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

Class IncompleteGammaFunction

java.lang.Object

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

All Implemented Interfaces:

Function<Double,Double>

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

The incomplete gamma function is defined as: $$ \begin{equation*} P(a, x) = \frac{\gamma(a, x)}{\Gamma(a)}\int_0^x e^{-t}t^{a-1}dt \end{equation*} $$ where $a > 0$.

This class is a wrapper for the Commons Math library implementation of the incomplete gamma function link

Constructor Summary

Constructors

Constructor and Description
IncompleteGammaFunction(double a) Creates an instance.
IncompleteGammaFunction(double a, int maxIter, double eps) Creates an instance.

Method Summary

Modifier and Type	Method and Description
Double	apply(Double x)

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

IncompleteGammaFunction

public IncompleteGammaFunction(double a)

Creates an instance.

Parameters:

a - the value

IncompleteGammaFunction

public IncompleteGammaFunction(double a,
                               int maxIter,
                               double eps)

Creates an instance.

Parameters:

a - the value

maxIter - the maximum iterations

eps - the epsilon

Method Detail

apply

public Double apply(Double x)

Specified by:

apply in interface Function<Double,Double>