public abstract class FiltrationFunction extends AbstractUnivariateRealFunction
Function.EvaluationException| Constructor and Description |
|---|
FiltrationFunction() |
| Modifier and Type | Method and Description |
|---|---|
double |
evaluate(double i)
Evaluate y = f(x).
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abstract double |
evaluate(int i)
Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).
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double[] |
Ft()
Compute all function values at all time points.
|
Filtration |
getFt()
Get the filtration.
|
void |
setFt(Filtration Ft)
Set the filtration for this function.
|
evaluatedimensionOfDomain, dimensionOfRangeclone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitdimensionOfDomain, dimensionOfRangepublic abstract double evaluate(int i)
i - the index to timepublic void setFt(Filtration Ft)
integrate
before doing the integration.Ft - a filtrationpublic Filtration getFt()
public double[] Ft()
public double evaluate(double i)
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