Package org.drip.sample.newtoncotes

R1 Newton-Cotes Quadrature Schemes
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ArcTangentGeneralizedMidPoint
    ArcTangentGeneralizedMidPoint computes the R1 Numerical Estimate of the tan-1 using the Generalized Mid-Point Quadrature.
    ERFCCraig1991
    ERFCCraig1991 computes the R1 Numerical Estimate of the erf Integrand using Newton-Cotes Grids.
    ERFIntegrand
    ERFIntegrand computes the R1 Numerical Estimate of the erf Integrand using Newton-Cotes Grids.
    NormalIntegrandGaussHermite
    NormalIntegrandGaussHermite computes the R1 Numerical Estimate of the Normal Integrand using Gauss-Hermite Transform over the Whole R1 Range using the Newton-Cotes Quadrature.
    NormalIntegrandGaussLaguerreLeft
    NormalIntegrandGaussLaguerreLeft computes the R1 Numerical Estimate of the Normal Integrand using Gauss-Laguerre Transform over the Right Half R+ Range using the Newton-Cotes Quadrature.
    NormalIntegrandGaussLaguerreRight
    NormalIntegrandGaussLaguerreRight computes the R1 Numerical Estimate of the Normal Integrand using Gauss-Laguerre Transform over the Left Half R- Range using the Newton-Cotes Quadrature.