Package org.drip.function.definition

Interface R2ToR1

All Known Implementing Classes:
BesselFirstKindEstimator, BesselFirstKindLaurentExpansion, BesselSecondKindEstimator, BetaEstimator, FirstFrobeniusSeriesEstimator, FirstSchlafliIntegralEstimator, IntegrandEstimator, LogGammaEstimator, ModifiedBesselFirstKindEstimator, ModifiedBesselSecondKindEstimator, ModifiedFirstFrobeniusSeriesEstimator, ModifiedFirstHankelAsymptoteEstimator, ModifiedFirstIntegralEstimator, ModifiedSecondEstimator, ModifiedSecondHankelAsymptoteEstimator, ModifiedSecondIntegralEstimator, R1ProbabilityDensityFunction, R1ProbabilityDensityFunctionCIR, R1ToR1Drift, R1ToR1Volatility, R1WhiteThermalFrictionalNoise, R2ToR1Estimator, RiccatiBesselCEstimator, RiccatiBesselSEstimator, RiccatiCEstimator, RiccatiSEstimator, SecondNISTSeriesEstimator, SecondWatsonIntegralEstimator, SecondWeberEstimator, SeriesExpansion, SphericalBesselFirstKindEstimator, SphericalBesselFirstKindExpansion, SphericalBesselSecondKindEstimator, SphericalBesselSecondKindExpansion, SphericalFirstEstimator, SphericalSecondEstimator, SummationSeriesEstimator
public interface R2ToR1
R2ToR1 provides the Evaluation of the Objective Function and its derivatives for a specified variate Pair. Default Implementation of the Derivatives are for Non-analytical Black Box Objective Functions.

  • Abramowitz, M., and I. A. Stegun (2007): Handbook of Mathematics Functions Dover Book on Mathematics
  • Davis, P. J. (1959): Leonhard Euler's Integral: A Historical Profile of the Gamma Function American Mathematical Monthly 66 (10) 849-869
  • Whitaker, E. T., and G. N. Watson (1996): A Course on Modern Analysis Cambridge University Press New York
  • Wikipedia (2019): Beta Function https://en.wikipedia.org/wiki/Beta_function
  • Wikipedia (2019): Gamma Function https://en.wikipedia.org/wiki/Gamma_function


Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double evaluate​(double x, double y)
    Evaluate for the given variate Pair

  • Method Details

    • evaluate

      double evaluate​(double x, double y) throws java.lang.Exception
      Evaluate for the given variate Pair
      Parameters:
      x - X
      y - Y
      Returns:
      Returns the calculated value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done