bridgeCounter (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | protected |
c (defined in MultivariateStochasticProcess) | MultivariateStochasticProcess | protected |
corrZ (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
covZ (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
covZCholDecomp (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
covZCholDecompz (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | package |
covZiSCholDecomp (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
createPath() (defined in MultivariateStochasticProcess) | MultivariateStochasticProcess | protected |
d (defined in StochasticProcess) | StochasticProcess | protected |
decomp (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
dt (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
gen (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
generatePath() (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | |
umontreal::ssj::stochprocess::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 MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | protected |
initCovZ() (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
initCovZCholDecomp() (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
mu (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
MultivariateBrownianMotion() (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | protected |
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 | |
MultivariateBrownianMotionBridge(int c, double[] x0, double[] mu, double[] sigma, double[][] corrZ, RandomStream stream) | MultivariateBrownianMotionBridge | |
MultivariateBrownianMotionBridge(int c, double[] x0, double[] mu, double[] sigma, double[][] corrZ, NormalGen gen) | MultivariateBrownianMotionBridge | |
nextObservation() | StochasticProcess | |
nextObservationVector() (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | |
nextObservationVector(double[] obs) (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | |
umontreal::ssj::stochprocess::MultivariateBrownianMotion.nextObservationVector(double nextTime, double[] obs) | MultivariateBrownianMotion | |
umontreal::ssj::stochprocess::MultivariateBrownianMotion.nextObservationVector(double x[], double dt) | MultivariateBrownianMotion | |
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 |
ptIndex (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | package |
resetStartProcess() (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | |
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) | MultivariateBrownianMotion | protected |
sqrdt (defined in MultivariateBrownianMotion) | MultivariateBrownianMotion | package |
t (defined in StochasticProcess) | StochasticProcess | protected |
wIndexList (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | protected |
wMuDt (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | protected |
wSqrtDt (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | package |
x0 (defined in MultivariateStochasticProcess) | MultivariateStochasticProcess | protected |
z (defined in MultivariateBrownianMotionBridge) | MultivariateBrownianMotionBridge | protected |