RelaxationTimeDistributionSeriesEstimator.java

package org.drip.specialfunction.scaledexponential;

/*
 * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
 */

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * 
 *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
 *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
 *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
 *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
 *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
 *      and computational support.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
 * 
 *  DROP Product Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Loan Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Asset Liability Management Analytics
 *  - Capital Estimation Analytics
 *  - Exposure Analytics
 *  - Margin Analytics
 *  - XVA Analytics
 * 
 *  DROP Computational Core implements libraries for the following:
 *  - Algorithm Support
 *  - Computation Support
 *  - Function Analysis
 *  - Model Validation
 *  - Numerical Analysis
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Statistical Learning
 * 
 *  Documentation for DROP is Spread Over:
 * 
 *  - Main                     => https://lakshmidrip.github.io/DROP/
 *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
 *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
 *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
 *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
 *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
 *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
 *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
 *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
 *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
 *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
 * 
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *      you may not use this file except in compliance with the License.
 *   
 *  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 *  
 *  Unless required by applicable law or agreed to in writing, software
 *      distributed under the License is distributed on an "AS IS" BASIS,
 *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  
 *  See the License for the specific language governing permissions and
 *      limitations under the License.
 */

/**
 * <i>RelaxationTimeDistributionSeriesEstimator</i> exposes the Series-based Estimator for the Relaxation
 * Time Distribution Function. The References are:
 * 
 * <br><br>
 *  <ul>
 *      <li>
 *          Gradshteyn, I. S., I. M. Ryzhik, Y. V. Geronimus, M. Y. Tseytlin, and A. Jeffrey (2015):
 *              <i>Tables of Integrals, Series, and Products</i> <b>Academic Press</b>
 *      </li>
 *      <li>
 *          Hilfer, J. (2002): H-function Representations for Stretched Exponential Relaxation and non-Debye
 *              Susceptibilities in Glassy Systems <i>Physical Review E</i> <b>65 (6)</b> 061510
 *      </li>
 *      <li>
 *          Wikipedia (2019): Stretched Exponential Function
 *              https://en.wikipedia.org/wiki/Stretched_exponential_function
 *      </li>
 *      <li>
 *          Wuttke, J. (2012): Laplace-Fourier Transform of the Stretched Exponential Function: Analytic
 *              Error-Bounds, Double Exponential Transform, and Open Source Implementation <i>libkw</i>
 *              <i>Algorithm</i> <b>5 (4)</b> 604-628
 *      </li>
 *      <li>
 *          Zorn, R. (2002): Logarithmic Moments of Relaxation Time Distributions <i>Journal of Chemical
 *              Physics</i> <b>116 (8)</b> 3204-3209
 *      </li>
 *  </ul>
 *
 *  <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/README.md">Special Function Implementation Analysis</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/scaledexponential/README.md">Scaled Exponential Function Implementation Distribution</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class RelaxationTimeDistributionSeriesEstimator extends
    org.drip.specialfunction.definition.RelaxationTimeDistributionEstimator
{
    private org.drip.numerical.estimation.R1ToR1Series _series = null;

    /**
     * Construct a Standard Instance of RelaxationTimeDistributionSeriesEstimator
     * 
     * @param beta The beta
     * @param gammaEstimator The Gamma Estimator
     * @param termCount Count of the Number of Terms
     * 
     * @return Standard Instance of RelaxationTimeDistributionSeriesEstimator
     */

    public static final RelaxationTimeDistributionSeriesEstimator Standard (
        final double beta,
        final org.drip.function.definition.R1ToR1 gammaEstimator,
        final int termCount)
    {
        try
        {
            return new RelaxationTimeDistributionSeriesEstimator (
                org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeries.Summation (
                    beta,
                    gammaEstimator,
                    termCount
                )
            );
        }
        catch (java.lang.Exception e)
        {
            e.printStackTrace();
        }

        return null;
    }

    private RelaxationTimeDistributionSeriesEstimator (
        final org.drip.numerical.estimation.R1ToR1Series series)
        throws java.lang.Exception
    {
        if (null == (_series = series))
        {
            throw new java.lang.Exception
                ("RelaxationTimeDistributionSeriesEstimator Constructor => Invalid Inputs");
        }
    }

    /**
     * Retrieve the R<sup>1</sup> to R<sup>1</sup> Relaxation Time Distribution Series
     * 
     * @return The R<sup>1</sup> to R<sup>1</sup> Relaxation Time Distribution Series
     */

    public org.drip.numerical.estimation.R1ToR1Series series()
    {
        return _series;
    }

    @Override public double relaxationTimeDensity (
        final double t)
        throws java.lang.Exception
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (t) || 0. > t)
        {
            throw new java.lang.Exception
                ("RelaxationTimeDistributionSeriesEstimator::relaxationTimeDensity => Invalid Inputs");
        }

        return -1. * _series.evaluate (t) / java.lang.Math.PI / t;
    }
}