Package org.drip.numerical.estimation

Class R2ToR1Estimator

java.lang.Object
org.drip.numerical.estimation.R2ToR1Estimator
All Implemented Interfaces:
R2ToR1
public abstract class R2ToR1Estimator
extends java.lang.Object
implements R2ToR1
R2ToR1Estimator exposes the Stubs behind R2 - 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

  • Constructor Summary

    Constructors
    Constructor Description
    R2ToR1Estimator()
    R2 - R1 Estimator Constructor

  • Method Summary

    Modifier and Type Method Description
    R1Estimate boundedEstimate​(double x, double y)
    Estimate a Bounded Numerical Approximation of the Function Value
    R1Estimate seriesEstimate​(double x, double y, java.util.TreeMap<java.lang.Integer,​java.lang.Double> termWeightMap, R1ToR1Series r1ToR1SeriesGenerator)
    Compute the Higher Order Series Estimates
    R1Estimate seriesEstimateNative​(double x, double y)
    Compute the Built-in Higher Order Series Estimates

    Methods inherited from class java.lang.Object

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

    Methods inherited from interface org.drip.function.definition.R2ToR1

    evaluate

  • Constructor Details

    • R2ToR1Estimator

      public R2ToR1Estimator()
      R2 - R1 Estimator Constructor

  • Method Details

    • boundedEstimate

      public R1Estimate boundedEstimate​(double x, double y)
      Estimate a Bounded Numerical Approximation of the Function Value
      Parameters:
      x - X
      y - Y
      Returns:
      The Bounded Numerical Approximation

    • seriesEstimate

      public R1Estimate seriesEstimate​(double x, double y, java.util.TreeMap<java.lang.Integer,​java.lang.Double> termWeightMap, R1ToR1Series r1ToR1SeriesGenerator)
      Compute the Higher Order Series Estimates
      Parameters:
      x - X
      y - Y
      termWeightMap - Error Term Weight Map
      r1ToR1SeriesGenerator - R1 To R1 Series Generator
      Returns:
      The Higher Order Series Estimates

    • seriesEstimateNative

      public R1Estimate seriesEstimateNative​(double x, double y)
      Compute the Built-in Higher Order Series Estimates
      Parameters:
      x - X
      y - Y
      Returns:
      The Built-in Higher Order Series Estimates