com.opengamma.strata.math.impl.function.special

Class IncompleteBetaFunction

java.lang.Object

com.opengamma.strata.math.impl.function.special.IncompleteBetaFunction

All Implemented Interfaces:

Function<Double,Double>

public class IncompleteBetaFunction
extends Object
implements Function<Double,Double>

The incomplete beta function is defined as: $$ \begin{equation*} I_x(a, b)=\frac{B_x(a, b)}{B(a, b)}\int_0^x t^{a-1}(1-t)^{b-1}dt \end{equation*} $$ where $a,b>0$.

This class uses the Commons Math library implementation of the Beta function.

Constructor Summary

Constructors

Constructor and Description
IncompleteBetaFunction(double a, double b) Creates an instance using the default values for the accuracy (10^-12) and number of iterations (10000).
IncompleteBetaFunction(double a, double b, double eps, int maxIter) Creates an instance.

Method Summary

Modifier and Type	Method and Description
Double	apply(Double x) Evaluates the function.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.util.function.Function

andThen, compose, identity

Constructor Detail

IncompleteBetaFunction

public IncompleteBetaFunction(double a,
                              double b)

Creates an instance using the default values for the accuracy (10^-12) and number of iterations (10000).

Parameters:

a - a, $a > 0$

b - b, $b > 0$

IncompleteBetaFunction

public IncompleteBetaFunction(double a,
                              double b,
                              double eps,
                              int maxIter)

Creates an instance.

Parameters:

a - a, $a > 0$

b - b, $b > 0$

eps - approximation accuracy, $\epsilon \geq 0$

maxIter - maximum number of iterations, $\iter \geq 1$

Method Detail

apply

public Double apply(Double x)

Evaluates the function.

Specified by:

apply in interface Function<Double,Double>

Parameters:

x - x

Returns:

the value of the function

Throws:

IllegalArgumentException - if $x < 0$ or $x > 1$