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java.lang.Objectumontreal.iro.lecuyer.stochprocess.StochasticProcess
umontreal.iro.lecuyer.stochprocess.GammaProcess
umontreal.iro.lecuyer.stochprocess.GammaProcessPCA
umontreal.iro.lecuyer.stochprocess.GammaProcessPCABridge
public class GammaProcessPCABridge
Same as GammaProcessPCA, but the generated uniforms
 correspond to a bridge transformation of the BrownianMotionPCA
 instead of a sequential transformation.
| Constructor Summary | |
|---|---|
| GammaProcessPCABridge(double s0,
                      double mu,
                      double nu,
                      RandomStream stream)Constructs a new GammaProcessPCABridge with parameters μ = | |
| Method Summary | |
|---|---|
|  double[] | generatePath(). | 
|  double[] | generatePath(double[] uniform01). | 
|  BrownianMotionPCA | getBMPCA()Returns the inner BrownianMotionPCA. | 
|  void | setObservationTimes(double[] t,
                    int d). | 
|  void | setParams(double s0,
          double mu,
          double nu). | 
| Methods inherited from class umontreal.iro.lecuyer.stochprocess.GammaProcessPCA | 
|---|
| nextObservation, nextObservation, setStream | 
| Methods inherited from class umontreal.iro.lecuyer.stochprocess.GammaProcess | 
|---|
| getMu, getNu, getStream | 
| Methods inherited from class umontreal.iro.lecuyer.stochprocess.StochasticProcess | 
|---|
| generatePath, getArrayMappingCounterToIndex, getCurrentObservation, getCurrentObservationIndex, getNbObservationTimes, getObservation, getObservationTimes, getPath, getSubpath, getX0, hasNextObservation, resetStartProcess, setObservationTimes, setX0 | 
| Methods inherited from class java.lang.Object | 
|---|
| equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait | 
| Constructor Detail | 
|---|
public GammaProcessPCABridge(double s0,
                             double mu,
                             double nu,
                             RandomStream stream)
| Method Detail | 
|---|
public double[] generatePath(double[] uniform01)
GammaProcess 
generatePath in class GammaProcessPCApublic double[] generatePath()
GammaProcess 
generatePath in class GammaProcessPCA
public void setParams(double s0,
                      double mu,
                      double nu)
GammaProcessPCA 
setParams in class GammaProcessPCA
public void setObservationTimes(double[] t,
                                int d)
GammaProcessPCA 
setObservationTimes in class GammaProcessPCApublic BrownianMotionPCA getBMPCA()
BrownianMotionPCA.
getBMPCA in class GammaProcessPCA| 
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