Package org.drip.specialfunction.derived

Class StretchedExponentialMoment

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.specialfunction.derived.StretchedExponentialMoment

public class StretchedExponentialMoment
extends R1ToR1

StretchedExponentialMoment estimates the specified Moment Stretched Exponential Integral Function. The References are:

• Blagouchine, I. V. (2014): Re-discovery of Malmsten's Integrals, their Evaluation by Contour Integration Methods, and some Related Results Ramanujan Journal 35 (1) 21-110
• Borwein, J. M., and R. M. Corless (2017): Gamma Function and the Factorial in the Monthly https://arxiv.org/abs/1703.05349 arXiv
• Davis, P. J. (1959): Leonhard Euler's Integral: A Historical Profile of the Gamma Function American Mathematical Monthly 66 (10) 849-869
• Whitaker, E. T., and G. N. Watson (1996): A Course on Modern Analysis Cambridge University Press New York
• Wikipedia (2019): Gamma Function https://en.wikipedia.org/wiki/Gamma_function

It provides the following functionality:

Construct the Weierstrass Version of the Log of StretchedExponentialMoment Estimator StretchedExponentialMoment Constructor Retrieve Tau Retrieve Beta

Module	Product Core Module
Library	Fixed Income Analytics
Project	Special Function Implementation and Analysis
Package	Special Functions Derived using Others

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
StretchedExponentialMoment(DerivativeControl derivativeControl, double tau, double beta)	StretchedExponentialMoment Constructor

Method Summary

Modifier and Type	Method	Description
double	beta()	Retrieve Beta
double	evaluate(double moment)	Evaluate for the given variate
double	tau()	Retrieve Tau
static StretchedExponentialMoment	Weierstrass(double tau, double beta, int termCount)	Construct the Weierstrass Version of the Log of StretchedExponentialMoment Estimator

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

antiDerivative, conditionNumber, 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

StretchedExponentialMoment

public StretchedExponentialMoment(DerivativeControl derivativeControl,
double tau,
double beta)
                           throws java.lang.Exception

StretchedExponentialMoment Constructor

Parameters:

derivativeControl - The Derivative Control

tau - Tau

beta - Beta

Throws:

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

Method Details

Weierstrass

public static final StretchedExponentialMoment Weierstrass(double tau,
double beta,
int termCount)

Construct the Weierstrass Version of the Log of StretchedExponentialMoment Estimator

Parameters:

tau - Tau

beta - Beta

termCount - Number of Terms in the Estimation

Returns:

Weierstrass Version of the Log of StretchedExponentialMoment Estimator

tau

public double tau()

Retrieve Tau

Returns:

Tau

beta

public double beta()

Retrieve Beta

Returns:

Beta

evaluate

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

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

moment - Variate

Returns:

Returns the calculated value

Throws:

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