Uses of Interface
dev.nm.stat.stochasticprocess.timegrid.TimeGrid
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Packages that use TimeGrid Package Description dev.nm.stat.stochasticprocess.multivariate.random dev.nm.stat.stochasticprocess.timegrid dev.nm.stat.stochasticprocess.univariate.random -
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Uses of TimeGrid in dev.nm.stat.stochasticprocess.multivariate.random
Constructors in dev.nm.stat.stochasticprocess.multivariate.random with parameters of type TimeGrid Constructor Description MultivariateBrownianRRG(int d, TimeGrid timePoints)Construct a random realization generator to produce multi-dimensional Brownian paths at time points specified.MultivariateBrownianRRG(int d, TimeGrid timePoints, Vector initial)Construct a random realization generator to produce multi-dimensional Brownian paths at time points specified.MultivariateRandomProcess(int nB, TimeGrid timeGrid)Construct a multivariate random process.MultivariateRandomRealizationOfRandomProcess(MultivariateDiscreteSDE sde, TimeGrid timeGrid, Vector x0)Construct a random realization generator from a multivariate discrete SDE.MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, TimeGrid timeGrid, Vector x0)Construct a random realization generator from a multivariate SDE.MultivariateRandomWalk(MultivariateDiscreteSDE sde, TimeGrid timeGrid, Vector x0)Construct a multivariate stochastic process from an SDE. -
Uses of TimeGrid in dev.nm.stat.stochasticprocess.timegrid
Classes in dev.nm.stat.stochasticprocess.timegrid that implement TimeGrid Modifier and Type Class Description classEvenlySpacedGridThis is an evenly spaced time grid.classUnitGridThis is the sequence of time points [0, 1, ..., T]. -
Uses of TimeGrid in dev.nm.stat.stochasticprocess.univariate.random
Constructors in dev.nm.stat.stochasticprocess.univariate.random with parameters of type TimeGrid Constructor Description RandomProcess(TimeGrid timeGrid)Construct a univariate random process.RandomRealizationOfRandomProcess(DiscreteSDE sde, TimeGrid timeGrid, double x0)Construct a random realization generator from a discrete SDE.RandomRealizationOfRandomProcess(SDE sde, TimeGrid timeGrid, double x0)Construct a random realization generator from an SDE.RandomWalk(DiscreteSDE sde, TimeGrid timeGrid, double x0)Constructs a univariate stochastic process from an SDE.
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