Uses of Interface
org.drip.function.definition.R2ToR1
Package | Description |
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org.drip.dynamics.ito |
Ito Stochastic Process Dynamics Foundation
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org.drip.dynamics.physical |
Implementation of Physical Process Dynamics
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org.drip.dynamics.process |
Ito-Dynamics Based Stochastic Process
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org.drip.function.definition |
Function Implementation Ancillary Support Objects
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org.drip.measure.chisquare |
Chi-Square Distribution Implementation/Properties
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org.drip.measure.gamma |
R1 Gamma Distribution Implementation/Properties
|
org.drip.measure.transform |
Expressing one Measure Using Another
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org.drip.numerical.estimation |
Function Numerical Estimates/Corrections/Bounds
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org.drip.specialfunction.bessel |
Ordered Bessel Function Variant Estimators
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org.drip.specialfunction.beta |
Estimation Techniques for Beta Function
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org.drip.specialfunction.definition |
Definition of Special Function Estimators
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org.drip.specialfunction.derived |
Special Functions Derived using Others
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org.drip.specialfunction.generator |
Special Function Series Term Generators
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org.drip.specialfunction.hypergeometric |
Hyper-geometric Function Estimation Schemes
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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 class
R1ToR1Drift
R1ToR1Drift implements the R1 to R1 Drift Function.class
R1ToR1Volatility
R1ToR1Volatility 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 class
R1WhiteThermalFrictionalNoise
R1WhiteThermalFrictionalNoise 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 class
R1ProbabilityDensityFunction
R1ProbabilityDensityFunction exposes the R1 Probability Density Function Evaluation Equation.class
R1ProbabilityDensityFunctionCIR
R1ProbabilityDensityFunctionCIR 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 R2ToR1
R2ToR1Property. r2ToR1Left()
Retrieve the Left R2 To R1 FunctionR2ToR1
R2ToR1Property. 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 R2ToR1
R1Central. lowerIncompleteGammaEstimator()
Retrieve the Lower Incomplete Gamma EstimatorR2ToR1
R1NonCentral. lowerIncompleteGammaEstimator()
Retrieve the Lower Incomplete Gamma EstimatorMethods in org.drip.measure.chisquare with parameters of type R2ToR1 Modifier and Type Method Description static R1NonCentralCumulantInvariant
R1NonCentralCumulantInvariant. InvariantFourthCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Fourth Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentralCumulantInvariant
R1NonCentralCumulantInvariant. InvariantSecondCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Second Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentralCumulantInvariant
R1NonCentralCumulantInvariant. InvariantThirdCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Third Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentral
R1NonCentral. 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 R2ToR1
R1ShapeScaleDistribution. lowerIncompleteGammaEstimator()
Retrieve the Lower Incomplete Gamma EstimatorMethods in org.drip.measure.gamma with parameters of type R2ToR1 Modifier and Type Method Description static R1ShapeScaleDistribution
R1ShapeScaleDistribution. ShapeRate(double shapeParameter, double rateParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
Construct a Gamma Distribution from Shape and Rate Parametersstatic R1ShapeScaleDistribution
R1ShapeScaleDistribution. ShapeSummation(double[] shapeParameterArray, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
Shape Summation Based ShapeScaleDistributionstatic R1ShapeScaleDistribution
R1ShapeScaleDistribution. 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 class
R2ToR1Estimator
R2ToR1Estimator 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 class
FirstFrobeniusSeriesEstimator
FirstFrobeniusSeriesEstimator implements the Frobenius Series Estimator for the Cylindrical Bessel Function of the First Kind.class
FirstSchlafliIntegralEstimator
FirstSchlafliIntegralEstimator implements the Integral Estimator for the Cylindrical Bessel Function of the First Kind.class
ModifiedFirstFrobeniusSeriesEstimator
