Uses of Interface
org.drip.function.definition.R2ToR1
| Package | Description |
|---|---|
| org.drip.dynamics.ito |
Ito Stochastic Process Dynamics Foundation
|
| org.drip.dynamics.physical |
Implementation of Physical Process Dynamics
|
| org.drip.dynamics.process |
Ito-Dynamics Based Stochastic Process
|
| org.drip.function.definition |
Function Implementation Ancillary Support Objects
|
| org.drip.measure.chisquare |
Chi-Square Distribution Implementation/Properties
|
| org.drip.measure.gamma |
R1 Gamma Distribution Implementation/Properties
|
| org.drip.measure.transform |
Expressing one Measure Using Another
|
| org.drip.numerical.estimation |
Function Numerical Estimates/Corrections/Bounds
|
| org.drip.specialfunction.bessel |
Ordered Bessel Function Variant Estimators
|
| org.drip.specialfunction.beta |
Estimation Techniques for Beta Function
|
| org.drip.specialfunction.definition |
Definition of Special Function Estimators
|
| org.drip.specialfunction.derived |
Special Functions Derived using Others
|
| org.drip.specialfunction.generator |
Special Function Series Term Generators
|
| org.drip.specialfunction.hypergeometric |
Hyper-geometric Function Estimation Schemes
|
| org.drip.specialfunction.ode |
Special Function Ordinary Differential Equations
|
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Uses of R2ToR1 in org.drip.dynamics.ito
Classes in org.drip.dynamics.ito that implement R2ToR1 Modifier and Type Class Description classR1ToR1DriftR1ToR1Drift implements the R1 to R1 Drift Function.classR1ToR1VolatilityR1ToR1Volatility implements the R1 to R1 Volatility Function. -
Uses of R2ToR1 in org.drip.dynamics.physical
Classes in org.drip.dynamics.physical that implement R2ToR1 Modifier and Type Class Description classR1WhiteThermalFrictionalNoiseR1WhiteThermalFrictionalNoise implements the Volatility Function induced by the Background Thermal Noise in a Friction-Elastic System. -
Uses of R2ToR1 in org.drip.dynamics.process
Classes in org.drip.dynamics.process that implement R2ToR1 Modifier and Type Class Description classR1ProbabilityDensityFunctionR1ProbabilityDensityFunction exposes the R1 Probability Density Function Evaluation Equation.classR1ProbabilityDensityFunctionCIRR1ProbabilityDensityFunctionCIR exposes the R1 Probability Density Function Evaluation Equation for an Underlying CIR Process. -
Uses of R2ToR1 in org.drip.function.definition
Methods in org.drip.function.definition that return R2ToR1 Modifier and Type Method Description R2ToR1R2ToR1Property. r2ToR1Left()Retrieve the Left R2 To R1 FunctionR2ToR1R2ToR1Property. r2ToR1Right()Retrieve the Right R2 To R1 FunctionConstructors in org.drip.function.definition with parameters of type R2ToR1 Constructor Description R2ToR1Property(java.lang.String type, R2ToR1 r2ToR1Left, R2ToR1 r2ToR1Right, double mismatchTolerance)R2ToR1Property Constructor -
Uses of R2ToR1 in org.drip.measure.chisquare
Methods in org.drip.measure.chisquare that return R2ToR1 Modifier and Type Method Description R2ToR1R1Central. lowerIncompleteGammaEstimator()Retrieve the Lower Incomplete Gamma EstimatorR2ToR1R1NonCentral. lowerIncompleteGammaEstimator()Retrieve the Lower Incomplete Gamma EstimatorMethods in org.drip.measure.chisquare with parameters of type R2ToR1 Modifier and Type Method Description static R1NonCentralCumulantInvariantR1NonCentralCumulantInvariant. InvariantFourthCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)Construct the Fourth Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentralCumulantInvariantR1NonCentralCumulantInvariant. InvariantSecondCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)Construct the Second Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentralCumulantInvariantR1NonCentralCumulantInvariant. InvariantThirdCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)Construct the Third Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentralR1NonCentral. Standard(double degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)Construct the Standard Instance of R1NonCentralConstructors in org.drip.measure.chisquare with parameters of type R2ToR1 Constructor Description R1Central(double degreesOfFreedom, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)R1Central ConstructorR1NonCentral(R1NonCentralParameters r1NonCentralParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)R1NonCentral ConstructorR1NonCentralCumulantInvariant(R1NonCentralParameters r1NonCentralParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator, double sankaranB)R1NonCentralCumulantInvariant Constructor -
Uses of R2ToR1 in org.drip.measure.gamma
