Package org.drip.numerical.estimation

Class R1Estimate

java.lang.Object
org.drip.numerical.estimation.R1Estimate
public class R1Estimate
extends java.lang.Object
R1Estimate holds the Bounded R1 Numerical Estimate of a Function. The References are:

  • Mortici, C. (2011): Improved Asymptotic Formulas for the Gamma Function Computers and Mathematics with Applications 61 (11) 3364-3369
  • National Institute of Standards and Technology (2018): NIST Digital Library of Mathematical Functions https://dlmf.nist.gov/5.11
  • Nemes, G. (2010): On the Coefficients of the Asymptotic Expansion of n! https://arxiv.org/abs/1003.2907 arXiv
  • Toth V. T. (2016): Programmable Calculators – The Gamma Function http://www.rskey.org/CMS/index.php/the-library/11
  • Wikipedia (2019): Stirling's Approximation https://en.wikipedia.org/wiki/Stirling%27s_approximation


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    R1Estimate​(double baseline, double lowerBound, double upperBound)
    R1Estimate Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean addOrderedSeriesMap​(java.util.Map<java.lang.Integer,​java.lang.Double> orderedSeriesMap)
    Add the Ordered Series Map
    double baseline()
    Retrieve the Base Line Numerical Estimate
    static R1Estimate BaselineOnly​(double baseline)
    Construct a Base Line Version without Bounds
    double lowerBound()
    Retrieve the Lower Bound
    java.util.Map<java.lang.Integer,​java.lang.Double> orderedSeriesMap()
    Retrieve the Higher Order Series Map
    double orderSeries​(int order)
    Retrieve the Series corresponding to the Specified Order
    double seriesCumulative()
    Compute the Series Cumulative
    double upperBound()
    Retrieve the Upper Bound

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • R1Estimate

      public R1Estimate​(double baseline, double lowerBound, double upperBound) throws java.lang.Exception
      R1Estimate Constructor
      Parameters:
      baseline - The Base Line Estimate
      lowerBound - The Lower Bound
      upperBound - The Upper Bound
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • BaselineOnly

      public static final R1Estimate BaselineOnly​(double baseline)
      Construct a Base Line Version without Bounds
      Parameters:
      baseline - The Base Line Numerical Estimate
      Returns:
      The Base Line Version without Bounds

    • baseline

      public double baseline()
      Retrieve the Base Line Numerical Estimate
      Returns:
      The Base Line Numerical Estimate

    • lowerBound

      public double lowerBound()
      Retrieve the Lower Bound
      Returns:
      The Lower Bound

    • upperBound

      public double upperBound()
      Retrieve the Upper Bound
      Returns:
      The Upper Bound

    • orderedSeriesMap

      public java.util.Map<java.lang.Integer,​java.lang.Double> orderedSeriesMap()
      Retrieve the Higher Order Series Map
      Returns:
      The Higher Order Series Map

    • addOrderedSeriesMap

      public boolean addOrderedSeriesMap​(java.util.Map<java.lang.Integer,​java.lang.Double> orderedSeriesMap)
      Add the Ordered Series Map
      Parameters:
      orderedSeriesMap - The Ordered Series Map
      Returns:
      TRUE - The Ordered Series Map successfully added

    • orderSeries

      public double orderSeries​(int order)
      Retrieve the Series corresponding to the Specified Order
      Parameters:
      order - The Series Order
      Returns:
      The Series corresponding to the Specified Order

    • seriesCumulative

      public double seriesCumulative()
      Compute the Series Cumulative
      Returns:
      The Series Cumulative