d (defined in StochasticProcess) | StochasticProcess | protected |
generatePath() (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | |
generatePath(double[] uniform01) (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | |
umontreal::ssj::stochprocess::StochasticProcess.generatePath(RandomStream stream) | StochasticProcess | |
GeometricVarianceGammaProcess(double s0, double theta, double sigma, double nu, double mu, RandomStream stream) | GeometricVarianceGammaProcess | |
GeometricVarianceGammaProcess(double s0, double mu, VarianceGammaProcess vargamma) | GeometricVarianceGammaProcess | |
getArrayMappingCounterToIndex() | StochasticProcess | |
getCurrentObservation() | StochasticProcess | |
getCurrentObservationIndex() | StochasticProcess | |
getCurrentUpperBound() (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | |
getMu() | GeometricVarianceGammaProcess | |
getNu() | GeometricVarianceGammaProcess | |
getNumObservationTimes() | StochasticProcess | |
getObservation(int j) | StochasticProcess | |
getObservationTimes() | StochasticProcess | |
getOmega() | GeometricVarianceGammaProcess | |
getPath() | StochasticProcess | |
getSigma() | GeometricVarianceGammaProcess | |
getStream() (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | |
getSubpath(double[] subpath, int[] pathIndices) | StochasticProcess | |
getTheta() | GeometricVarianceGammaProcess | |
getVarianceGammaProcess() | GeometricVarianceGammaProcess | |
getX0() | StochasticProcess | |
hasNextObservation() | StochasticProcess | |
init() (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | protected |
mu (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | package |
mudt (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | protected |
muPlusOmega (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | package |
nextObservation() (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | |
nu (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | 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 |
omega (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | package |
path (defined in StochasticProcess) | StochasticProcess | protected |
resetStartProcess() | GeometricVarianceGammaProcess | |
setObservationTimes(double[] T, int d) | StochasticProcess | |
setObservationTimes(double delta, int d) | StochasticProcess | |
setParams(double s0, double theta, double sigma, double nu, double mu) | GeometricVarianceGammaProcess | |
setStream(RandomStream stream) (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | |
setX0(double s0) | StochasticProcess | |
sigma (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | package |
t (defined in StochasticProcess) | StochasticProcess | protected |
theta (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | protected |
vargamma (defined in GeometricVarianceGammaProcess) | GeometricVarianceGammaProcess | protected |
x0 (defined in StochasticProcess) | StochasticProcess | protected |