Package org.drip.specialfunction.beta

Class IncompleteRegularizedEstimator

java.lang.Object
org.drip.specialfunction.beta.IncompleteRegularizedEstimator
All Implemented Interfaces:
R3ToR1
public class IncompleteRegularizedEstimator
extends java.lang.Object
implements R3ToR1
IncompleteRegularizedEstimator implements the Regularized Incomplete Beta Function Estimator. 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:
  • IncompleteRegularizedEstimator Constructor
  • Retrieve the Beta Estimator
  • Retrieve the Incomplete Beta Estimator

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
    IncompleteRegularizedEstimator​(R3ToR1 incompleteBetaEstimator, BetaEstimator betaEstimator)
    IncompleteRegularizedEstimator Constructor

  • Method Summary

    Modifier and Type Method Description
    BetaEstimator betaEstimator()
    Retrieve the Beta Estimator
    double evaluate​(double x, double a, double b)
    Evaluate for the given variate Pair
    R3ToR1 incompleteBetaEstimator()
    Retrieve the Incomplete Beta Estimator

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • IncompleteRegularizedEstimator

      public IncompleteRegularizedEstimator​(R3ToR1 incompleteBetaEstimator, BetaEstimator betaEstimator) throws java.lang.Exception
      IncompleteRegularizedEstimator Constructor
      Parameters:
      incompleteBetaEstimator - Incomplete Beta Estimator
      betaEstimator - Beta Estimator
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • betaEstimator

      public BetaEstimator betaEstimator()
      Retrieve the Beta Estimator
      Returns:
      The Beta Estimator

    • incompleteBetaEstimator

      public R3ToR1 incompleteBetaEstimator()
      Retrieve the Incomplete Beta Estimator
      Returns:
      The Incomplete Beta Estimator

    • evaluate

      public double evaluate​(double x, double a, double b) throws java.lang.Exception
      Description copied from interface: R3ToR1
      Evaluate for the given variate Pair
      Specified by:
      evaluate in interface R3ToR1
      Parameters:
      x - X
      a - Y
      b - Z
      Returns:
      Returns the calculated value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done