maintainer:
- Lakshmi Krishnamurthy
- Driver:
- Lakshmi Krishnamurthy
- Licence:
- Apache Licence
View full history Series and milestones
2.3 series is the current focus of development.
All packages Packages in Distributions
-
criterion source package in Oracular
Version 2.4.1-2build2 uploaded -
criterion source package in Noble
Version 2.4.1-2build2 uploaded -
criterion source package in Mantic
Version 2.4.1-2 uploaded -
criterion source package in Lunar
Version 2.4.1-2 uploaded -
criterion source package in Jammy
Version 2.4.0-rc-18-g1cc3911-1 uploaded