Class FiltrationFunction
- 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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- All Implemented Interfaces:
Function<Vector,Double>
,RealScalarFunction
,UnivariateRealFunction
- Direct Known Subclasses:
Bt
,F_Sum_BtDt
,F_Sum_tBtDt
public abstract class FiltrationFunction extends AbstractUnivariateRealFunction
A filtration function, parameterized by a fixed filtration, is a function of time, \(f(\mathfrak{F_{t_i}})\). The function is not necessarily adapted.
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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 FiltrationFunction()
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description double
evaluate(double i)
Evaluate y = f(x).abstract double
evaluate(int i)
Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).double[]
Ft()
Compute all function values at all time points.Filtration
getFt()
Get the filtration.void
setFt(Filtration Ft)
Set the filtration for this function.-
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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evaluate
public abstract double evaluate(int i)
Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).- Parameters:
i
- the index to time- Returns:
- \(f(\mathfrak{F_{t_i}})\)
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setFt
public void setFt(Filtration Ft)
Set the filtration for this function. This function is called for each call tointegrate
before doing the integration.- Parameters:
Ft
- a filtration
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getFt
public Filtration getFt()
Get the filtration.- Returns:
- the filtration
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Ft
public double[] Ft()
Compute all function values at all time points.- Returns:
- \(f(\mathfrak{F_{t_i}})\), at all time points
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evaluate
public double evaluate(double i)
Description copied from interface:UnivariateRealFunction
Evaluate y = f(x).- Parameters:
i
- x- Returns:
- f(x)
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