VarianceGammaProcessDiffPCABridge.java

/*
 * Class:        VarianceGammaProcessDiffPCABridge
 * Description:
 * Environment:  Java
 * Software:     SSJ
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @authors      Jean-Sébastien Parent & Maxime Dion
 * @since        2008
 *
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
 */
package umontreal.ssj.stochprocess;
 
import umontreal.ssj.rng.*;

public class VarianceGammaProcessDiffPCABridge extends VarianceGammaProcessDiffPCA {

   public VarianceGammaProcessDiffPCABridge(double s0, double theta, double sigma, double nu, RandomStream stream) {
      super(s0, theta, sigma, nu, new GammaProcessPCABridge(0.0, 1.0, 1.0, stream),
            new GammaProcessPCABridge(0.0, 1.0, 1.0, stream));
      // Params mu, nu of the 2 gamma processes are redefined in init()
      // which will be called after a call to 'setObservTimes'
   }
 
}