Package org.drip.numerical.estimation

Class R1ToR1IntegrandEstimator

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.numerical.estimation.R1ToR1Estimator

org.drip.numerical.estimation.R1ToR1IntegrandEstimator

public class R1ToR1IntegrandEstimator
extends R1ToR1Estimator

R1ToR1IntegrandEstimator exposes the Stubs behind the Integrand Based R¹ - R¹ Approximate Numerical Estimators. 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

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = Function Numerical Estimates/Corrections/Bounds

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	Description
static int	INTEGRAND_LIMITS_SETTING_ZERO_INFINITY	Set the ZERO_INFINITY Integrand Limits Setting
static int	INTEGRAND_LIMITS_SETTING_ZERO_ONE	Set the ZERO_ONE Integrand Limits Setting

Constructor Summary

Constructors

Constructor	Description
R1ToR1IntegrandEstimator(DerivativeControl dc, R1ToR1IntegrandGenerator integrandGenerator, int limitsSetting, double integrandScale, R1ToR1Estimator integrandOffset)	R1ToR1IntegrandEstimator Constructor

Method Summary

Modifier and Type	Method	Description
double	evaluate(double z)	Evaluate for the given variate
R1ToR1IntegrandGenerator	integrand()	Retrieve the Integrand
R1ToR1Estimator	integrandOffset()	Retrieve the Integrand Offset
double	integrandScale()	Retrieve the Integrand Scale
int	limitsSetting()	Retrieve the Integrand Limits Setting
int	quadratureCount()	Retrieve the Quadrature Count

Methods inherited from class org.drip.numerical.estimation.R1ToR1Estimator

boundedEstimate, seriesEstimate, seriesEstimateNative

Methods inherited from class org.drip.function.definition.R1ToR1

antiDerivative, derivative, differential, differential, integrate, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object

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

Field Details

INTEGRAND_LIMITS_SETTING_ZERO_ONE

public static final int INTEGRAND_LIMITS_SETTING_ZERO_ONE

Set the ZERO_ONE Integrand Limits Setting

See Also:

Constant Field Values

INTEGRAND_LIMITS_SETTING_ZERO_INFINITY

public static final int INTEGRAND_LIMITS_SETTING_ZERO_INFINITY

Set the ZERO_INFINITY Integrand Limits Setting

See Also:

Constant Field Values

Constructor Details

R1ToR1IntegrandEstimator

public R1ToR1IntegrandEstimator(DerivativeControl dc,
R1ToR1IntegrandGenerator integrandGenerator,
int limitsSetting,
double integrandScale,
R1ToR1Estimator integrandOffset)
                         throws java.lang.Exception

R1ToR1IntegrandEstimator Constructor

Parameters:

dc - The Derivative Control

integrandGenerator - The Integrand Generator

limitsSetting - The Integrand Limits Setting

integrandScale - The Integrand Scale

integrandOffset - The Integrand Offset

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

integrand

public R1ToR1IntegrandGenerator integrand()

Retrieve the Integrand

Returns:

The Integrand

limitsSetting

public int limitsSetting()

Retrieve the Integrand Limits Setting

Returns:

The Integrand Limits Setting

integrandScale

public double integrandScale()

Retrieve the Integrand Scale

Returns:

The Integrand Scale

integrandOffset

public R1ToR1Estimator integrandOffset()

Retrieve the Integrand Offset

Returns:

The Integrand Offset

evaluate

public double evaluate(double z)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

z - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

quadratureCount

public int quadratureCount()

Retrieve the Quadrature Count

Returns:

The Quadrature Count