Examples of enableExtrapolation()


Examples of org.jquantlib.math.interpolations.BackwardFlatInterpolation.enableExtrapolation()

                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);
        }

        // outside the original range
        f.enableExtrapolation();

        {
            // this is just a block
            double p = x.get(0) - 0.5;
            double calculated = f.op(p);
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Examples of org.jquantlib.math.interpolations.BackwardFlatInterpolation.enableExtrapolation()

                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);
        }

        // outside the original range
        f.enableExtrapolation();

        {
            // this is just a block
            double p = x.get(0) - 0.5;
            double calculated = f.op(p);
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Examples of org.jquantlib.math.interpolations.ForwardFlatInterpolation.enableExtrapolation()

                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);
        }

        // outside the original range
        f.enableExtrapolation();

        {
            double p = x.get(0) - 0.5;
            double calculated = f.op(p);
            double expected = y.get(0);
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Examples of org.jquantlib.math.interpolations.ForwardFlatInterpolation.enableExtrapolation()

                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);
        }

        // outside the original range
        f.enableExtrapolation();

        {
            double p = x.get(0) - 0.5;
            double calculated = f.op(p);
            double expected = y.get(0);
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Examples of org.jquantlib.math.interpolations.Interpolation.enableExtrapolation()

            // as expected, we are OK.
            System.out.println(ex);
        }

        // case 2: enable extrapolation
        f.enableExtrapolation();
        final Array y2 = x2.clone().transform(f);
        System.out.println(y2);
        for (int i=0; i<N-1; i++) {
            final double expected = 5.0 - x2.get(i);
            final double calculated = y2.get(i);
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Examples of org.jquantlib.math.interpolations.Interpolation.enableExtrapolation()

                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);
        }

        // outside the original range
        f.enableExtrapolation();

        {
            // this is just a block
            double p = x.get(0) - 0.5;
            double calculated = f.op(p);
View Full Code Here

Examples of org.jquantlib.math.interpolations.Interpolation.enableExtrapolation()

                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);
        }

        // outside the original range
        f.enableExtrapolation();

        {
            double p = x.get(0) - 0.5;
            double calculated = f.op(p);
            double expected = y.get(0);
View Full Code Here

Examples of org.jquantlib.math.interpolations.Interpolation.enableExtrapolation()

            // as expected, we are OK.
            System.out.println(ex);
        }

        // case 2: enable extrapolation
        f.enableExtrapolation();
        final Array y2 = x2.clone().transform(f);
        System.out.println(y2);
        for (int i=0; i<N-1; i++) {
            final double expected = 5.0 - x2.get(i);
            final double calculated = y2.get(i);
View Full Code Here

Examples of org.jquantlib.math.interpolations.Interpolation.enableExtrapolation()

                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);
        }

        // outside the original range
        f.enableExtrapolation();

        {
            // this is just a block
            double p = x.get(0) - 0.5;
            double calculated = f.op(p);
View Full Code Here

Examples of org.jquantlib.math.interpolations.Interpolation.enableExtrapolation()

                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);
        }

        // outside the original range
        f.enableExtrapolation();

        {
            double p = x.get(0) - 0.5;
            double calculated = f.op(p);
            double expected = y.get(0);
View Full Code Here
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