org.jquantlib.math.distributions

Class IncompleteGamma

java.lang.Object

org.jquantlib.math.distributions.IncompleteGamma

public class IncompleteGamma
extends java.lang.Object

In mathematics, the gamma function is defined by a definite integral. The incomplete gamma function is defined as an integral function of the same integrand.

The incomplete Gamma Function P(a,x) is monotonic and (for a greater than one or so) rises from "near-zero" to "near-unity" in a range of x centered on about a-1 and of width about sqr(a).

See Also:

Incomplete Gamma Function, Incomplete Gamma Function, Numerical Recipes in C, p. 216.

Constructor Summary

Constructors

Constructor and Description
IncompleteGamma()

Method Summary

Modifier and Type	Method and Description
double	incompleteGammaFunction(double a, double x, double accuracy, int maxIteration)
double	incompleteGammaFunctionContinuedFractionRepr(double a, double x, double accuracy, int maxIteration) Computes the incomplete Gamma function by using the continued fraction representation.

Methods inherited from class java.lang.Object

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

Constructor Detail

IncompleteGamma

public IncompleteGamma()

Method Detail

incompleteGammaFunction

public double incompleteGammaFunction(double a,
                                      double x,
                                      double accuracy,
                                      int maxIteration)

incompleteGammaFunctionContinuedFractionRepr

public double incompleteGammaFunctionContinuedFractionRepr(double a,
                                                           double x,
                                                           double accuracy,
                                                           int maxIteration)

Computes the incomplete Gamma function by using the continued fraction representation.

Parameters:

a -

x -

accuracy -

maxIteration -

Returns:

incomplete Gamma by using the continued fraction representation