Uses of Interface
dev.nm.stat.stochasticprocess.multivariate.sde.coefficients.DiffusionMatrix
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Packages that use DiffusionMatrix Package Description dev.nm.stat.stochasticprocess.multivariate.sde dev.nm.stat.stochasticprocess.multivariate.sde.coefficients -
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Uses of DiffusionMatrix in dev.nm.stat.stochasticprocess.multivariate.sde
Methods in dev.nm.stat.stochasticprocess.multivariate.sde that return DiffusionMatrix Modifier and Type Method Description DiffusionMatrix
MultivariateSDE. sigma()
Get the diffusion matrix: \(\sigma(t, X_t, Z_t, ...)\).Constructors in dev.nm.stat.stochasticprocess.multivariate.sde with parameters of type DiffusionMatrix Constructor Description MultivariateSDE(DriftVector mu, DiffusionMatrix sigma, int nB)
Construct a multi-dimensional diffusion type stochastic differential equation. -
Uses of DiffusionMatrix in dev.nm.stat.stochasticprocess.multivariate.sde.coefficients
Classes in dev.nm.stat.stochasticprocess.multivariate.sde.coefficients that implement DiffusionMatrix Modifier and Type Class Description class
ConstantSigma1
The class represents a constant diffusion coefficient function.class
ConstantSigma2
Deprecated.This implementation is slow.class
DiffusionSigma
This class implements the diffusion term in the form of a diffusion matrix.
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