ModifiedFirstFrobeniusSeriesEstimator implements the Frobenius Series Estimator for the Modified Bessel Function of the First Kind.class
ModifiedFirstHankelAsymptoteEstimator
ModifiedFirstHankelAsymptoteEstimator implements the Hankel Large z Asymptote Series Estimator for the Modified Bessel Function of the First Kind.class
ModifiedFirstIntegralEstimator
ModifiedFirstIntegralEstimator implements the Integral Estimator for the Modified Bessel Function of the First Kind.class
ModifiedSecondEstimator
ModifiedSecondEstimator implements the Estimator for the Modified Bessel Function of the Second Kind.class
ModifiedSecondHankelAsymptoteEstimator
ModifiedSecondHankelAsymptoteEstimator implements the Hankel Large z Asymptote Series Estimator for the Modified Bessel Function of the Second Kind.class
ModifiedSecondIntegralEstimator
ModifiedSecondIntegralEstimator implements the Integral Estimator for the Modified Bessel Function of the Second Kind.class
RiccatiCEstimator
RiccatiCEstimator implements the Riccati-Bessel C Function Estimator using the Cylindrical Bessel Function of the First Kind.class
RiccatiSEstimator
RiccatiSEstimator implements the Riccati-Bessel S Function Estimator using the Cylindrical Bessel Function of the First Kind.class
SecondNISTSeriesEstimator
SecondNISTSeriesEstimator implements the NIST Series Estimator for the Cylindrical Bessel Function of the Second Kind.class
SecondWatsonIntegralEstimator
SecondWatsonIntegralEstimator implements the Integral Estimator for the Cylindrical Bessel Function of the Second Kind.class
SecondWeberEstimator
SecondWeberEstimator implements the Weber Estimation for the Cylindrical Bessel Function of the Second Kind.class
SphericalFirstEstimator
SphericalFirstEstimator implements the Integral Estimator for the Spherical Bessel Function of the First Kind.class
SphericalSecondEstimator
SphericalSecondEstimator 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 class
IntegrandEstimator
IntegrandEstimator implements the Beta Function using Integrand Estimation Schemes.class
LogGammaEstimator
LogGammaEstimator implements the Log Beta Function using the Log Gamma Function.class
SummationSeriesEstimator
SummationSeriesEstimator implements the Summation Series Based Beta Estimation.Methods in org.drip.specialfunction.beta that return R2ToR1 Modifier and Type Method Description static R2ToR1
AsymptoticLogEstimator. LargeX(R1ToR1 logGammaEstimator)
Construct the Large X Asymptote Estimate for the Log Beta Functionstatic R2ToR1
AsymptoticLogEstimator. 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 double
CombinatorialEstimate. 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 class
BesselFirstKindEstimator
BesselFirstKindEstimator exposes the Estimator for the Bessel Function of the First Kind.class
BesselSecondKindEstimator
BesselSecondKindEstimator exposes the Estimator for the Bessel Function of the Second Kind.class
BetaEstimator
BetaEstimator exposes the Stubs for estimating Beta Function and its Jacobian.class
ModifiedBesselFirstKindEstimator
ModifiedBesselFirstKindEstimator exposes the Estimator for the Modified Bessel Function of the First Kind.class
ModifiedBesselSecondKindEstimator
ModifiedBesselSecondKindEstimator exposes the Estimator for the Modified Bessel Function of the Second Kind.class
RiccatiBesselCEstimator
RiccatiBesselCEstimator exposes the Estimator for the Riccati-Bessel C Function.class
RiccatiBesselSEstimator
RiccatiBesselSEstimator exposes the Estimator for the Riccati-Bessel S Function.class
SphericalBesselFirstKindEstimator
SphericalBesselFirstKindEstimator exposes the Estimator for the Spherical Bessel Function of the First Kind.class
SphericalBesselSecondKindEstimator
SphericalBesselSecondKindEstimator 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 class
BesselFirstKindLaurentExpansion
BesselFirstKindLaurentExpansion implements the Laurent-Series Generating Function and the Expansion Terms for the Cylindrical Bessel Function of the First Kind.class
SeriesExpansion
SeriesExpansion implements the Generating Function and the Expansion Terms for the specified Special Function.class
SphericalBesselFirstKindExpansion
SphericalBesselFirstKindExpansion implements the Generating Function and the Expansion Terms for the Spherical Bessel Function of the First Kind.class
SphericalBesselSecondKindExpansion
SphericalBesselSecondKindExpansion 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 R2ToR1
EulerQuadratureEstimator. 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 R2ToR1
SecondOrder. firstDerivativeCoefficient()
Retrieve the R2 to R1 First Derivative Coefficient FunctionR2ToR1
SecondOrder. secondDerivativeCoefficient()
Retrieve the R2 to R1 Second Derivative Coefficient FunctionR2ToR1
SecondOrder. 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