| generatePath() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| generatePath(double[] uniform01) | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| umontreal::ssj::stochprocess::StochasticProcess.generatePath(RandomStream stream) | umontreal.ssj.stochprocess.StochasticProcess | |
| getArrayMappingCounterToIndex() | umontreal.ssj.stochprocess.StochasticProcess | |
| getBrownianMotion() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| getCurrentObservation() | umontreal.ssj.stochprocess.StochasticProcess | |
| getCurrentObservationIndex() | umontreal.ssj.stochprocess.StochasticProcess | |
| getGammaProcess() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| getNu() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| getNumObservationTimes() | umontreal.ssj.stochprocess.StochasticProcess | |
| getObservation(int j) | umontreal.ssj.stochprocess.StochasticProcess | |
| getObservationTimes() | umontreal.ssj.stochprocess.StochasticProcess | |
| getPath() | umontreal.ssj.stochprocess.StochasticProcess | |
| getSigma() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| getStream() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| getSubpath(double[] subpath, int[] pathIndices) | umontreal.ssj.stochprocess.StochasticProcess | |
| getTheta() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| getX0() | umontreal.ssj.stochprocess.StochasticProcess | |
| hasNextObservation() | umontreal.ssj.stochprocess.StochasticProcess | |
| nextObservation() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| resetStartProcess() | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| setObservationTimes(double t[], int d) | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double delta, int d) | umontreal.ssj.stochprocess.StochasticProcess | |
| setParams(double s0, double theta, double sigma, double nu) | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| setStream(RandomStream stream) | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| setX0(double s0) | umontreal.ssj.stochprocess.StochasticProcess | |
| VarianceGammaProcess(double s0, double theta, double sigma, double nu, RandomStream stream) | umontreal.ssj.stochprocess.VarianceGammaProcess | |
| VarianceGammaProcess(double s0, BrownianMotion BM, GammaProcess Gamma) | umontreal.ssj.stochprocess.VarianceGammaProcess | |