Package org.drip.specialfunction.beta

Class SummationSeries

java.lang.Object
org.drip.specialfunction.beta.SummationSeries
public class SummationSeries
extends java.lang.Object
SummationSeries implements the Summation Series for Beta Estimation. 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 R2 To R1 Abramowitz-Stegun (2007) Summation Series

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
    SummationSeries()  

  • Method Summary

    Modifier and Type Method Description
    static R2ToR1Series AbramowitzStegun2007​(int termCount)
    Construct the R2 To R1 Abramowitz-Stegun (2007) Summation Series

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SummationSeries

      public SummationSeries()

  • Method Details

    • AbramowitzStegun2007

      public static final R2ToR1Series AbramowitzStegun2007​(int termCount)
      Construct the R2 To R1 Abramowitz-Stegun (2007) Summation Series
      Parameters:
      termCount - Count of the Number of Terms
      Returns:
      The R2 To R1 Abramowitz-Stegun (2007) Summation Series