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 class
EvenlySpacedGrid
This is an evenly spaced time grid.class
UnitGrid
This 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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