Uses of Class
org.drip.specialfunction.definition.ModifiedBesselFirstKindEstimator
Package | Description |
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org.drip.dynamics.process |
Ito-Dynamics Based Stochastic Process
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org.drip.measure.chisquare |
Chi-Square Distribution Implementation/Properties
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org.drip.specialfunction.bessel |
Ordered Bessel Function Variant Estimators
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org.drip.specialfunction.definition |
Definition of Special Function Estimators
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Uses of ModifiedBesselFirstKindEstimator in org.drip.dynamics.process
Methods in org.drip.dynamics.process that return ModifiedBesselFirstKindEstimator Modifier and Type Method Description ModifiedBesselFirstKindEstimator
R1ProbabilityDensityFunctionCIR. modifiedBesselFirstKindEstimator()
Retrieve the Modified Bessel Estimator of the First KindConstructors in org.drip.dynamics.process with parameters of type ModifiedBesselFirstKindEstimator Constructor Description R1ProbabilityDensityFunctionCIR(double r0, CKLSParameters cklsParameters, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
R1ProbabilityDensityFunctionCIR Constructor -
Uses of ModifiedBesselFirstKindEstimator in org.drip.measure.chisquare
Methods in org.drip.measure.chisquare that return ModifiedBesselFirstKindEstimator Modifier and Type Method Description ModifiedBesselFirstKindEstimator
R1NonCentral. modifiedBesselFirstKindEstimator()
Retrieve the Modified Bessel First Kind EstimatorMethods in org.drip.measure.chisquare with parameters of type ModifiedBesselFirstKindEstimator Modifier and Type Method Description static R1NonCentralCumulantInvariant
R1NonCentralCumulantInvariant. InvariantFourthCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Fourth Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentralCumulantInvariant
R1NonCentralCumulantInvariant. InvariantSecondCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Second Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentralCumulantInvariant
R1NonCentralCumulantInvariant. InvariantThirdCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Third Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentral
R1NonCentral. Standard(double degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Standard Instance of R1NonCentralConstructors in org.drip.measure.chisquare with parameters of type ModifiedBesselFirstKindEstimator Constructor Description R1NonCentral(R1NonCentralParameters r1NonCentralParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
R1NonCentral ConstructorR1NonCentralCumulantInvariant(R1NonCentralParameters r1NonCentralParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator, double sankaranB)
R1NonCentralCumulantInvariant Constructor -
Uses of ModifiedBesselFirstKindEstimator in org.drip.specialfunction.bessel
Subclasses of ModifiedBesselFirstKindEstimator in org.drip.specialfunction.bessel Modifier and Type Class Description class
ModifiedFirstFrobeniusSeriesEstimator
ModifiedFirstFrobeniusSeriesEstimator implements the Frobenius Series Estimator for the Modified Bessel Function of the First Kind.class
ModifiedFirstHankelAsymptoteEstimator
ModifiedFirstHankelAsymptoteEstimator implements the Hankel Large z Asymptote Series Estimator for the Modified Bessel Function of the First Kind.class
ModifiedFirstIntegralEstimator
ModifiedFirstIntegralEstimator implements the Integral Estimator for the Modified Bessel Function of the First Kind.Methods in org.drip.specialfunction.bessel that return ModifiedBesselFirstKindEstimator Modifier and Type Method Description ModifiedBesselFirstKindEstimator
ModifiedSecondEstimator. modifiedBesselFirstKindEstimator()
Retrieve the Modified Bessel First Kind EstimatorConstructors in org.drip.specialfunction.bessel with parameters of type ModifiedBesselFirstKindEstimator Constructor Description ModifiedSecondEstimator(ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
ModifiedSecondEstimator Constructor -
Uses of ModifiedBesselFirstKindEstimator in org.drip.specialfunction.definition
Methods in org.drip.specialfunction.definition that return ModifiedBesselFirstKindEstimator Modifier and Type Method Description static ModifiedBesselFirstKindEstimator
ModifiedBesselFirstKindEstimator. AlphaPositiveAsymptote(R1ToR1 gammaEstimator)
Construct the Alpha Positive Asymptotic Version of ModifiedBesselFirstKindEstimator