Package org.drip.specialfunction.definition

Class ConfluentHypergeometricEstimator

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.specialfunction.definition.HypergeometricEstimator

org.drip.specialfunction.definition.ConfluentHypergeometricEstimator

Direct Known Subclasses:

Kummer

public abstract class ConfluentHypergeometricEstimator
extends HypergeometricEstimator

ConfluentHypergeometricEstimator exposes the Stubs for estimating the Confluent Hyper-geometric Function and its Jacobian. The References are:

• Gessel, I., and D. Stanton (1982): Strange Evaluations of Hyper-geometric Series SIAM Journal on Mathematical Analysis 13 (2) 295-308
• Koepf, W (1995): Algorithms for m-fold Hyper-geometric Summation Journal of Symbolic Computation 20 (4) 399-417
• Lavoie, J. L., F. Grondin, and A. K. Rathie (1996): Generalization of Whipple’s Theorem on the Sum of a (_2^3)F(a,b;c;z) Journal of Computational and Applied Mathematics 72 293-300
• National Institute of Standards and Technology (2019): Hyper-geometric Function https://dlmf.nist.gov/15
• Wikipedia (2019): Hyper-geometric Function https://en.wikipedia.org/wiki/Hypergeometric_function

It provides the following functionality:

• Evaluate Confluent Hyper-geometric Function

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

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
abstract double	confluentHypergeometric(double z)	Evaluate Confluent Hyper-geometric Function
double	evaluate(double z)	Evaluate for the given variate

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

hypergeometricParameters

Methods inherited from class org.drip.function.definition.R1ToR1

antiDerivative, derivative, differential, differential, integrate, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object

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

Method Details

evaluate

public double evaluate(double z)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

z - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

confluentHypergeometric

public abstract double confluentHypergeometric(double z)
                                        throws java.lang.Exception

Evaluate Confluent Hyper-geometric Function

Parameters:

z - Z

Returns:

Confluent Hyper-geometric Value

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid