VarianceGammaProcessAlternate.java

package umontreal.ssj.stochprocess;
 
import umontreal.ssj.rng.*;

public class VarianceGammaProcessAlternate extends VarianceGammaProcess {
 
   public VarianceGammaProcessAlternate(double s0, double theta, double sigma, double nu, RandomStream stream) {
      super(s0, theta, sigma, nu, stream);
   }
 
   public VarianceGammaProcessAlternate(double s0, BrownianMotion BM, GammaProcess Gamma) {
      super(s0, BM, Gamma);
   }

   public double[] generatePath() {
      int d = getNumObservationTimes();
      double[] points = new double[2 * d];
      RandomStream stream = getStream();
      for (int j = 0; j < 2 * d; j++)
         points[j] = stream.nextDouble();
      return generatePath(points);
   }
}