com.gordoni.opal.UniInterpolator.java Source code

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Here is the source code for com.gordoni.opal.UniInterpolator.java

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/*
 * AACalc - Asset Allocation Calculator
 * Copyright (C) 2009, 2011-2015 Gordon Irlam
 *
 * This program is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Affero General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Affero General Public License for more details.
 *
 * You should have received a copy of the GNU Affero General Public License
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

package com.gordoni.opal;

import java.util.Arrays;

import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.analysis.interpolation.LinearInterpolator;
import org.apache.commons.math3.analysis.interpolation.SplineInterpolator;
import org.apache.commons.math3.analysis.interpolation.UnivariateInterpolator;

class UniInterpolator extends Interpolator {
    MapPeriod mp;

    double xval[];
    double fval[];

    UnivariateFunction f;

    public double value(double[] p) {
        double x = p[0];
        x = Math.max(x, mp.floor[0]);
        x = Math.min(x, mp.ceiling[0]);
        double v = f.value(x);
        // Bound value by surrounding knot values. Otherwise get bad results if metric_sm is non-monotone in p.
        int xindex = Arrays.binarySearch(xval, x);
        if (xindex < 0)
            xindex = -xindex - 2;
        double fmin = fval[xindex];
        double fmax = fval[xindex];
        if (xindex + 1 < xval.length) {
            fmin = Math.min(fmin, fval[xindex + 1]);
            fmax = Math.max(fmax, fval[xindex + 1]);
        }
        v = Math.max(v, fmin);
        v = Math.min(v, fmax);
        return v;
    }

    public UniInterpolator(MapPeriod mp, int what) {
        this.mp = mp;

        Scenario scenario = mp.scenario;
        Config config = scenario.config;

        xval = new double[mp.length[0]];
        for (int i = 0; i < xval.length; i++)
            xval[(xval.length - 1) - i] = scenario.scale[0].bucket_to_pf(mp.bottom[0] + i);

        fval = new double[mp.length[0]];
        MapPeriodIterator<MapElement> mpitr = mp.iterator();
        while (mpitr.hasNext()) {
            int[] bucket = mpitr.nextIndex().clone();
            MapElement me = mpitr.next();
            int xindex = (fval.length - 1) - (bucket[0] - mp.bottom[0]);
            fval[xindex] = getWhat(me, what);
        }

        UnivariateInterpolator interpolator;
        if (config.interpolation1.equals("linear"))
            interpolator = new LinearInterpolator();
        else if (config.interpolation1.equals("spline"))
            interpolator = new SplineInterpolator();
        else {
            assert (false);
            return;
        }

        this.f = interpolator.interpolate(xval, fval);
    }
}