SSJ  3.3.1
Stochastic Simulation in Java
VarianceGammaProcessDiffPCABridge Member List

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

BM (defined in VarianceGammaProcess)VarianceGammaProcessprotected
d (defined in StochasticProcess)StochasticProcessprotected
generatePath() (defined in VarianceGammaProcessDiffPCA)VarianceGammaProcessDiffPCA
generatePath(double[] uniform01) (defined in VarianceGammaProcessDiffPCA)VarianceGammaProcessDiffPCA
umontreal::ssj::stochprocess::StochasticProcess.generatePath(RandomStream stream)StochasticProcess
getArrayMappingCounterToIndex()StochasticProcess
getBrownianMotion()VarianceGammaProcess
getCurrentObservation()StochasticProcess
getCurrentObservationIndex()StochasticProcess
getGammaProcess()VarianceGammaProcess
getGneg()VarianceGammaProcessDiff
getGpos()VarianceGammaProcessDiff
getNu()VarianceGammaProcess
getNumObservationTimes()StochasticProcess
getObservation(int j)StochasticProcess
getObservationTimes()StochasticProcess
getPath()StochasticProcess
getSigma()VarianceGammaProcess
getStream()VarianceGammaProcessDiff
getSubpath(double[] subpath, int[] pathIndices)StochasticProcess
getTheta()VarianceGammaProcess
getX0()StochasticProcess
gneg (defined in VarianceGammaProcessDiff)VarianceGammaProcessDiffprotected
gpos (defined in VarianceGammaProcessDiff)VarianceGammaProcessDiffprotected
hasNextObservation()StochasticProcess
indexEigenDw (defined in VarianceGammaProcessDiffPCA)VarianceGammaProcessDiffPCApackage
indexEigenUp (defined in VarianceGammaProcessDiffPCA)VarianceGammaProcessDiffPCApackage
init() (defined in VarianceGammaProcessDiffPCA)VarianceGammaProcessDiffPCAprotected
mun (defined in VarianceGammaProcessDiff)VarianceGammaProcessDiffpackage
mup (defined in VarianceGammaProcessDiff)VarianceGammaProcessDiffprotected
nextObservation()VarianceGammaProcessDiffPCA
nu (defined in VarianceGammaProcess)VarianceGammaProcesspackage
nun (defined in VarianceGammaProcessDiff)VarianceGammaProcessDiffpackage
nup (defined in VarianceGammaProcessDiff)VarianceGammaProcessDiffpackage
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
randomTime (defined in VarianceGammaProcess)VarianceGammaProcessprotected
resetStartProcess()VarianceGammaProcessDiff
setObservationTimes(double t[], int d)VarianceGammaProcessDiff
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double[] T, int d)StochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double delta, int d)StochasticProcess
setParams(double s0, double theta, double sigma, double nu)VarianceGammaProcess
setStream(RandomStream stream)VarianceGammaProcessDiff
setX0(double s0)StochasticProcess
sigma (defined in VarianceGammaProcess)VarianceGammaProcesspackage
t (defined in StochasticProcess)StochasticProcessprotected
theta (defined in VarianceGammaProcess)VarianceGammaProcessprotected
VarianceGammaProcess() (defined in VarianceGammaProcess)VarianceGammaProcess
VarianceGammaProcess(double s0, double theta, double sigma, double nu, RandomStream stream)VarianceGammaProcess
VarianceGammaProcess(double s0, BrownianMotion BM, GammaProcess Gamma)VarianceGammaProcess
VarianceGammaProcessDiff(double s0, double theta, double sigma, double nu, RandomStream stream)VarianceGammaProcessDiff
VarianceGammaProcessDiff(double s0, double theta, double sigma, double nu, GammaProcess gpos, GammaProcess gneg)VarianceGammaProcessDiff
VarianceGammaProcessDiffPCA(double s0, double theta, double sigma, double nu, RandomStream stream)VarianceGammaProcessDiffPCA
VarianceGammaProcessDiffPCA(double s0, double theta, double sigma, double nu, GammaProcessPCA gpos, GammaProcessPCA gneg)VarianceGammaProcessDiffPCA
VarianceGammaProcessDiffPCABridge(double s0, double theta, double sigma, double nu, RandomStream stream)VarianceGammaProcessDiffPCABridge
x0 (defined in StochasticProcess)StochasticProcessprotected