FtWt (NM DEV API (v1.2.4) by NM)

java.lang.Object
- dev.nm.stat.stochasticprocess.univariate.sde.Ft
- - dev.nm.stat.stochasticprocess.univariate.sde.FtWt

All Implemented Interfaces:

DeepCopyable
```
public class FtWt
extends Ft
```
This is a filtration implementation that includes the path-dependent information, W_t.

See Also:

Ft

Constructor Summary

Constructors
Constructor Description

FtWt()
Construct an empty filtration (no information).

FtWt(FtWt that)
Copy constructor.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`FtWt`	`deepCopy()`	The implementation returns an instance created from `this` by the copy constructor of the class, or just `this` if the instance itself is immutable.
`void`	`setDt(double dt)`	Set the current time differential.
`void`	`setZt(double Zt)`	Set the current value of the Gaussian innovation.
`double`	`t()`	Get the current time.
`double`	`Wt()`	Get the current value of the driving Brownian motion.

Methods inherited from class dev.nm.stat.stochasticprocess.univariate.sde.Ft
dt, dWt, setXt, Xt, Zt

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - FtWt
```
public FtWt()
```
    Construct an empty filtration (no information).
  - FtWt
```
public FtWt(FtWt that)
```
    Copy constructor.
    
    Parameters:
    
    that - another Ft
- Method Detail
  - deepCopy
```
public FtWt deepCopy()
```
    Description copied from interface: DeepCopyable
    
    The implementation returns an instance created from this by the copy constructor of the class, or just this if the instance itself is immutable.
    
    Specified by:
    
    deepCopy in interface DeepCopyable
    
    Overrides:
    
    deepCopy in class Ft
    
    Returns:
    
    an independent (deep) copy of the instance
  - t
```
public double t()
```
    Get the current time.
    
    Returns:
    
    the current time
  - Wt
```
public double Wt()
```
    Get the current value of the driving Brownian motion.
    
    Returns:
    
    the current value of the driving Brownian motion
  - setDt
```
public void setDt(double dt)
```
    Description copied from class: Ft
    
    Set the current time differential.
    
    Overrides:
    
    setDt in class Ft
    
    Parameters:
    
    dt - the time differential
  - setZt
```
public void setZt(double Zt)
```
    Description copied from class: Ft
    
    Set the current value of the Gaussian innovation.
    
    Overrides:
    
    setZt in class Ft
    
    Parameters:
    
    Zt - the current Gaussian innovation