org.jquantlib.math

Class Beta

java.lang.Object

org.jquantlib.math.Beta

public class Beta
extends java.lang.Object

In mathematics, the beta function, also called the Euler integral of the first kind, is a special function defined by for .

The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6.

See Also:

Beta function on Wikipedia, Numerical Recipes in C, Chapter 6.1 (PDF, 58 KB)

Constructor Summary

Constructors

Constructor and Description
Beta()

Method Summary

Modifier and Type	Method and Description
static double	incompleteBetaFunction(double a, double b, double x, double accuracy, java.lang.Integer maxIteration)

Methods inherited from class java.lang.Object

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

Constructor Detail

Beta

public Beta()

Method Detail

incompleteBetaFunction

public static double incompleteBetaFunction(double a,
                                            double b,
                                            double x,
                                            double accuracy,
                                            java.lang.Integer maxIteration)