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. UseConstantSigma1instead.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 intdimension()Deprecated.Get the dimension of the process.intnB()Deprecated.Get the number of independent Brownian motions.FtAdaptedRealFunctionsigma_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:DiffusionSigmaGet the Ft adapted function the D[i,j] entry in the diffusion matrix.- Specified by:
sigma_ijin 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:DiffusionMatrixGet 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:DiffusionMatrixGet 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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