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java.lang.Objectumontreal.iro.lecuyer.stochprocess.StochasticProcess
umontreal.iro.lecuyer.stochprocess.MultivariateStochasticProcess
public abstract class MultivariateStochasticProcess
MultivariateStochasticProcess
This class is a multivariate version of StochasticProcess where the process
evolves in the c-dimensional real space.
It is an abstract (base) class for a multivariate stochastic process
{(t) = (X1(t),..., Xc(t)), t≥0},
sampled (or observed) at a finite number of time points,
0 = t0 < t1 < ... < td.
The observation times can be specified by setObservationTimes.
The method generatePath generates
[tex2html_wrap_inline185](t1),...,[tex2html_wrap_inline186](td) and memorizes
them in a (one-dimensional) vector, which can be recovered by getPath.
The element cj + i-1 of this vector contains Xi(tj),
for
j = 0,..., d and
i = 1,..., c.
Alternatively, in some cases, the observations [tex2html_wrap_inline191](tj) can be
generated sequentially, one at a time, by invoking resetStartProcess
first, and then nextObservationVector repeatedly.
Constructor Summary | |
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MultivariateStochasticProcess()
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Method Summary | |
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abstract double[] |
generatePath()
. |
void |
getCurrentObservation(double[] obs)
. |
int |
getDimension()
. |
void |
getObservation(int j,
double[] obs)
. |
double |
getObservation(int j,
int i)
. |
void |
getSubpath(double[] subpath,
int[] pathIndices)
. |
double[] |
getX0(double[] x0)
. |
abstract void |
nextObservationVector(double[] obs)
. |
void |
setObservationTimes(double[] t,
int d)
. |
Methods inherited from class umontreal.iro.lecuyer.stochprocess.StochasticProcess |
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generatePath, getArrayMappingCounterToIndex, getCurrentObservation, getCurrentObservationIndex, getNbObservationTimes, getObservation, getObservationTimes, getPath, getStream, getX0, hasNextObservation, nextObservation, resetStartProcess, setObservationTimes, setStream, 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 MultivariateStochasticProcess()
Method Detail |
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public abstract double[] generatePath()
generatePath
in class StochasticProcess
public void getSubpath(double[] subpath, int[] pathIndices)
getSubpath
in class StochasticProcess
public void setObservationTimes(double[] t, int d)
setObservationTimes
in class StochasticProcess
public void getObservation(int j, double[] obs)
public double getObservation(int j, int i)
public abstract void nextObservationVector(double[] obs)
public void getCurrentObservation(double[] obs)
public double[] getX0(double[] x0)
public int getDimension()
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SSJ V. labo. |
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