Class IncompleteBetaFunction
- java.lang.Object
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- com.opengamma.strata.math.impl.function.special.IncompleteBetaFunction
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public class IncompleteBetaFunction extends Object implements Function<Double,Double>
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 $a,b>0$.This class uses the Commons Math library implementation of the Beta function.
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Constructor Summary
Constructors Constructor Description IncompleteBetaFunction(double a, double b)
Creates an instance using the default values for the accuracy (10^-12
) and number of iterations (10000
).IncompleteBetaFunction(double a, double b, double eps, int maxIter)
Creates an instance.
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Constructor Detail
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IncompleteBetaFunction
public IncompleteBetaFunction(double a, double b)
Creates an instance using the default values for the accuracy (10^-12
) and number of iterations (10000
).- Parameters:
a
- a, $a > 0$b
- b, $b > 0$
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IncompleteBetaFunction
public IncompleteBetaFunction(double a, double b, double eps, int maxIter)
Creates an instance.- Parameters:
a
- a, $a > 0$b
- b, $b > 0$eps
- approximation accuracy, $\epsilon \geq 0$maxIter
- maximum number of iterations, $\iter \geq 1$
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