Package org.drip.numerical.estimation

Interface R1ToR1IntegrandGenerator

public interface R1ToR1IntegrandGenerator
R1ToR1IntegrandGenerator exposes the Integrand Generation behind the 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


Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    R1ToR1Estimator integrand​(double z)
    Generate the R1 - R1 Integrand given the Parametric Variable

  • Method Details

    • integrand

      R1ToR1Estimator integrand​(double z)
      Generate the R1 - R1 Integrand given the Parametric Variable
      Parameters:
      z - The Parametric Variable
      Returns:
      The R1 - R1 Integrand