Uses of Class
org.drip.measure.chisquare.R1NonCentral
| Package | Description |
|---|---|
| org.drip.dynamics.meanreverting |
Mean Reverting Stochastic Process Dynamics
|
| org.drip.measure.chisquare |
Chi-Square Distribution Implementation/Properties
|
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Uses of R1NonCentral in org.drip.dynamics.meanreverting
Methods in org.drip.dynamics.meanreverting that return R1NonCentral Modifier and Type Method Description R1NonCentralR1CIRStochasticEvolver. futureValueDistribution(double r0, double t) -
Uses of R1NonCentral in org.drip.measure.chisquare
Subclasses of R1NonCentral in org.drip.measure.chisquare Modifier and Type Class Description classR1NonCentralCumulantInvariantR1NonCentralCumulantInvariant implements the Cumulant Invariant Transformation for the R1 Non-central Chi-Square Distribution.Methods in org.drip.measure.chisquare that return R1NonCentral Modifier and Type Method Description static R1NonCentralR1NonCentralComposite. IndependentSum(R1NonCentral[] r1NonCentralArray)Generate the R1 Non-central Distribution corresponding to the Sum of Independent R1 Non-central Distributionsstatic R1NonCentralR1NonCentral. Standard(double degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)Construct the Standard Instance of R1NonCentralMethods in org.drip.measure.chisquare with parameters of type R1NonCentral Modifier and Type Method Description static R1NonCentralR1NonCentralComposite. IndependentSum(R1NonCentral[] r1NonCentralArray)Generate the R1 Non-central Distribution corresponding to the Sum of Independent R1 Non-central Distributionsstatic doubleR1NonCentralComposite. RandomNonCentralF(R1NonCentral r1NonCentral1, R1NonCentral r1NonCentral2)Generate a Non-Central F Distribution Based off of R1 Non-central Chi-Square Distribution Pair