Package org.drip.specialfunction.beta

Class IncompleteIntegrandEstimator

java.lang.Object
org.drip.specialfunction.beta.IncompleteIntegrandEstimator
All Implemented Interfaces:
R3ToR1
public abstract class IncompleteIntegrandEstimator
extends java.lang.Object
implements R3ToR1
IncompleteIntegrandEstimator implements the Incomplete Beta Function using Integrand Estimation 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:
  • Construct the Incomplete Beta Estimator from the Euler Integral of the First Kind
  • Retrieve the Quadrature Count

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

  • Method Summary

    Modifier and Type Method Description
    static IncompleteIntegrandEstimator EulerFirst​(int quadratureCount)
    Construct the Incomplete Beta Estimator from the Euler Integral of the First Kind
    int quadratureCount()
    Retrieve the Quadrature Count

    Methods inherited from class java.lang.Object

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

    Methods inherited from interface org.drip.function.definition.R3ToR1

    evaluate

  • Method Details

    • EulerFirst

      public static final IncompleteIntegrandEstimator EulerFirst​(int quadratureCount)
      Construct the Incomplete Beta Estimator from the Euler Integral of the First Kind
      Parameters:
      quadratureCount - Count of the Integrand Quadrature
      Returns:
      Incomplete Beta Estimator from the Euler Integral of the First Kind

    • quadratureCount

      public int quadratureCount()
      Retrieve the Quadrature Count
      Returns:
      The Quadrature Count