Examples of primitive()

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

168
169
170
171
172
173
174
175
176
177
178
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);

            // primitive at original points
            calculated = f.primitive(x.get(0));
            expected = 0.0;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
View Full Code Here

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

180
181
182
183
184
185
186
187
188
189
190
        }

        double sum = 0.0;
        for (int i=1; i<N-1; i++) {
            sum += (x.get(i) - x.get(i-1)) * y.get(i);
            final double calculated = f.primitive(x.get(i));
            final double expected = sum;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
View Full Code Here

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

194
195
196
197
198
199
200
201
202
203
204
        // primitive at middle points
        sum = 0.0;
        for (int i=0; i<N-1; i++) {
            final double p = (x.get(i) + x.get(i+1))/2;
            sum += (x.get(i+1) - x.get(i)) * y.get(i+1)/2;
            final double calculated = f.primitive(p);
            final double expected = sum;
            sum += (x.get(i+1)-x.get(i))*y.get(i+1)/2;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
View Full Code Here

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

168
169
170
171
172
173
174
175
176
177
178
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);

            // primitive at original points
            calculated = f.primitive(x.get(0));
            expected = 0.0;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
View Full Code Here

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

180
181
182
183
184
185
186
187
188
189
190
        }

        double sum = 0.0;
        for (int i=1; i<N-1; i++) {
            sum += (x.get(i) - x.get(i-1)) * y.get(i);
            final double calculated = f.primitive(x.get(i));
            final double expected = sum;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
View Full Code Here

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

194
195
196
197
198
199
200
201
202
203
204
        // primitive at middle points
        sum = 0.0;
        for (int i=0; i<N-1; i++) {
            final double p = (x.get(i) + x.get(i+1))/2;
            sum += (x.get(i+1) - x.get(i)) * y.get(i+1)/2;
            final double calculated = f.primitive(p);
            final double expected = sum;
            sum += (x.get(i+1)-x.get(i))*y.get(i+1)/2;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
View Full Code Here

Examples of org.jquantlib.math.interpolations.ForwardFlatInterpolation.primitive()

380
381
382
383
384
385
386
387
388
389
390
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);

            // primitive at original points
            calculated = f.primitive(x.get(0));
            expected = 0.0;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
View Full Code Here

Examples of org.jquantlib.math.interpolations.ForwardFlatInterpolation.primitive()

392
393
394
395
396
397
398
399
400
401
402
        }

        double sum = 0.0;
        for (int i=1; i<N; i++) {
            sum += (x.get(i) - x.get(i-1)) * y.get(i-1);
            final double calculated = f.primitive(x.get(i));
            final double expected = sum;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
View Full Code Here

Examples of org.jquantlib.math.interpolations.ForwardFlatInterpolation.primitive()

406
407
408
409
410
411
412
413
414
415
416
        // primitive at middle points
        sum = 0.0;
        for (int i=0; i<N-1; i++) {
            final double p = (x.get(i) + x.get(i+1))/2;
            sum += (x.get(i+1) - x.get(i)) * y.get(i)/2;
            final double calculated = f.primitive(p);
            final double expected = sum;
            sum += (x.get(i+1) - x.get(i)) * y.get(i)/2;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
View Full Code Here

Examples of org.jquantlib.math.interpolations.ForwardFlatInterpolation.primitive()

380
381
382
383
384
385
386
387
388
389
390
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);

            // primitive at original points
            calculated = f.primitive(x.get(0));
            expected = 0.0;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.