External module "ql/math/beta"

Index

Functions

Functions

betaContinuedFraction

betaContinuedFraction(a: Real, b: Real, x: Real, accuracy?: Real, maxIteration?: Integer): Real

- Defined in ql/math/beta.ts:15
Parameters
- a: Real
- b: Real
- x: Real
- Default value accuracy: Real = 1e-16
- Default value maxIteration: Integer = 100
Returns Real

betaFunction

betaFunction(z: Real, w: Real): Real

- Defined in ql/math/beta.ts:9
Parameters
- z: Real
- w: Real
Returns Real

incompleteBetaFunction

incompleteBetaFunction(a: Real, b: Real, x: Real, accuracy?: Real, maxIteration?: Integer): Real

- Defined in ql/math/beta.ts:70
Incomplete Beta function

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

Parameters
- a: Real
- b: Real
- x: Real
- Default value accuracy: Real = 1e-16
- Default value maxIteration: Integer = 100
Returns Real