Class FiltrationFunction

    • Constructor Detail

      • FiltrationFunction

        public FiltrationFunction()
    • Method Detail

      • 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:
        \(f(\mathfrak{F_{t_i}})\)
      • setFt

        public void setFt​(Filtration Ft)
        Set the filtration for this function.

        This function is called for each call to integrate before doing the integration.

        Parameters:
        Ft - a filtration
      • getFt

        public Filtration getFt()
        Get the filtration.
        Returns:
        the filtration
      • Ft

        public double[] Ft()
        Compute all function values at all time points.
        Returns:
        \(f(\mathfrak{F_{t_i}})\), at all time points
      • evaluate

        public double evaluate​(double i)
        Description copied from interface: UnivariateRealFunction
        Evaluate y = f(x).
        Parameters:
        i - x
        Returns:
        f(x)