Uses of Interface
dev.nm.stat.stochasticprocess.univariate.sde.process.ou.OUProcess
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Packages that use OUProcess Package Description dev.nm.stat.stochasticprocess.univariate.sde.process.ou -
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Uses of OUProcess in dev.nm.stat.stochasticprocess.univariate.sde.process.ou
Classes in dev.nm.stat.stochasticprocess.univariate.sde.process.ou that implement OUProcess Modifier and Type Class Description classOrnsteinUhlenbeckProcessThis class represents a univariate Ornstein-Uhlenbeck (OU) process.Methods in dev.nm.stat.stochasticprocess.univariate.sde.process.ou that return OUProcess Modifier and Type Method Description OUProcessOUFitting. getFittedOU(double[] ts, double dt)Get the fitted OU process.OUProcessOUFittingMLE. getFittedOU(double[] ts)Fit an OU process by using MLE.OUProcessOUFittingMLE. getFittedOU(double[] ts, double dt)OUProcessOUFittingOLS. getFittedOU(double[] ts)Fit an OU process by using least squares regression.OUProcessOUFittingOLS. getFittedOU(double[] ts, double dt)OUProcessOUSim. getProcess()Get the underlying OU process of this generator.Constructors in dev.nm.stat.stochasticprocess.univariate.sde.process.ou with parameters of type OUProcess Constructor Description OUSim(OUProcess ou)Create an OU process simulator with a time interval of 1, using the overall mean as the starting value.OUSim(OUProcess ou, double dt)Create an OU process simulator using the overall mean as the starting value.OUSim(OUProcess ou, double dt, double x0)Create an OU process simulator.OUSim(OUProcess ou, double dt, double x0, RandomStandardNormalGenerator rng)Create an OU process simulator.
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