SSJ  3.3.1
Stochastic Simulation in Java
MultivariateBrownianMotion Member List

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

c (defined in MultivariateStochasticProcess)MultivariateStochasticProcessprotected
corrZ (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
covZ (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
covZCholDecomp (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
covZiSCholDecomp (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
createPath() (defined in MultivariateStochasticProcess)MultivariateStochasticProcessprotected
d (defined in StochasticProcess)StochasticProcessprotected
decomp (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
dt (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
gen (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
generatePath() (defined in MultivariateBrownianMotion)MultivariateBrownianMotion
generatePath(double[] uniform01)MultivariateBrownianMotion
generatePath(RandomStream stream) (defined in MultivariateBrownianMotion)MultivariateBrownianMotion
getArrayMappingCounterToIndex()StochasticProcess
getCurrentObservation(double[] obs)MultivariateStochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.getCurrentObservation()StochasticProcess
getCurrentObservationIndex()StochasticProcess
getDimension()MultivariateStochasticProcess
getGen()MultivariateBrownianMotion
getMu()MultivariateBrownianMotion
getNumObservationTimes()StochasticProcess
getObservation(int j, double[] obs)MultivariateStochasticProcess
getObservation(int j, int i)MultivariateStochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.getObservation(int j)StochasticProcess
getObservationTimes()StochasticProcess
getPath()StochasticProcess
getStream()MultivariateBrownianMotion
getSubpath(double[] subpath, int[] pathIndices)MultivariateStochasticProcess
getX0(double[] x0)MultivariateStochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.getX0()StochasticProcess
hasNextObservation()StochasticProcess
init() (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
initCovZ() (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
initCovZCholDecomp() (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
mu (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
MultivariateBrownianMotion() (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
MultivariateBrownianMotion(int c, double[] x0, double[] mu, double[] sigma, double[][] corrZ, RandomStream stream)MultivariateBrownianMotion
MultivariateBrownianMotion(int c, double[] x0, double[] mu, double[] sigma, double[][] corrZ, NormalGen gen)MultivariateBrownianMotion
nextObservation()StochasticProcess
nextObservationVector(double[] obs)MultivariateBrownianMotion
nextObservationVector()MultivariateBrownianMotion
nextObservationVector(double nextTime, double[] obs)MultivariateBrownianMotion
nextObservationVector(double x[], double dt)MultivariateBrownianMotion
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)MultivariateStochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double delta, int d)StochasticProcess
setParams(int c, double x0[], double mu[], double sigma[], double corrZ[][])MultivariateBrownianMotion
setParams(double x0[], double mu[], double sigma[])MultivariateBrownianMotion
setStream(RandomStream stream)MultivariateBrownianMotion
setX0(double s0)StochasticProcess
sigma (defined in MultivariateBrownianMotion)MultivariateBrownianMotionprotected
sqrdt (defined in MultivariateBrownianMotion)MultivariateBrownianMotionpackage
t (defined in StochasticProcess)StochasticProcessprotected
x0 (defined in MultivariateStochasticProcess)MultivariateStochasticProcessprotected