InterpLLSObject1D




http://www.QuantTools.com
CapeTools Utils function list

Welcome | Documentation format | QuantTools Groups | QuantTools Categories | Licence

Key TAGs | Excel Index | API Index


Creates an one dimensional Linear Least Squares Regression (LLS) interpolation object.

You specify the X, Y and regression formula and a linear least squares regression will be conducted.

You can use the InterpForValue1D() function to interpolate for unknown y values.

You can also use the InterpLLSWeights() and InterpLLSError() functions to view the fitted weights and errors respectively.

As an example, to fit a function of the form x^2-sin(x)+2, you would pass a single column, three rowed range of 'x^2' (first cell), '-sin(x)' (second cell), '2.0' (third cell) to the 'LLSFormula' parameter.

The left and right single quotes are optional.

They may be needed due to the fact that Excel sometimes translates the string into a formula, for example -sin(x).

You can use an unlimited number of rows to specify your LLS function.

References: 'Numerical Recipes in C', 2nd edition, Press, Teukolsky, Vetterling, Flannery.



This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "LLSInterp1D"



Note: Within Excel, the function is named - CT.INTERP.InterpLLSObject1D


High level graphic of InterpLLSObject1D() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key Handle to be used for the new interpolation object.
  2. Reload parameter

    When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
  3. XArray parameter

    X values.
  4. YArray parameter

    Y values.
  5. LLSFormula parameter

    The Linear Least Squares Regression formula whose weights you need to determine.


Extended information

Function Syntax

VB Syntax 


String CTUtils.InterpLLSObject1D( _
String Key, _
Long Reload, _
Variant XArray, _
Variant YArray, _
Variant LLSFormula)


Excel Spreadsheet Syntax 


=CT.INTERP.InterpLLSObject1D(
Excel String Cell Key,
Excel Numeric Cell Reload,
XLRange XArray,
XLRange YArray,
XLRange LLSFormula)


C++ Syntax 


static std::string InterpLLSObject1D(
std::string Key,
long Reload,
CTRangeDataCPP XArray,
CTRangeDataCPP YArray,
CTRangeDataCPP LLSFormula);


DotNET Syntax 


System.String CTUtilsSA.InterpLLSObject1D(
System.String Key,
System.Int32 Reload,
CTRangeData XArray,
CTRangeData YArray,
CTRangeData LLSFormula);

Parameter data types

ArgNameArgTypeIsKey
KeyStringFALSE
ReloadLongFALSE
XArrayRangeFALSE
YArrayRangeFALSE
LLSFormulaRangeFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEMyIInterpLLSObject1D
ReloadFALSE1
XArrayFALSEInterpLLSObject1D_XArray_Range (creates a range object)
YArrayFALSEInterpLLSObject1D_YArray_Range (creates a range object)
LLSFormulaFALSEInterpLLSObject1D_LLSFormula_Range (creates a range object)


Example range for parameter : XArray

Within Excel, a range such as this can be passed directly into the XArray parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : XArray 


CTQL.CTRangeData InterpLLSObject1D_XArray;


double[] arrBInterpLLSObject1D_XArray = {
1.0,
1.25,
1.5,
1.75,
2.0,
2.25,
2.50,
2.75,
3.0,
3.25,
3.5,
3.75,
4.0,
4.25,
4.5,
4.75,
5.0  //  Array Data

};

CTQL.DoubleVector arrInterpLLSObject1D_XArray =
new  CTQL.DoubleVector(arrBInterpLLSObject1D_XArray);

// Second parameter determines whether the array is a column array (false) or a row array (true)
InterpLLSObject1D_XArray = new  CTQL.CTRangeData(arrInterpLLSObject1D_XArray, false);

Example range for parameter : YArray

Within Excel, a range such as this can be passed directly into the YArray parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : YArray 


CTQL.CTRangeData InterpLLSObject1D_YArray;


double[] arrBInterpLLSObject1D_YArray = {
2.2155,
2.6136,
3.4013,
4.3668,
5.1901,
6.5430,
7.9541,
9.5280,
11.2670,
13.1080,
15.2690,
16.6631,
18.9793,
21.2715,
23.5012,
26.1522,
28.6956  //  Array Data

};

CTQL.DoubleVector arrInterpLLSObject1D_YArray =
new  CTQL.DoubleVector(arrBInterpLLSObject1D_YArray);

// Second parameter determines whether the array is a column array (false) or a row array (true)
InterpLLSObject1D_YArray = new  CTQL.CTRangeData(arrInterpLLSObject1D_YArray, false);

Example range for parameter : LLSFormula

Within Excel, a range such as this can be passed directly into the LLSFormula parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : LLSFormula 


CTQL.CTRangeData InterpLLSObject1D_LLSFormula;


string[] arrBInterpLLSObject1D_LLSFormula = {
"x^2",
"-sin(x)",
"2.0"  //  Array Data

};

CTQL.StringVector arrInterpLLSObject1D_LLSFormula =
new  CTQL.StringVector(arrBInterpLLSObject1D_LLSFormula);

// Second parameter determines whether the array is a column array (false) or a row array (true)
InterpLLSObject1D_LLSFormula = new  CTQL.CTRangeData(arrInterpLLSObject1D_LLSFormula, false);


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.Utils20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the InterpLLSObject1D() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.


The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the InterpLLSObject1D() function call


MyIInterpLLSObject1D_6.LLSInterp1D.0

Copyright (c) 2003-2007 CapeTools - All Rights Reserved.