Package org.drip.specialfunction.beta

Class LogGammaEstimator

java.lang.Object
org.drip.specialfunction.beta.LogGammaEstimator
All Implemented Interfaces:
R2ToR1
public class LogGammaEstimator
extends java.lang.Object
implements R2ToR1
LogGammaEstimator implements the Log Beta Function using the Log Gamma 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:
  • Generate the Weierstrass Infinite Product Series Version of Log Beta Estimator
  • LogGammaEstimator Constructor
  • Retrieve the Log Gamma 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
    LogGammaEstimator​(R1ToR1 r1ToR1LogGamma)
    LogGammaEstimator Constructor

  • Method Summary

    Modifier and Type Method Description
    double evaluate​(double x, double y)
    Evaluate for the given variate Pair
    R1ToR1 r1ToR1LogGamma()
    Retrieve the Log Gamma Function
    static LogGammaEstimator Weierstrass​(int termCount)
    Generate the Weierstrass Infinite Product Series Version of Log Beta Estimator

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LogGammaEstimator

      public LogGammaEstimator​(R1ToR1 r1ToR1LogGamma) throws java.lang.Exception
      LogGammaEstimator Constructor
      Parameters:
      r1ToR1LogGamma - The Log Gamma Function
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • Weierstrass

      public static final LogGammaEstimator Weierstrass​(int termCount)
      Generate the Weierstrass Infinite Product Series Version of Log Beta Estimator
      Parameters:
      termCount - Number of Terms in the Estimation
      Returns:
      The Weierstrass Infinite Product Series Version of Log Beta Estimator

    • r1ToR1LogGamma

      public R1ToR1 r1ToR1LogGamma()
      Retrieve the Log Gamma Function
      Returns:
      The Log Gamma Function

    • evaluate

      public double evaluate​(double x, double y) throws java.lang.Exception
      Description copied from interface: R2ToR1
      Evaluate for the given variate Pair
      Specified by:
      evaluate in interface R2ToR1
      Parameters:
      x - X
      y - Y
      Returns:
      Returns the calculated value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done