Uses of Class
org.drip.numerical.integration.QuadratureEstimator

Packages that use QuadratureEstimator

Package	Description
org.drip.measure.distribution	R1 Rd Continuous Random Measure
org.drip.numerical.integration	R1 Rd Numerical Integration Schemes

Uses of QuadratureEstimator in org.drip.measure.distribution

Methods in org.drip.measure.distribution that return QuadratureEstimator

Modifier and Type	Method	Description
QuadratureEstimator	R1Continuous.quadratureEstimator()	Retrieve the QuadratureEstimator Instance for the Support

Uses of QuadratureEstimator in org.drip.numerical.integration

Subclasses of QuadratureEstimator in org.drip.numerical.integration

Modifier and Type	Class	Description
class	NestedQuadratureEstimator	NestedQuadratureEstimator extends the R1 Quadrature Estimator by providing the Estimation Error.

Methods in org.drip.numerical.integration that return QuadratureEstimator

Modifier and Type	Method	Description
QuadratureEstimator	NestedQuadratureEstimator.embeddedQuadratureEstimator()	Retrieve the Embedded Quadrature Estimator
static QuadratureEstimator	GaussLegendreQuadratureGenerator.FivePoint(double left, double right)	Generate the Five Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLegendreQuadratureGenerator.FivePoint(AbscissaTransform abscissaTransformer)	Generate the Five Point Gauss Legendre Quadrature over [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.FivePoint(double left, double right)	Generate the Five Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.FivePoint(AbscissaTransform abscissaTransformer)	Generate the Five Point Gauss Lobatto Quadrature over [-1, +1]
static QuadratureEstimator	GaussLegendreQuadratureGenerator.FourPoint(double left, double right)	Generate the Four Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLegendreQuadratureGenerator.FourPoint(AbscissaTransform abscissaTransformer)	Generate the Four Point Gauss Legendre Quadrature over [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.FourPoint(double left, double right)	Generate the Four Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.FourPoint(AbscissaTransform abscissaTransformer)	Generate the Four Point Gauss Lobatto Quadrature over [-1, +1]
static QuadratureEstimator	GaussKronrodQuadratureGenerator.G7(double left, double right)	Generate the Nested/Embedded G7 Gaussian Quadrature over (a, b) onto (-1, +1)
static QuadratureEstimator	GaussKronrodQuadratureGenerator.G7(AbscissaTransform abscissaTransformer)	Generate the Nested/Embedded G7 Gaussian Quadrature over (0, +1)
static QuadratureEstimator	NewtonCotesQuadratureGenerator.GaussHermite(int intermediatePointCount)	Generate the Newton-Cotes Quadrature for the Gauss-Hermite Indefinite Integral over (-Infinity, +Infinity)
static QuadratureEstimator	NewtonCotesQuadratureGenerator.GaussLaguerreLeftDefinite(double left, int intermediatePointCount)	Generate the Newton-Cotes Quadrature for the Gauss-Laguerre Left-Definite Integral over (a, +Infinity)
static QuadratureEstimator	NewtonCotesQuadratureGenerator.GaussLaguerreRightDefinite(double right, int intermediatePointCount)	Generate the Newton-Cotes Quadrature for the Gauss-Laguerre Left-Definite Integral over (-Infinity, a)
static QuadratureEstimator	GaussKronrodQuadratureGenerator.K15(double left, double right)	Generate the K15 Gaussian Quadrature over (a, b) onto (-1, +1)
static QuadratureEstimator	GaussKronrodQuadratureGenerator.K15(AbscissaTransform abscissaTransformer)	Generate the K15 Gaussian Quadrature over (0, +1)
static QuadratureEstimator	NewtonCotesQuadratureGenerator.MinusOne_PlusOne(double left, double right, int intermediatePointCount)	Generate the Newton-Cotes of Equally Spaced Quadrature over (a, b) onto (-1, +1)
static QuadratureEstimator	NewtonCotesQuadratureGenerator.MinusOne_PlusOne(AbscissaTransform abscissaTransformer, int intermediatePointCount)	Generate the Newton-Cotes of Equally Spaced Quadrature over (-1, +1)
static QuadratureEstimator	GaussLegendreQuadratureGenerator.OnePoint(double left, double right)	Generate the One Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLegendreQuadratureGenerator.OnePoint(AbscissaTransform abscissaTransformer)	Generate the One Point Gauss Legendre Quadrature over [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.SevenPoint(double left, double right)	Generate the Seven Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.SevenPoint(AbscissaTransform abscissaTransformer)	Generate the Seven Point Gauss Lobatto Quadrature over [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.SixPoint(double left, double right)	Generate the Six Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.SixPoint(AbscissaTransform abscissaTransformer)	Generate the Six Point Gauss Lobatto Quadrature over [-1, +1]
static QuadratureEstimator	GaussLegendreQuadratureGenerator.ThreePoint(double left, double right)	Generate the Three Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLegendreQuadratureGenerator.ThreePoint(AbscissaTransform abscissaTransformer)	Generate the Three Point Gauss Legendre Quadrature over [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.ThreePoint(double left, double right)	Generate the Three Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLobattoQuadratureGenerator.ThreePoint(AbscissaTransform abscissaTransformer)	Generate the Three Point Gauss Lobatto Quadrature over [-1, +1]
static QuadratureEstimator	GaussLegendreQuadratureGenerator.TwoPoint(double left, double right)	Generate the Two Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
static QuadratureEstimator	GaussLegendreQuadratureGenerator.TwoPoint(AbscissaTransform abscissaTransformer)	Generate the Two Point Gauss Legendre Quadrature over [-1, +1]
static QuadratureEstimator	NewtonCotesQuadratureGenerator.Zero_PlusOne(double left, double right, int intermediatePointCount)	Generate the Newton-Cotes of Equally Spaced Quadrature over (a, b) onto (0, +1)
static QuadratureEstimator	NewtonCotesQuadratureGenerator.Zero_PlusOne(AbscissaTransform abscissaTransformer, int intermediatePointCount)	Generate the Newton-Cotes of Equally Spaced Quadrature over (0, +1)

Constructors in org.drip.numerical.integration with parameters of type QuadratureEstimator

Constructor	Description
NestedQuadratureEstimator(AbscissaTransform abscissaTransformer, Array2D nodeWeightArray, QuadratureEstimator embeddedQuadratureEstimator)	NestedQuadratureEstimator Constructor