External module "ql/math/incompletegamma"

Index

Classes

F

Functions

Functions

incompleteGammaFunction

incompleteGammaFunction(a: Real, x: Real, accuracy?: Real, maxIteration?: Integer): Real

- Defined in ql/math/incompletegamma.ts:18
Incomplete Gamma function

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

Parameters
- a: Real
- x: Real
- Default value accuracy: Real = 1e-13
- Default value maxIteration: Integer = 100
Returns Real

incompleteGammaFunctionContinuedFractionRepr

incompleteGammaFunctionContinuedFractionRepr(a: Real, x: Real, accuracy?: Real, maxIteration?: Integer): Real

- Defined in ql/math/incompletegamma.ts:61
Parameters
- a: Real
- x: Real
- Default value accuracy: Real = 1e-13
- Default value maxIteration: Integer = 100
Returns Real

incompleteGammaFunctionSeriesRepr

incompleteGammaFunctionSeriesRepr(a: Real, x: Real, accuracy?: Real, maxIteration?: Integer): Real

- Defined in ql/math/incompletegamma.ts:39
Parameters
- a: Real
- x: Real
- Default value accuracy: Real = 1e-13
- Default value maxIteration: Integer = 100
Returns Real

inverseIncompleteGammaFunction

inverseIncompleteGammaFunction(a: Real, p: Real, accuracy?: Real, maxIteration?: Integer): Real

- Defined in ql/math/incompletegamma.ts:92
Parameters
- a: Real
- p: Real
- Default value accuracy: Real = 1e-13
- Default value maxIteration: Integer = 100
Returns Real