src/DiffEq/BetaCoeffPolicy.h file

Beta coefficients policies.

Contents

This file defines coefficients policy classes for the beta SDE, defined in DiffEq/Beta.h.

General requirements on beta SDE coefficients policy classes:

  • Must define a constructor, which is used to initialize the SDE coefficients, b, S, and kappa. Required signature:

    CoeffPolicyName(
      tk::ctr::ncomp_type ncomp,
      const std::vector< kw::sde_b::info::expect::type >& b_,
      const std::vector< kw::sde_S::info::expect::type >& S_,
      const std::vector< kw::sde_kappa::info::expect::type >& k_,
      std::vector< kw::sde_b::info::expect::type  >& b,
      std::vector< kw::sde_S::info::expect::type >& S,
      std::vector< kw::sde_kappa::info::expect::type >& k )

    where

    • ncomp denotes the number of scalar components of the system of beta SDEs.
    • Constant references to b_, S_, and k_, which denote three vectors of real values used to initialize the parameter vectors of the system of beta SDEs. The length of the vectors must be equal to the number of components given by ncomp.
    • References to b, S, and k, which denote the parameter vectors to be initialized based on b_, S_, and k_.
  • Must define the static function type(), returning the enum value of the policy option. Example:

    static ctr::CoeffPolicyType type() noexcept {
      return ctr::CoeffPolicyType::CONST_COEFF;
    }

    which returns the enum value of the option from the underlying option class, collecting all possible options for coefficients policies.

Namespaces

namespace walker
Walker declarations and definitions.

Classes

class walker::BetaCoeffConst
Beta constant coefficients policity: constants in time.