Package org.drip.specialfunction.lanczos

Class Estimator

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.numerical.estimation.R1ToR1Estimator
org.drip.specialfunction.lanczos.Estimator
public class Estimator
extends R1ToR1Estimator
Estimator implements the Lanczos Gamma Function Estimation Scheme. The References are:

  • Godfrey, P. (2001): Lanczos Implementation of the Gamma Function http://www.numericana.com/answer/info/godfrey.htm
  • Press, W. H., S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery (2007): Numerical Recipes: The Art of Scientific Computing 3rd Edition Cambridge University Press New York
  • Pugh, G. R. (2004): An Analysis of the Lanczos Gamma Approximation Ph. D. University of British Columbia
  • Toth V. T. (2016): Programmable Calculators – The Gamma Function http://www.rskey.org/CMS/index.php/the-library/11
  • Wikipedia (2019): Lanczos Approximation https://en.wikipedia.org/wiki/Lanczos_approximation
It provides the following functionality:
  • Estimator Constructor
  • Retrieve the A Series Generator

Module Computational Core Module
Library Function Analysis Library
Project Special Function Implementation and Analysis
Package Lanczos Scheme for Gamma Estimate
Author:
Lakshmi Krishnamurthy

  • Constructor Details

    • Estimator

      public Estimator​(ASeriesGenerator aSeriesGenerator, DerivativeControl derivativeControl) throws java.lang.Exception
      Estimator Constructor
      Parameters:
      aSeriesGenerator - Lanczos A Series Generator
      derivativeControl - Derivative Control
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • aSeriesGenerator

      public ASeriesGenerator aSeriesGenerator()
      Retrieve the A Series Generator
      Returns:
      The A Series Generator

    • 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

    • seriesEstimateNative

      public R1Estimate seriesEstimateNative​(double x)
      Description copied from class: R1ToR1Estimator
      Compute the Built-in Higher Order Series Estimates
      Overrides:
      seriesEstimateNative in class R1ToR1Estimator
      Parameters:
      x - X
      Returns:
      The Built-in Higher Order Series Estimates