Package org.drip.function.definition
Interface R3ToR1
- All Known Implementing Classes:
IncompleteIntegrandEstimator
,IncompleteRegularizedEstimator
public interface R3ToR1
R3ToR1 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
- Module = Computational Core Module
- Library = Numerical Analysis Library
- Project = Rd To Rd Function Analysis
- Package = Function Implementation Ancillary Support Objects
- Author:
- Lakshmi Krishnamurthy
-
Method Summary
Modifier and Type Method Description double
evaluate(double x, double y, double z)
Evaluate for the given variate Pair
-
Method Details
-
evaluate
double evaluate(double x, double y, double z) throws java.lang.ExceptionEvaluate for the given variate Pair- Parameters:
x
- Xy
- Yz
- Z- Returns:
- Returns the calculated value
- Throws:
java.lang.Exception
- Thrown if evaluation cannot be done
-