SSJ  3.3.1
Stochastic Simulation in Java
BrownianMotionPCAEqualSteps Member List

This is the complete list of members for BrownianMotionPCAEqualSteps, including all inherited members.

A (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualStepsprotected
BrownianMotion(double x0, double mu, double sigma, RandomStream stream)BrownianMotion
BrownianMotion(double x0, double mu, double sigma, NormalGen gen)BrownianMotion
BrownianMotionPCAEqualSteps(double x0, double mu, double sigma, RandomStream stream)BrownianMotionPCAEqualSteps
BrownianMotionPCAEqualSteps(double x0, double mu, double sigma, NormalGen gen)BrownianMotionPCAEqualSteps
d (defined in StochasticProcess)StochasticProcessprotected
dt (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualStepspackage
gen (defined in BrownianMotion)BrownianMotionprotected
generatePath() (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualSteps
generatePath(double[] QMCpointsBM) (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualSteps
generatePath(RandomStream stream) (defined in BrownianMotion)BrownianMotion
getArrayMappingCounterToIndex()StochasticProcess
getCurrentObservation()StochasticProcess
getCurrentObservationIndex()StochasticProcess
getGen()BrownianMotion
getMu()BrownianMotion
getNumObservationTimes()StochasticProcess
getObservation(int j)StochasticProcess
getObservationTimes()StochasticProcess
getPath()StochasticProcess
getSigma()BrownianMotion
getSortedEigenvalues() (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualSteps
getStream()BrownianMotion
getSubpath(double[] subpath, int[] pathIndices)StochasticProcess
getX0()StochasticProcess
hasNextObservation()StochasticProcess
init() (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualStepsprotected
isDecompPCA (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualStepsprotected
mu (defined in BrownianMotion)BrownianMotionprotected
mudt (defined in BrownianMotion)BrownianMotionprotected
nextObservation() (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualSteps
umontreal::ssj::stochprocess::BrownianMotion.nextObservation(double nextTime)BrownianMotion
umontreal::ssj::stochprocess::BrownianMotion.nextObservation(double x, double dt)BrownianMotion
observationCounter (defined in StochasticProcess)StochasticProcessprotected
observationIndex (defined in StochasticProcess)StochasticProcessprotected
observationIndexFromCounter (defined in StochasticProcess)StochasticProcessprotected
observationTimesSet (defined in StochasticProcess)StochasticProcessprotected
path (defined in StochasticProcess)StochasticProcessprotected
resetStartProcess()StochasticProcess
setObservationTimes(double[] t, int d) (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualSteps
setObservationTimes(double dt, int d) (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualSteps
setParams(double x0, double mu, double sigma)BrownianMotion
setStream(RandomStream stream)BrownianMotion
setX0(double s0)StochasticProcess
sigma (defined in BrownianMotion)BrownianMotionpackage
sigmasqrdt (defined in BrownianMotion)BrownianMotionpackage
sortedEigenvalues (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualStepsprotected
t (defined in StochasticProcess)StochasticProcessprotected
x0 (defined in StochasticProcess)StochasticProcessprotected
z (defined in BrownianMotionPCAEqualSteps)BrownianMotionPCAEqualStepsprotected