Package org.drip.specialfunction.definition

Class RegularHypergeometricEstimator

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.specialfunction.definition.HypergeometricEstimator
org.drip.specialfunction.definition.RegularHypergeometricEstimator
Direct Known Subclasses:
EulerQuadratureEstimator
public abstract class RegularHypergeometricEstimator
extends HypergeometricEstimator
RegularHypergeometricEstimator exposes the Stubs for estimating the 2F1 Hyper-geometric Function and its Jacobian using the 2F1 Hyper-geometric Function. 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 Regular Hyper-geometric Function
  • Albinate (i.e., Clone + Mutate) an Instance of Regular Hyper-geometric Estimator
  • Construct the Kummer24 Euler Transformation on 2F1
  • Construct the Kummer24 Pfaff First Transformation on 2F1
  • Construct the Kummer24 Pfaff Second Transformation on 2F1

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

    • 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

    • regularHypergeometric

      public abstract double regularHypergeometric​(double z) throws java.lang.Exception
      Evaluate Regular Hyper-geometric Function
      Parameters:
      z - Z
      Returns:
      Regular Hyper-geometric Value
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • albinate

      public abstract RegularHypergeometricEstimator albinate​(HypergeometricParameters hypergeometricParametersAlbinate, R1ToR1 valueScaler, R1ToR1 zTransformer)
      Albinate (i.e., Clone + Mutate) an Instance of Regular Hyper-geometric Estimator
      Parameters:
      hypergeometricParametersAlbinate - The Albination Hyper-geometric Parameters
      valueScaler - The Estimator Value Scaler
      zTransformer - The Z Transformation Function
      Returns:
      Albinated Instance of Regular Hyper-geometric Estimator

    • albinateEuler

      public RegularHypergeometricEstimator albinateEuler()
      Construct the Kummer24 Euler Transformation on 2F1
      Returns:
      The Kummer24 Euler Transformation on 2F1

    • albinatePfaffFirst

      public RegularHypergeometricEstimator albinatePfaffFirst()
      Construct the Kummer24 Pfaff First Transformation on 2F1
      Returns:
      The Kummer24 Pfaff First Transformation on 2F1

    • albinatePfaffSecond

      public RegularHypergeometricEstimator albinatePfaffSecond()
      Construct the Kummer24 Pfaff Second Transformation on 2F1
      Returns:
      The Kummer24 Pfaff Second Transformation on 2F1