A (defined in BrownianMotionPCAEqualSteps) | BrownianMotionPCAEqualSteps | protected |
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) | StochasticProcess | protected |
dt (defined in BrownianMotionPCAEqualSteps) | BrownianMotionPCAEqualSteps | package |
gen (defined in BrownianMotion) | BrownianMotion | protected |
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) | BrownianMotionPCAEqualSteps | protected |
isDecompPCA (defined in BrownianMotionPCAEqualSteps) | BrownianMotionPCAEqualSteps | protected |
mu (defined in BrownianMotion) | BrownianMotion | protected |
mudt (defined in BrownianMotion) | BrownianMotion | protected |
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) | StochasticProcess | protected |
observationIndex (defined in StochasticProcess) | StochasticProcess | protected |
observationIndexFromCounter (defined in StochasticProcess) | StochasticProcess | protected |
observationTimesSet (defined in StochasticProcess) | StochasticProcess | protected |
path (defined in StochasticProcess) | StochasticProcess | protected |
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) | BrownianMotion | package |
sigmasqrdt (defined in BrownianMotion) | BrownianMotion | package |
sortedEigenvalues (defined in BrownianMotionPCAEqualSteps) | BrownianMotionPCAEqualSteps | protected |
t (defined in StochasticProcess) | StochasticProcess | protected |
x0 (defined in StochasticProcess) | StochasticProcess | protected |
z (defined in BrownianMotionPCAEqualSteps) | BrownianMotionPCAEqualSteps | protected |