Package org.drip.specialfunction.beta

Class SummationSeriesEstimator

java.lang.Object
org.drip.specialfunction.definition.BetaEstimator
org.drip.specialfunction.beta.SummationSeriesEstimator
All Implemented Interfaces:
R2ToR1
public abstract class SummationSeriesEstimator
extends BetaEstimator
SummationSeriesEstimator implements the Summation Series Based 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:
  • Compute the Abramowitz-Stegun (2007) Summation Series of Beta Estimator
  • Retrieve the Underlying 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

  • Method Summary

    Modifier and Type Method Description
    static SummationSeriesEstimator AbramowitzStegun2007​(int termCount)
    Compute the Abramowitz-Stegun (2007) Summation Series of Beta Estimator
    R2ToR1Series summationSeries()
    Retrieve the Underlying Summation Series

    Methods inherited from class org.drip.specialfunction.definition.BetaEstimator

    beta, jacobian

    Methods inherited from class java.lang.Object

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

    Methods inherited from interface org.drip.function.definition.R2ToR1

    evaluate

  • Method Details

    • AbramowitzStegun2007

      public static final SummationSeriesEstimator AbramowitzStegun2007​(int termCount)
      Compute the Abramowitz-Stegun (2007) Summation Series of Beta Estimator
      Parameters:
      termCount - Number of Terms in the Estimation
      Returns:
      The Abramowitz-Stegun (2007) Summation Series of Beta Estimator

    • summationSeries

      public R2ToR1Series summationSeries()
      Retrieve the Underlying Summation Series
      Returns:
      The Underlying Summation Series