Methods in org.drip.measure.gamma that return R2ToR1 Modifier and Type Method Description R2ToR1R1ShapeScaleDistribution. lowerIncompleteGammaEstimator()Retrieve the Lower Incomplete Gamma EstimatorMethods in org.drip.measure.gamma with parameters of type R2ToR1 Modifier and Type Method Description static R1ShapeScaleDistributionR1ShapeScaleDistribution. ShapeRate(double shapeParameter, double rateParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)Construct a Gamma Distribution from Shape and Rate Parametersstatic R1ShapeScaleDistributionR1ShapeScaleDistribution. ShapeSummation(double[] shapeParameterArray, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)Shape Summation Based ShapeScaleDistributionstatic R1ShapeScaleDistributionR1ShapeScaleDistribution. Standard(double shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)Construct the Standard R1ShapeScaleDistribution InstanceConstructors in org.drip.measure.gamma with parameters of type R2ToR1 Constructor Description ErlangDistribution(int shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)ErlangDistribution ConstructorR1ShapeScaleDiscrete(double shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, int randomGenerationScheme)R1ShapeScaleDiscrete ConstructorR1ShapeScaleDistribution(ShapeScaleParameters shapeScaleParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)R1ShapeScaleDistribution Constructor -
Uses of R2ToR1 in org.drip.measure.transform
Constructors in org.drip.measure.transform with parameters of type R2ToR1 Constructor Description R1GammaToExponential(double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)R1GammaToExponential ConstructorR1GammaToMaxwellBoltzmannSquared(double a, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)R1GammaToMaxwellBoltzmannSquared Constructor -
Uses of R2ToR1 in org.drip.numerical.estimation
Classes in org.drip.numerical.estimation that implement R2ToR1 Modifier and Type Class Description classR2ToR1EstimatorR2ToR1Estimator exposes the Stubs behind R2 - R1 Approximate Numerical Estimators. -
Uses of R2ToR1 in org.drip.specialfunction.bessel
Classes in org.drip.specialfunction.bessel that implement R2ToR1 Modifier and Type Class Description classFirstFrobeniusSeriesEstimatorFirstFrobeniusSeriesEstimator implements the Frobenius Series Estimator for the Cylindrical Bessel Function of the First Kind.classFirstSchlafliIntegralEstimatorFirstSchlafliIntegralEstimator implements the Integral Estimator for the Cylindrical Bessel Function of the First Kind.classModifiedFirstFrobeniusSeriesEstimatorModifiedFirstFrobeniusSeriesEstimator implements the Frobenius Series Estimator for the Modified Bessel Function of the First Kind.classModifiedFirstHankelAsymptoteEstimatorModifiedFirstHankelAsymptoteEstimator implements the Hankel Large z Asymptote Series Estimator for the Modified Bessel Function of the First Kind.classModifiedFirstIntegralEstimatorModifiedFirstIntegralEstimator implements the Integral Estimator for the Modified Bessel Function of the First Kind.classModifiedSecondEstimatorModifiedSecondEstimator implements the Estimator for the Modified Bessel Function of the Second Kind.classModifiedSecondHankelAsymptoteEstimatorModifiedSecondHankelAsymptoteEstimator implements the Hankel Large z Asymptote Series Estimator for the Modified Bessel Function of the Second Kind.classModifiedSecondIntegralEstimatorModifiedSecondIntegralEstimator implements the Integral Estimator for the Modified Bessel Function of the Second Kind.classRiccatiCEstimatorRiccatiCEstimator implements the Riccati-Bessel C Function Estimator using the Cylindrical Bessel Function of the First Kind.classRiccatiSEstimatorRiccatiSEstimator implements the Riccati-Bessel S Function Estimator using the Cylindrical Bessel Function of the First Kind.classSecondNISTSeriesEstimatorSecondNISTSeriesEstimator implements the NIST Series Estimator for the Cylindrical Bessel Function of the Second Kind.classSecondWatsonIntegralEstimatorSecondWatsonIntegralEstimator implements the Integral Estimator for the Cylindrical Bessel Function of the Second Kind.classSecondWeberEstimatorSecondWeberEstimator implements the Weber Estimation for the Cylindrical Bessel Function of the Second Kind.classSphericalFirstEstimatorSphericalFirstEstimator implements the Integral Estimator for the Spherical Bessel Function of the First Kind.classSphericalSecondEstimatorSphericalSecondEstimator implements the Integral Estimator for the Spherical Bessel Function of the Second Kind. -
Uses of R2ToR1 in org.drip.specialfunction.beta
