Class IncompleteGammaFunction
- java.lang.Object
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- com.opengamma.strata.math.impl.function.special.IncompleteGammaFunction
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public class IncompleteGammaFunction extends Object implements Function<Double,Double>
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 $a > 0$.This class is a wrapper for the Commons Math library implementation of the incomplete gamma function link
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Constructor Summary
Constructors Constructor Description IncompleteGammaFunction(double a)
Creates an instance.IncompleteGammaFunction(double a, int maxIter, double eps)
Creates an instance.
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Constructor Detail
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IncompleteGammaFunction
public IncompleteGammaFunction(double a)
Creates an instance.- Parameters:
a
- the value
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IncompleteGammaFunction
public IncompleteGammaFunction(double a, int maxIter, double eps)
Creates an instance.- Parameters:
a
- the valuemaxIter
- the maximum iterationseps
- the epsilon
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