Package org.drip.specialfunction.beta

Class AsymptoticLogEstimator

java.lang.Object
org.drip.specialfunction.beta.AsymptoticLogEstimator
public class AsymptoticLogEstimator
extends java.lang.Object
AsymptoticLogEstimator implements the various Asymptotic Estimators for the Log Beta Function. The References are:

  • Abramowitz, M., and I. A. Stegun (2007): Handbook of Mathematics Functions Dover Book on Mathematics
  • Davis, P. J. (1959): Leonhard Euler's Integral: A Historical Profile of the Gamma Function American Mathematical Monthly 66 (10) 849-869
  • Whitaker, E. T., and G. N. Watson (1996): A Course on Modern Analysis Cambridge University Press New York
  • Wikipedia (2019): Beta Function https://en.wikipedia.org/wiki/Beta_function
  • Wikipedia (2019): Gamma Function https://en.wikipedia.org/wiki/Gamma_function
It provides the following functionality:
  • Construct the Stirling Asymptote Estimate for the Log Beta Function
  • Construct the Large X Asymptote Estimate for the Log Beta Function

Module Product Core Module
Library Fixed Income Analytics
Project Special Function Implementation and Analysis
Package Estimation Techniques for Beta Function
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    AsymptoticLogEstimator()  

  • Method Summary

    Modifier and Type Method Description
    static R2ToR1 LargeX​(R1ToR1 logGammaEstimator)
    Construct the Large X Asymptote Estimate for the Log Beta Function
    static R2ToR1 Stirling()
    Construct the Stirling Asymptote Estimate for the Log Beta Function

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • AsymptoticLogEstimator

      public AsymptoticLogEstimator()

  • Method Details

    • Stirling

      public static final R2ToR1 Stirling() throws java.lang.Exception
      Construct the Stirling Asymptote Estimate for the Log Beta Function
      Returns:
      The Stirling Asymptote Estimate for the Log Beta Function
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • LargeX

      public static final R2ToR1 LargeX​(R1ToR1 logGammaEstimator) throws java.lang.Exception
      Construct the Large X Asymptote Estimate for the Log Beta Function
      Parameters:
      logGammaEstimator - The Log Gamma Estimator
      Returns:
      The Large X Asymptote Estimate for the Log Beta Function
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid