splinelibrary Wiki
Building, calibrating, and evaluating different splines.
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SplineLibrary
Lakshmi Krishnamurthy v2.3 22 January 2014
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/boundary incorporation, sensitivity Jacobian estimator setup, Hard/Soft (Truthness/Smoothness) partitioning.
Shape Preserving Spline Suite: B-splines, Polynomial Splines and Variants (Bernstein, Kaklis-Pandelis, Manni), Integrated Tension Splines (exponential/hyperbolic), partitioned tension splines (explicit shape control using rational splines).
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/segment-length (or criterion-defined) penalty minimizing mu-splines, segment/span self-Jacobian, quote-Jacobian, and micro-Jacobian.
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.
PolynomialBasisSpline.java implements samples for the construction and the usage of polynomial (both regular and Hermite) basis spline functions.
BasisTensionSplineSet.java implements samples for the Construction and the usage of various basis tension spline functions.
BSplineSequence.java implements samples for the construction and the usage of various basis B Spline Sequences.
StretchEstimation.java demonstrates the stretch builder and usage API.
StretchAdjuster.java demonstrates the Stretch Manipulation and Adjustment API.
RegressionSplineEstimator.java shows the sample construction and usage of Regression Splines.
PenalizedCurvatureLengthFit.java demonstrates the setting up and the usage of the curvature, the length, and the closeness of fit penalizing spline.
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.
Last edit: Lakshmi Krishnamurthy 2014-01-23
Spline Library 2.3
User Developer Guide 2.3
Spline Library Regression Statistics
Spline Library 2.3 Release Notes