Class ConstantSigma2
- java.lang.Object
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- dev.nm.stat.stochasticprocess.multivariate.sde.coefficients.DiffusionSigma
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- dev.nm.stat.stochasticprocess.multivariate.sde.coefficients.ConstantSigma2
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- All Implemented Interfaces:
DiffusionMatrix
@Deprecated public class ConstantSigma2 extends DiffusionSigma
Deprecated.This implementation is slow. UseConstantSigma1
instead.The class represents a constant diffusion coefficient function.
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Constructor Summary
Constructors Constructor Description ConstantSigma2(Matrix sigma)
Deprecated.Construct a constant diffusion coefficient function.
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Method Summary
All Methods Instance Methods Concrete Methods Deprecated Methods Modifier and Type Method Description int
dimension()
Deprecated.Get the dimension of the process.int
nB()
Deprecated.Get the number of independent Brownian motions.FtAdaptedRealFunction
sigma_ij(int i, int j)
Deprecated.Get the Ft adapted function the D[i,j] entry in the diffusion matrix.-
Methods inherited from class dev.nm.stat.stochasticprocess.multivariate.sde.coefficients.DiffusionSigma
evaluate
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Constructor Detail
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ConstantSigma2
public ConstantSigma2(Matrix sigma)
Deprecated.Construct a constant diffusion coefficient function.- Parameters:
sigma
- the constant diffusion matrix
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Method Detail
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sigma_ij
public FtAdaptedRealFunction sigma_ij(int i, int j)
Deprecated.Description copied from class:DiffusionSigma
Get the Ft adapted function the D[i,j] entry in the diffusion matrix.- Specified by:
sigma_ij
in classDiffusionSigma
- Parameters:
i
- the row indexj
- the column index- Returns:
- D[i,j]
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dimension
public int dimension()
Deprecated.Description copied from interface:DiffusionMatrix
Get the dimension of the process. This is the same as the the number of rows in the diffusion matrix.- Returns:
- the dimension of the process
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nB
public int nB()
Deprecated.Description copied from interface:DiffusionMatrix
Get the number of independent Brownian motions. This is the same as the number of columns in the diffusion matrix.- Returns:
- the number of independent Brownian motions
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