This functions evaluates the p_i(t) (X_i regression functions) and w_i(t) such as \(t_i = \int_0^T w_i(t)X_{i-1}(t) dt\). The evaluation is done for all the components.
Usage
p_w_building(
coefficient,
N_curves_processed,
new_basis_list,
new_orth_basis_list,
curves_names_list
)Arguments
- coefficient
a table of the coefficient to use
- N_curves_processed
a integer, the real number of curves (1 sfd = 1 curve, 1 cfd = 1curve per state)
- new_basis_list
a list of processed basis list (1 basis per curve_processed)
- new_orth_basis_list
a list of orthonormalized basis list (1 basis per curve_processed)
- curves_names_list
a list of curve name (1 name per curve_processed)