Class FtWt
- java.lang.Object
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- dev.nm.stat.stochasticprocess.univariate.sde.Ft
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- dev.nm.stat.stochasticprocess.univariate.sde.FtWt
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- All Implemented Interfaces:
DeepCopyable
public class FtWt extends Ft
This is a filtration implementation that includes the path-dependent information, Wt.- See Also:
Ft
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description FtWtdeepCopy()The implementation returns an instance created fromthisby the copy constructor of the class, or justthisif the instance itself is immutable.voidsetDt(double dt)Set the current time differential.voidsetZt(double Zt)Set the current value of the Gaussian innovation.doublet()Get the current time.doubleWt()Get the current value of the driving Brownian motion.
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Constructor Detail
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FtWt
public FtWt()
Construct an empty filtration (no information).
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FtWt
public FtWt(FtWt that)
Copy constructor.- Parameters:
that- another Ft
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Method Detail
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deepCopy
public FtWt deepCopy()
Description copied from interface:DeepCopyableThe implementation returns an instance created fromthisby the copy constructor of the class, or justthisif the instance itself is immutable.- Specified by:
deepCopyin interfaceDeepCopyable- Overrides:
deepCopyin classFt- Returns:
- an independent (deep) copy of the instance
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t
public double t()
Get the current time.- Returns:
- the current time
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Wt
public double Wt()
Get the current value of the driving Brownian motion.- Returns:
- the current value of the driving Brownian motion
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setDt
public void setDt(double dt)
Description copied from class:FtSet the current time differential.
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