org.jquantlib.math

Class RegularisedIncompleteBeta

java.lang.Object

org.jquantlib.math.RegularisedIncompleteBeta

public class RegularisedIncompleteBeta
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
RegularisedIncompleteBeta()
RegularisedIncompleteBeta(double tolerance, int maxIterations)

Method Summary

Modifier and Type	Method and Description
double	evaluate(double x, double a, double b) Regularised incomplete beta function

Methods inherited from class java.lang.Object

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

Constructor Detail

RegularisedIncompleteBeta

public RegularisedIncompleteBeta(double tolerance,
                                 int maxIterations)

RegularisedIncompleteBeta

public RegularisedIncompleteBeta()

Method Detail

evaluate

public double evaluate(double x,
                       double a,
                       double b)

Regularised incomplete beta function

Parameters:

a -

b -

x -

accuracy -

maxIteration -

Returns:

regularised incomplete beta