public class Ft extends Object implements DeepCopyable
Constructor and Description |
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Ft()
Construct an empty filtration (no information).
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Ft(Ft that)
Copy constructor.
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Modifier and Type | Method and Description |
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Ft |
deepCopy()
The implementation returns an instance created from
this by the copy
constructor of the class, or just this if the instance itself is
immutable. |
double |
dt()
Get the current time differential.
|
double |
dWt()
Get the increment of the driving Brownian motion during the time differential.
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void |
setDt(double dt)
Set the current time differential.
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void |
setXt(double Xt)
Set the current value of the stochastic process.
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void |
setZt(double Zt)
Set the current value of the Gaussian innovation.
|
double |
Xt()
Get the current value of the stochastic process.
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double |
Zt()
Get the current value of the Gaussian innovation.
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public Ft()
public Ft(Ft that)
that
- another Ft
public Ft deepCopy()
DeepCopyable
this
by the copy
constructor of the class, or just this
if the instance itself is
immutable.deepCopy
in interface DeepCopyable
public void setDt(double dt)
dt
- the time differentialpublic double dt()
public void setXt(double Xt)
Xt
- the current value of the stochastic processpublic double Xt()
public void setZt(double Zt)
Zt
- the current Gaussian innovationpublic double Zt()
public double dWt()
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