Package org.drip.specialfunction.definition

Class ModifiedScaledExponentialEstimator

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.specialfunction.definition.ModifiedScaledExponentialEstimator

public class ModifiedScaledExponentialEstimator
extends R1ToR1

ModifiedScaledExponentialEstimator exposes the Estimator for the Modified Scaled Exponential Function. The References are:

• Gradshteyn, I. S., I. M. Ryzhik, Y. V. Geronimus, M. Y. Tseytlin, and A. Jeffrey (2015): Tables of Integrals, Series, and Products Academic Press
• Hilfer, J. (2002): H-function Representations for Stretched Exponential Relaxation and non-Debye Susceptibilities in Glassy Systems Physical Review E 65 (6) 061510
• Wikipedia (2019): Stretched Exponential Function https://en.wikipedia.org/wiki/Stretched_exponential_function
• Wuttke, J. (2012): Laplace-Fourier Transform of the Stretched Exponential Function: Analytic Error-Bounds, Double Exponential Transform, and Open Source Implementation libkw Algorithm 5 (4) 604-628
• Zorn, R. (2002): Logarithmic Moments of Relaxation Time Distributions Journal of Chemical Physics 116 (8) 3204-3209

It provides the following functionality:

• ModifiedScaledExponentialEstimator Constructor
• Retrieve the Exponent Function
• Retrieve the Characteristic Relaxation Time

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
ModifiedScaledExponentialEstimator(R1ToR1 exponentFunction, double characteristicRelaxationTime)	ModifiedScaledExponentialEstimator Constructor

Method Summary

Modifier and Type	Method	Description
double	characteristicRelaxationTime()	Retrieve the Characteristic Relaxation Time
double	evaluate(double t)	Evaluate for the given variate
R1ToR1	exponentFunction()	Retrieve the Exponent Function

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

Constructor Details

ModifiedScaledExponentialEstimator

public ModifiedScaledExponentialEstimator(R1ToR1 exponentFunction,
double characteristicRelaxationTime)
                                   throws java.lang.Exception

ModifiedScaledExponentialEstimator Constructor

Parameters:

exponentFunction - The Exponent Function

characteristicRelaxationTime - The Characteristic Relaxation Time

Throws:

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

Method Details

exponentFunction

public R1ToR1 exponentFunction()

Retrieve the Exponent Function

Returns:

The Exponent Function

characteristicRelaxationTime

public double characteristicRelaxationTime()

Retrieve the Characteristic Relaxation Time

Returns:

The Characteristic Relaxation Time

evaluate

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

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

t - Variate

Returns:

Returns the calculated value

Throws:

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