SSJ  3.3.1
Stochastic Simulation in Java
GeometricVarianceGammaProcess Member List

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

d (defined in StochasticProcess)StochasticProcessprotected
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)GeometricVarianceGammaProcessprotected
mu (defined in GeometricVarianceGammaProcess)GeometricVarianceGammaProcesspackage
mudt (defined in GeometricVarianceGammaProcess)GeometricVarianceGammaProcessprotected
muPlusOmega (defined in GeometricVarianceGammaProcess)GeometricVarianceGammaProcesspackage
nextObservation() (defined in GeometricVarianceGammaProcess)GeometricVarianceGammaProcess
nu (defined in GeometricVarianceGammaProcess)GeometricVarianceGammaProcesspackage
observationCounter (defined in StochasticProcess)StochasticProcessprotected
observationIndex (defined in StochasticProcess)StochasticProcessprotected
observationIndexFromCounter (defined in StochasticProcess)StochasticProcessprotected
observationTimesSet (defined in StochasticProcess)StochasticProcessprotected
omega (defined in GeometricVarianceGammaProcess)GeometricVarianceGammaProcesspackage
path (defined in StochasticProcess)StochasticProcessprotected
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)GeometricVarianceGammaProcesspackage
t (defined in StochasticProcess)StochasticProcessprotected
theta (defined in GeometricVarianceGammaProcess)GeometricVarianceGammaProcessprotected
vargamma (defined in GeometricVarianceGammaProcess)GeometricVarianceGammaProcessprotected
x0 (defined in StochasticProcess)StochasticProcessprotected