Bgen (defined in GammaProcessBridge) | GammaProcessBridge | protected |
bMu2dtOverNuL (defined in GammaProcessBridge) | GammaProcessBridge | protected |
bMu2dtOverNuR (defined in GammaProcessBridge) | GammaProcessBridge | package |
bridgeCounter (defined in GammaProcessBridge) | GammaProcessBridge | protected |
BSgen (defined in GammaProcessSymmetricalBridge) | GammaProcessSymmetricalBridge | protected |
d (defined in StochasticProcess) | StochasticProcess | protected |
EPS (defined in GammaProcess) | GammaProcess | protectedstatic |
GammaProcess(double s0, double mu, double nu, RandomStream stream) | GammaProcess | |
GammaProcess(double s0, double mu, double nu, GammaGen Ggen) | GammaProcess | |
GammaProcessBridge(double s0, double mu, double nu, RandomStream stream) | GammaProcessBridge | |
GammaProcessBridge(double s0, double mu, double nu, GammaGen Ggen, BetaGen Bgen) | GammaProcessBridge | |
GammaProcessSymmetricalBridge(double s0, double mu, double nu, RandomStream stream) | GammaProcessSymmetricalBridge | |
GammaProcessSymmetricalBridge(double s0, double mu, double nu, GammaGen Ggen, BetaSymmetricalGen BSgen) | GammaProcessSymmetricalBridge | |
generatePath() (defined in GammaProcessSymmetricalBridge) | GammaProcessSymmetricalBridge | |
generatePath(double[] uniform01) (defined in GammaProcessSymmetricalBridge) | GammaProcessSymmetricalBridge | |
umontreal::ssj::stochprocess::StochasticProcess.generatePath(RandomStream stream) | StochasticProcess | |
getArrayMappingCounterToIndex() | StochasticProcess | |
getCurrentObservation() | StochasticProcess | |
getCurrentObservationIndex() | StochasticProcess | |
getMu() | GammaProcess | |
getNu() | GammaProcess | |
getNumObservationTimes() | StochasticProcess | |
getObservation(int j) | StochasticProcess | |
getObservationTimes() | StochasticProcess | |
getPath() | StochasticProcess | |
getStream() | GammaProcess | |
getSubpath(double[] subpath, int[] pathIndices) | StochasticProcess | |
getX0() | StochasticProcess | |
Ggen (defined in GammaProcess) | GammaProcess | protected |
hasNextObservation() | StochasticProcess | |
init() (defined in GammaProcessSymmetricalBridge) | GammaProcessSymmetricalBridge | protected |
mu (defined in GammaProcess) | GammaProcess | protected |
mu2dtOverNu (defined in GammaProcess) | GammaProcess | protected |
mu2dTOverNu (defined in GammaProcessBridge) | GammaProcessBridge | package |
mu2OverNu (defined in GammaProcessBridge) | GammaProcessBridge | protected |
muOverNu (defined in GammaProcess) | GammaProcess | protected |
nextObservation() (defined in GammaProcessSymmetricalBridge) | GammaProcessSymmetricalBridge | |
nextObservation(double nextT) (defined in GammaProcessSymmetricalBridge) | GammaProcessSymmetricalBridge | |
nu (defined in GammaProcess) | GammaProcess | package |
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() (defined in GammaProcessBridge) | GammaProcessBridge | |
setLarger(double[] path, int left, int mid, int right) (defined in GammaProcess) | GammaProcess | protected |
setLarger(double[] path, int left, int right) (defined in GammaProcess) | GammaProcess | protected |
setLarger(double v) (defined in GammaProcess) | GammaProcess | protected |
setObservationTimes(double[] T, int d) | StochasticProcess | |
setObservationTimes(double delta, int d) | StochasticProcess | |
setParams(double s0, double mu, double nu) | GammaProcess | |
setStream(RandomStream stream) | GammaProcessBridge | |
setX0(double s0) | StochasticProcess | |
stream (defined in GammaProcess) | GammaProcess | protected |
t (defined in StochasticProcess) | StochasticProcess | protected |
usesAnti (defined in GammaProcess) | GammaProcess | protected |
wIndexList (defined in GammaProcessBridge) | GammaProcessBridge | protected |
x0 (defined in StochasticProcess) | StochasticProcess | protected |