net.finmath.marketdata.model.curves.locallinearregression.Partition Maven / Gradle / Ivy
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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* (c) Copyright finmath.net, Germany. Contact: [email protected].
*
* Created on 01.06.2018
*/
package net.finmath.marketdata.model.curves.locallinearregression;
import java.util.Arrays;
/**
* This class represents a set of discrete points in time with weighted interval reference points.
*
* @author Moritz Scherrmann
* @version 1.0
*/
public class Partition {
private final double[] points;
private final double weight;
private final double[] referencePoints;
/**
* Creates a partition.
*
* @param points The points of the partition. It should be kept in mind that no point should be included twice.
* There is no need to take care of the order of the points.
* @param weight The weight if the partition as double. It is needed to compute the reference points.
*/
public Partition(
final double[] points,
final double weight
){
this.points=points;
this.weight=weight;
Arrays.sort(this.points);
referencePoints=new double[points.length-1];
for(int i=0; i=points[points.length-1]) {
return points.length;
}
for(int i=0; i