@Override
public CurveUnitParameterSensitivity yValueParameterSensitivity(double x) {
DoubleArray array =
DoubleArray.copyOf(
underlyingInterpolator.getNodeSensitivitiesForValue(underlyingDataBundle, x));
return CurveUnitParameterSensitivity.of(metadata, array);
}
// -------------------------------------------------------------------------
// restricted constructor
@ImmutableConstructor
private InterpolatedNodalCurve(
CurveMetadata metadata,
DoubleArray xValues,
DoubleArray yValues,
CurveExtrapolator extrapolatorLeft,
CurveInterpolator interpolator,
CurveExtrapolator extrapolatorRight) {
JodaBeanUtils.notNull(metadata, "metadata");
JodaBeanUtils.notNull(xValues, "times");
JodaBeanUtils.notNull(yValues, "values");
JodaBeanUtils.notNull(extrapolatorLeft, "extrapolatorLeft");
JodaBeanUtils.notNull(interpolator, "interpolator");
JodaBeanUtils.notNull(extrapolatorRight, "extrapolatorRight");
if (xValues.size() < 2) {
throw new IllegalArgumentException("Length of x-values must be at least 2");
}
if (xValues.size() != yValues.size()) {
throw new IllegalArgumentException("Length of x-values and y-values must match");
}
metadata
.getParameterMetadata()
.ifPresent(
params -> {
if (xValues.size() != params.size()) {
throw new IllegalArgumentException(
"Length of x-values and parameter metadata must match when metadata present");
}
});
if (!xValues.sorted().equals(xValues)) {
throw new IllegalArgumentException("Array of x-values must be sorted");
}
this.metadata = metadata;
this.xValues = xValues;
this.yValues = yValues;
this.extrapolatorLeft = extrapolatorLeft;
this.interpolator = interpolator;
this.extrapolatorRight = extrapolatorRight;
underlyingInterpolator =
CombinedInterpolatorExtrapolator.of(interpolator, extrapolatorLeft, extrapolatorRight);
underlyingDataBundle =
underlyingInterpolator.getDataBundleFromSortedArrays(xValues.toArray(), yValues.toArray());
}
@Override
public double firstDerivative(double x) {
return underlyingInterpolator.firstDerivative(underlyingDataBundle, x);
}
// -------------------------------------------------------------------------
@Override
public double yValue(double x) {
return underlyingInterpolator.interpolate(underlyingDataBundle, x);
}
