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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
KernelDensityEstimationL1 implements the L1 Error Scheme Estimation for a Multivariate Kernel Density Estimator with Focus on establishing targeted Variate-Specific and Agnostic Bounds. Module = Numerical Core Module Library = Statistical...
LongestCommonSubsequence contains Variance Bounds on the Critical Measures of the Longest Common Subsequence between two Strings. Module = Numerical Core Module Library = Statistical Learning Library Project = Sequence Package...
OrientedPercolationFirstPassage contains Variance Bounds on the Critical Measures of the Standard Problem of First Passage Time in Oriented Percolation. Module = Numerical Core Module Library = Statistical Learning Library Project...
BasisSplineRegressionEngine implements the RegressionEngine class for the basis spline functionality. Module = Numerical Core Module Library = Algorithm Support Library Project = Regression Package = Spline
BasisSplineRegressor implements the custom basis spline regressor for the given basis spline. As part of the regression run, it executes the following: * Calibrate and compute the left and the...
BasisSplineRegressorSet carries out regression testing for the following series of basis splines: * 1: Polynomial Basis Spline, n = 2 basis functions, and Ck = 0. * 2: Polynomial Basis...
HermiteBasisSplineRegressor implements the Hermite basis spline regressor for the given basis spline. As part of the regression run, it executes the following: * Calibrate and compute the left and the...
LagrangePolynomialStretchRegressor implements the local control basis spline regressor for the given basis spline. As part of the regression run, it executes the following: * Calibrate and compute the left and...
LocalControlBasisSplineRegressor implements the local control basis spline regressor for the given basis spline. As part of the regression run, it executes the following: * Calibrate and compute the left and...
BracketingRegressorSet implements regression run for the Primitive Bracketing Fixed Point Search Method. It implements the following 4 primitive bracketing schemes: Bisection, False Position, Quadratic, and Inverse Quadratic. Module = Numerical...