public class Ft extends Object implements DeepCopyable
| Constructor and Description |
|---|
Ft()
Construct an empty filtration (no information).
|
Ft(Ft that)
Copy constructor.
|
| Modifier and Type | Method and Description |
|---|---|
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.
|
void |
setDt(double dt)
Set the current time differential.
|
void |
setXt(double Xt)
Set the current value of the stochastic process.
|
void |
setZt(double Zt)
Set the current value of the Gaussian innovation.
|
double |
Xt()
Get the current value of the stochastic process.
|
double |
Zt()
Get the current value of the Gaussian innovation.
|
public Ft()
public Ft(Ft that)
that - another Ftpublic Ft deepCopy()
DeepCopyablethis by the copy
constructor of the class, or just this if the instance itself is
immutable.deepCopy in interface DeepCopyablepublic 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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