| Class | Description |
|---|---|
| GammaFunction |
The gamma function is a generalization of the factorial to complex and real
numbers.
|
| HermitePolynomialFunction | |
| IncompleteBetaFunction |
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 $a,b>0$.
|
| IncompleteGammaFunction |
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 $a > 0$.
|
| InverseIncompleteBetaFunction | |
| InverseIncompleteGammaFunction | |
| JacobiPolynomialFunction | |
| LaguerrePolynomialFunction | |
| LegendrePolynomialFunction | |
| NaturalLogGammaFunction |
The natural logarithm of the Gamma function
GammaFunction. |
| OrthogonalPolynomialFunctionGenerator | |
| OrthonormalHermitePolynomialFunction | |
| TopHatFunction |
Class representing the top-hat function, defined as:
$$
\begin{align*}
T(x)=
\begin{cases}
0 & x < x_1\\
y & x_1 < x < x_2\\
0 & x > x_2
\end{cases}
\end{align*}
$$
where $x_1$ is the lower edge of the "hat", $x_2$ is the upper edge and $y$
is the height of the function.
|
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.