Uses of Package
org.drip.numerical.integration
| Package | Description |
|---|---|
| org.drip.measure.distribution |
R1 Rd Continuous Random Measure
|
| org.drip.numerical.integration |
R1 Rd Numerical Integration Schemes
|
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Classes in org.drip.numerical.integration used by org.drip.measure.distribution Class Description QuadratureEstimator QuadratureEstimator estimates an Integrand Quadrature using the Array of Transformed Quadrature Abscissa and their corresponding Weights. -
Classes in org.drip.numerical.integration used by org.drip.numerical.integration Class Description AbscissaTransform AbscissaTransform transforms the Abscissa over into Corresponding Integrand Variable.NestedQuadratureEstimator NestedQuadratureEstimator extends the R1 Quadrature Estimator by providing the Estimation Error.QuadratureEstimate QuadratureEstimate contains the Estimate of the Integrand Quadrature and its corresponding Error.QuadratureEstimator QuadratureEstimator estimates an Integrand Quadrature using the Array of Transformed Quadrature Abscissa and their corresponding Weights.