Package com.opengamma.analytics.math.minimization

Examples of com.opengamma.analytics.math.minimization.DoubleRangeLimitTransform


    final double[][] yValues = new double[][] { {1., 1.1, 2., 3., 5.9, 6. }, {1., 1.12, 1., 3.4, 5.9, 3.2 } };
    final int dim = xValues.length;
    final int nData = xValues[0].length;
    final int nKeys = 11 * nData;
    final Interpolator1D interpPre = new DoubleQuadraticInterpolator1D();
    final Interpolator1D[] interp = new Interpolator1D[] {new CombinedInterpolatorExtrapolator(interpPre), new TransformedInterpolator1D(interpPre, new DoubleRangeLimitTransform(0, 1)) };
    final int nMethods = interp.length;
    for (int j = 0; j < dim; ++j) {
      for (int i = 0; i < nMethods; ++i) {
        Interpolator1DDataBundle data = interp[i].getDataBundleFromSortedArrays(xValues[j], yValues[j]);
        final double xMin = xValues[j][0];
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