Package org.drip.specialfunction.definition

Class BetaEstimator

java.lang.Object
org.drip.specialfunction.definition.BetaEstimator
All Implemented Interfaces:
R2ToR1
Direct Known Subclasses:
IntegrandEstimator, SummationSeriesEstimator
public abstract class BetaEstimator
extends java.lang.Object
implements R2ToR1
BetaEstimator exposes the Stubs for estimating Beta Function and its Jacobian. 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:
  • Evaluate Beta given x and y
  • Calculate the Jacobian

Module Product Core Module
Library Fixed Income Analytics
Project Special Function Implementation and Analysis
Package Definition of Special Function Estimators
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    BetaEstimator()  

  • Method Summary

    Modifier and Type Method Description
    double beta​(double x, double y)
    Evaluate Beta given x and y
    double[] jacobian​(double x, double y)
    Calculate the 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

  • Constructor Details

    • BetaEstimator

      public BetaEstimator()

  • Method Details

    • beta

      public double beta​(double x, double y) throws java.lang.Exception
      Evaluate Beta given x and y
      Parameters:
      x - X
      y - Y
      Returns:
      Beta Value
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • jacobian

      public double[] jacobian​(double x, double y)
      Calculate the Jacobian
      Parameters:
      x - X
      y - Y
      Returns:
      The Jacobian