Package org.drip.specialfunction.beta

Class CombinatorialEstimate

java.lang.Object
org.drip.specialfunction.beta.CombinatorialEstimate
public class CombinatorialEstimate
extends java.lang.Object
CombinatorialEstimate implements the Combinatorial Function Estimate using Beta-based Schemes. 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:
  • Estimate the Binomial Coefficient Using the Beta Function
  • Estimate the Binomial Coefficient Using a Continuous Interpolation Function
  • Compute the Cumulative Binomial Distribution Function for the specified n, k, and p

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
    CombinatorialEstimate()  

  • Method Summary

    Modifier and Type Method Description
    static double BetaBinomial​(double n, double k, R2ToR1 betaEstimator)
    Estimate the Binomial Coefficient Using the Beta Function
    static double CumulativeBinomialDistribution​(double n, double k, double p, IncompleteRegularizedEstimator incompleteRegularizedEstimator)
    Compute the Cumulative Binomial Distribution Function for the specified n, k, and p
    static double GammaBinomial​(double n, double k, R1ToR1 gammaEstimator)
    Estimate the Binomial Coefficient Using a Continuous Interpolation Function

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • CombinatorialEstimate

      public CombinatorialEstimate()

  • Method Details

    • BetaBinomial

      public static final double BetaBinomial​(double n, double k, R2ToR1 betaEstimator) throws java.lang.Exception
      Estimate the Binomial Coefficient Using the Beta Function
      Parameters:
      n - n
      k - k
      betaEstimator - The Beta Function Estimator
      Returns:
      Binomial Coefficient Using the Beta Function
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • GammaBinomial

      public static final double GammaBinomial​(double n, double k, R1ToR1 gammaEstimator) throws java.lang.Exception
      Estimate the Binomial Coefficient Using a Continuous Interpolation Function
      Parameters:
      n - n
      k - k
      gammaEstimator - The Gamma Function Estimator
      Returns:
      Binomial Coefficient Using a Continuous Interpolation Function
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • CumulativeBinomialDistribution

      public static final double CumulativeBinomialDistribution​(double n, double k, double p, IncompleteRegularizedEstimator incompleteRegularizedEstimator) throws java.lang.Exception
      Compute the Cumulative Binomial Distribution Function for the specified n, k, and p
      Parameters:
      n - n
      k - k
      p - p
      incompleteRegularizedEstimator - The Incomplete Regularized Beta Estimator
      Returns:
      The Cumulative Binomial Distribution Function Value
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid