alpha (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
beta (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
d (defined in StochasticProcess) | StochasticProcess | protected |
delta (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
dt (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | package |
gamma (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
generatePath() | NormalInverseGaussianProcess | |
umontreal::ssj::stochprocess::StochasticProcess.generatePath(RandomStream stream) | StochasticProcess | |
generatePathTwoIGStreams() (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
getAlpha() | NormalInverseGaussianProcess | |
getAnalyticAverage(double time) | NormalInverseGaussianProcess | |
getAnalyticVariance(double time) | NormalInverseGaussianProcess | |
getArrayMappingCounterToIndex() | StochasticProcess | |
getBeta() | NormalInverseGaussianProcess | |
getCurrentObservation() | StochasticProcess | |
getCurrentObservationIndex() | StochasticProcess | |
getDelta() | NormalInverseGaussianProcess | |
getGamma() | NormalInverseGaussianProcess | |
getMu() | NormalInverseGaussianProcess | |
getNumObservationTimes() | StochasticProcess | |
getObservation(int j) | StochasticProcess | |
getObservationTimes() | StochasticProcess | |
getPath() | StochasticProcess | |
getStream() | NormalInverseGaussianProcess | |
getSubpath(double[] subpath, int[] pathIndices) | StochasticProcess | |
getX0() | StochasticProcess | |
hasNextObservation() | StochasticProcess | |
igProcess (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
init() (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
mu (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
mudt (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | package |
nextObservation() | NormalInverseGaussianProcess | |
normalGen (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
NormalInverseGaussianProcess(double x0, double alpha, double beta, double mu, double delta, RandomStream streamBrownian, InverseGaussianProcess igP) | NormalInverseGaussianProcess | |
NormalInverseGaussianProcess(double x0, double alpha, double beta, double mu, double delta, RandomStream streamBrownian, RandomStream streamIG1, RandomStream streamIG2, String igType) | NormalInverseGaussianProcess | |
NormalInverseGaussianProcess(double x0, double alpha, double beta, double mu, double delta, RandomStream streamAll, String igType) | NormalInverseGaussianProcess | |
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() | StochasticProcess | |
setObservationTimes(double t[], int d) | NormalInverseGaussianProcess | |
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double[] T, int d) | StochasticProcess | |
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double delta, int d) | StochasticProcess | |
setParams(double x0, double alpha, double beta, double mu, double delta) | NormalInverseGaussianProcess | |
setStream(RandomStream stream) | NormalInverseGaussianProcess | |
setX0(double s0) | StochasticProcess | |
stochTime (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
streamBrownian (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
streamIG1 (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
streamIG2 (defined in NormalInverseGaussianProcess) | NormalInverseGaussianProcess | protected |
t (defined in StochasticProcess) | StochasticProcess | protected |
x0 (defined in StochasticProcess) | StochasticProcess | protected |