BM (defined in VarianceGammaProcess) | VarianceGammaProcess | protected |
d (defined in StochasticProcess) | StochasticProcess | protected |
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) | VarianceGammaProcessDiff | protected |
gpos (defined in VarianceGammaProcessDiff) | VarianceGammaProcessDiff | protected |
hasNextObservation() | StochasticProcess | |
indexEigenDw (defined in VarianceGammaProcessDiffPCA) | VarianceGammaProcessDiffPCA | package |
indexEigenUp (defined in VarianceGammaProcessDiffPCA) | VarianceGammaProcessDiffPCA | package |
init() (defined in VarianceGammaProcessDiffPCA) | VarianceGammaProcessDiffPCA | protected |
mun (defined in VarianceGammaProcessDiff) | VarianceGammaProcessDiff | package |
mup (defined in VarianceGammaProcessDiff) | VarianceGammaProcessDiff | protected |
nextObservation() | VarianceGammaProcessDiffPCA | |
nu (defined in VarianceGammaProcess) | VarianceGammaProcess | package |
nun (defined in VarianceGammaProcessDiff) | VarianceGammaProcessDiff | package |
nup (defined in VarianceGammaProcessDiff) | VarianceGammaProcessDiff | package |
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 |
randomTime (defined in VarianceGammaProcess) | VarianceGammaProcess | protected |
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) | VarianceGammaProcess | package |
t (defined in StochasticProcess) | StochasticProcess | protected |
theta (defined in VarianceGammaProcess) | VarianceGammaProcess | protected |
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 | |
VarianceGammaProcessDiffPCASymmetricalBridge(double s0, double theta, double sigma, double nu, RandomStream stream) | VarianceGammaProcessDiffPCASymmetricalBridge | |
x0 (defined in StochasticProcess) | StochasticProcess | protected |