Package org.drip.specialfunction.definition

Class HypergeometricEstimator

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.specialfunction.definition.HypergeometricEstimator
Direct Known Subclasses:
ConfluentHypergeometricEstimator, EllipticEIntegralEstimator, EllipticKIntegralEstimator, JacobiEstimator, LegendreEstimator, RegularHypergeometricEstimator
public abstract class HypergeometricEstimator
extends R1ToR1
HypergeometricEstimator exposes the parameters Common to the Variants of the 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:
  • Retrieve the Parameters Instance

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

  • Method Details

    • hypergeometricParameters

      public HypergeometricParameters hypergeometricParameters()
      Retrieve the Parameters Instance
      Returns:
      The Parameters Instance