SSJ  3.3.1
Stochastic Simulation in Java
OrnsteinUhlenbeckProcess Member List

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

alpha (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcessprotected
alphadt (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcesspackage
badt (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcessprotected
beta (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcesspackage
d (defined in StochasticProcess)StochasticProcessprotected
gen (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcessprotected
generatePath() (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcess
generatePath(RandomStream stream)OrnsteinUhlenbeckProcess
getAlpha()OrnsteinUhlenbeckProcess
getArrayMappingCounterToIndex()StochasticProcess
getB()OrnsteinUhlenbeckProcess
getCurrentObservation()StochasticProcess
getCurrentObservationIndex()StochasticProcess
getGen()OrnsteinUhlenbeckProcess
getNumObservationTimes()StochasticProcess
getObservation(int j)StochasticProcess
getObservationTimes()StochasticProcess
getPath()StochasticProcess
getSigma()OrnsteinUhlenbeckProcess
getStream()OrnsteinUhlenbeckProcess
getSubpath(double[] subpath, int[] pathIndices)StochasticProcess
getX0()StochasticProcess
hasNextObservation()StochasticProcess
init() (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcessprotected
initArrays(int d) (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcessprotected
nextObservation() (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcess
nextObservation(double nextTime)OrnsteinUhlenbeckProcess
nextObservation(double x, double dt)OrnsteinUhlenbeckProcess
observationCounter (defined in StochasticProcess)StochasticProcessprotected
observationIndex (defined in StochasticProcess)StochasticProcessprotected
observationIndexFromCounter (defined in StochasticProcess)StochasticProcessprotected
observationTimesSet (defined in StochasticProcess)StochasticProcessprotected
OrnsteinUhlenbeckProcess(double x0, double alpha, double b, double sigma, RandomStream stream)OrnsteinUhlenbeckProcess
OrnsteinUhlenbeckProcess(double x0, double alpha, double b, double sigma, NormalGen gen)OrnsteinUhlenbeckProcess
path (defined in StochasticProcess)StochasticProcessprotected
resetStartProcess()StochasticProcess
setObservationTimes(double[] T, int d)StochasticProcess
setObservationTimes(double delta, int d)StochasticProcess
setParams(double x0, double alpha, double b, double sigma)OrnsteinUhlenbeckProcess
setStream(RandomStream stream)OrnsteinUhlenbeckProcess
setX0(double s0)StochasticProcess
sigma (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcesspackage
sigmasqrdt (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcesspackage
t (defined in StochasticProcess)StochasticProcessprotected
x0 (defined in StochasticProcess)StochasticProcessprotected