Classes in org.drip.specialfunction.beta that implement R2ToR1 Modifier and Type Class Description classIntegrandEstimatorIntegrandEstimator implements the Beta Function using Integrand Estimation Schemes.classLogGammaEstimatorLogGammaEstimator implements the Log Beta Function using the Log Gamma Function.classSummationSeriesEstimatorSummationSeriesEstimator implements the Summation Series Based Beta Estimation.Methods in org.drip.specialfunction.beta that return R2ToR1 Modifier and Type Method Description static R2ToR1AsymptoticLogEstimator. LargeX(R1ToR1 logGammaEstimator)Construct the Large X Asymptote Estimate for the Log Beta Functionstatic R2ToR1AsymptoticLogEstimator. Stirling()Construct the Stirling Asymptote Estimate for the Log Beta FunctionMethods in org.drip.specialfunction.beta with parameters of type R2ToR1 Modifier and Type Method Description static doubleCombinatorialEstimate. BetaBinomial(double n, double k, R2ToR1 betaEstimator)Estimate the Binomial Coefficient Using the Beta Function -
Uses of R2ToR1 in org.drip.specialfunction.definition
Classes in org.drip.specialfunction.definition that implement R2ToR1 Modifier and Type Class Description classBesselFirstKindEstimatorBesselFirstKindEstimator exposes the Estimator for the Bessel Function of the First Kind.classBesselSecondKindEstimatorBesselSecondKindEstimator exposes the Estimator for the Bessel Function of the Second Kind.classBetaEstimatorBetaEstimator exposes the Stubs for estimating Beta Function and its Jacobian.classModifiedBesselFirstKindEstimatorModifiedBesselFirstKindEstimator exposes the Estimator for the Modified Bessel Function of the First Kind.classModifiedBesselSecondKindEstimatorModifiedBesselSecondKindEstimator exposes the Estimator for the Modified Bessel Function of the Second Kind.classRiccatiBesselCEstimatorRiccatiBesselCEstimator exposes the Estimator for the Riccati-Bessel C Function.classRiccatiBesselSEstimatorRiccatiBesselSEstimator exposes the Estimator for the Riccati-Bessel S Function.classSphericalBesselFirstKindEstimatorSphericalBesselFirstKindEstimator exposes the Estimator for the Spherical Bessel Function of the First Kind.classSphericalBesselSecondKindEstimatorSphericalBesselSecondKindEstimator exposes the Estimator for the Spherical Bessel Function of the Second Kind. -
Uses of R2ToR1 in org.drip.specialfunction.derived
Constructors in org.drip.specialfunction.derived with parameters of type R2ToR1 Constructor Description EllipticEIntegral(R2ToR1 logBetaEstimator, int quadratureCount)EllipticEIntegral ConstructorEllipticKIntegral(R2ToR1 logBetaEstimator, int quadratureCount)EllipticKIntegral ConstructorJacobi(double alpha, double beta, int n, R2ToR1 logBetaEstimator, int quadratureCount)Jacobi ConstructorLegendre(double alpha, double ceta, R2ToR1 logBetaEstimator, int quadratureCount, R1ToR1 gammaEstimator)Legendre Constructor -
Uses of R2ToR1 in org.drip.specialfunction.generator
Classes in org.drip.specialfunction.generator that implement R2ToR1 Modifier and Type Class Description classBesselFirstKindLaurentExpansionBesselFirstKindLaurentExpansion implements the Laurent-Series Generating Function and the Expansion Terms for the Cylindrical Bessel Function of the First Kind.classSeriesExpansionSeriesExpansion implements the Generating Function and the Expansion Terms for the specified Special Function.classSphericalBesselFirstKindExpansionSphericalBesselFirstKindExpansion implements the Generating Function and the Expansion Terms for the Spherical Bessel Function of the First Kind.classSphericalBesselSecondKindExpansionSphericalBesselSecondKindExpansion implements the Generating Function and the Expansion Terms for the Spherical Bessel Function of the Second Kind. -
Uses of R2ToR1 in org.drip.specialfunction.hypergeometric
Methods in org.drip.specialfunction.hypergeometric that return R2ToR1 Modifier and Type Method Description R2ToR1EulerQuadratureEstimator. logBetaEstimator()Retrieve the Log Beta EstimatorConstructors in org.drip.specialfunction.hypergeometric with parameters of type R2ToR1 Constructor Description EulerQuadratureEstimator(HypergeometricParameters hypergeometricParameters, R2ToR1 logBetaEstimator, int quadratureCount)EulerQuadratureEstimator Constructor -
Uses of R2ToR1 in org.drip.specialfunction.ode
Methods in org.drip.specialfunction.ode that return R2ToR1 Modifier and Type Method Description R2ToR1SecondOrder. firstDerivativeCoefficient()Retrieve the R2 to R1 First Derivative Coefficient FunctionR2ToR1SecondOrder. secondDerivativeCoefficient()Retrieve the R2 to R1 Second Derivative Coefficient FunctionR2ToR1SecondOrder. zeroDerivativeCoefficient()Retrieve the R2 to R1 Zero Derivative Coefficient FunctionConstructors in org.drip.specialfunction.ode with parameters of type R2ToR1 Constructor Description SecondOrder(R2ToR1 secondDerivativeCoefficient, R2ToR1 firstDerivativeCoefficient, R2ToR1 zeroDerivativeCoefficient)SecondOrder Constructor