Class F_Sum_tBtDt
- java.lang.Object
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- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
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- dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
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- dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction
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- dev.nm.stat.stochasticprocess.univariate.filtration.F_Sum_tBtDt
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- All Implemented Interfaces:
Function<Vector,Double>,RealScalarFunction,UnivariateRealFunction
public abstract class F_Sum_tBtDt extends FiltrationFunction
This represents a function of this integral \[ \int_{0}^{1} (t - 0.5) * B(t) dt \]
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description F_Sum_tBtDt()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description voidsetFt(Filtration Ft)Set the filtration for this function.doublesum_BtDt()Get Σ(Bt)*(dt).doublesum_tBtDt()Get Σ(t-0.5)*(Bt)*(dt).-
Methods inherited from class dev.nm.stat.stochasticprocess.univariate.filtration.FiltrationFunction
evaluate, evaluate, Ft, getFt
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Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
evaluate
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Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange
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Method Detail
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setFt
public void setFt(Filtration Ft)
Description copied from class:FiltrationFunctionSet the filtration for this function. This function is called for each call tointegratebefore doing the integration.- Overrides:
setFtin classFiltrationFunction- Parameters:
Ft- a filtration
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sum_BtDt
public double sum_BtDt()
Get Σ(Bt)*(dt).- Returns:
- Σ(Bt)*(dt)
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sum_tBtDt
public double sum_tBtDt()
Get Σ(t-0.5)*(Bt)*(dt).- Returns:
- Σ(t-0.5)*(Bt)*(dt)
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