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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 | |
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GammaProcessPCABridge(double s0,
double mu,
double nu,
RandomStream stream)
Constructs a new GammaProcessPCABridge with parameters μ = |
Method Summary | |
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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 |
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nextObservation, nextObservation, setStream |
Methods inherited from class umontreal.iro.lecuyer.stochprocess.GammaProcess |
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getMu, getNu, getStream |
Methods inherited from class umontreal.iro.lecuyer.stochprocess.StochasticProcess |
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generatePath, getArrayMappingCounterToIndex, getCurrentObservation, getCurrentObservationIndex, getNbObservationTimes, getObservation, getObservationTimes, getPath, getSubpath, getX0, hasNextObservation, resetStartProcess, setObservationTimes, setX0 |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public GammaProcessPCABridge(double s0, double mu, double nu, RandomStream stream)
Method Detail |
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public double[] generatePath(double[] uniform01)
GammaProcess
generatePath
in class GammaProcessPCA
public 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 GammaProcessPCA
public BrownianMotionPCA getBMPCA()
BrownianMotionPCA
.
getBMPCA
in class GammaProcessPCA
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SSJ V. labo. |
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