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 class
OrnsteinUhlenbeckProcess
This 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 OUProcess
OUFitting. getFittedOU(double[] ts, double dt)
Get the fitted OU process.OUProcess
OUFittingMLE. getFittedOU(double[] ts)
Fit an OU process by using MLE.OUProcess
OUFittingMLE. getFittedOU(double[] ts, double dt)
OUProcess
OUFittingOLS. getFittedOU(double[] ts)
Fit an OU process by using least squares regression.OUProcess
OUFittingOLS. getFittedOU(double[] ts, double dt)
OUProcess
OUSim. 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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