//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void test()
public virtual void test()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double x = RANDOM.nextDouble();
double x = RANDOM.NextDouble();
assertEquals(Math.Log(GAMMA.applyAsDouble(x)), LN_GAMMA.apply(x), EPS);
}
/// <summary>
/// {@inheritDoc}
/// </summary>
public virtual GaussianQuadratureData generate(int n)
{
ArgChecker.isTrue(n > 0, "n > 0");
Pair <DoubleFunction1D, DoubleFunction1D>[] polynomials = JACOBI.getPolynomialsAndFirstDerivative(n, _alpha, _beta);
Pair <DoubleFunction1D, DoubleFunction1D> pair = polynomials[n];
DoubleFunction1D previous = polynomials[n - 1].First;
DoubleFunction1D function = pair.First;
DoubleFunction1D derivative = pair.Second;
double[] x = new double[n];
double[] w = new double[n];
double root = 0;
for (int i = 0; i < n; i++)
{
double d = 2 * n + _c;
root = getInitialRootGuess(root, i, n, x);
root = ROOT_FINDER.getRoot(function, derivative, root).Value;
x[i] = root;
w[i] = GAMMA_FUNCTION.applyAsDouble(_alpha + n) * GAMMA_FUNCTION.applyAsDouble(_beta + n) / CombinatoricsUtils.factorialDouble(n) / GAMMA_FUNCTION.applyAsDouble(n + _c + 1) * d * Math.Pow(2, _c) / (derivative.applyAsDouble(root) * previous.applyAsDouble(root));
}
return(new GaussianQuadratureData(x, w));
}
/// <summary>
/// {@inheritDoc}
/// </summary>
public virtual double getInverseCDF(double?p)
{
ArgChecker.notNull(p, "p");
ArgChecker.isTrue(p >= 0 && p <= 1, "Probability must lie between 0 and 1");
return(2 * _inverseFunction.applyAsDouble(0.5 * _degrees, p));
}
//-------------------------------------------------------------------------
public double value(T trade, RatesProvider provider)
{
return(valueFn.applyAsDouble(trade, provider));
}