# file

OrnsteinUhlenbeckCoeffPolicy.hOrnstein-Uhlenbeck coefficients policies.

### Contents

- Reference

This file defines coefficients policy classes for the Ornstein-Uhlenbeck SDE, defined in DiffEq/

General requirements on the Ornstein-Uhlenbeck SDE coefficients policy classes:

- Must define a
*constructor*, which is used to initialize the SDE coefficients, sigmasq, theta, and mu. Required signature:CoeffPolicyName( tk::ctr::ncomp_type ncomp, const std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq_, const std::vector< kw::sde_theta::info::expect::type >& theta_, const std::vector< kw::sde_mu::info::expect::type >& mu_, std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq, std::vector< kw::sde_theta::info::expect::type >& theta, std::vector< kw::sde_mu::info::expect::type >& mu )

where

- ncomp denotes the number of scalar components of the system of the Ornstein-Uhlenbeck SDEs.
- Constant references to sigmasq_, theta_, and mu_, which denote three vectors of real values used to initialize the parameter vectors of the system of Ornstein-Uhlenbeck SDEs. The length of the vector sigmasq_ must be equal to ncomp*(ncomp+1)/2, while the number of components of the vectors theta_, and mu_, must be equal to ncomp.
- References to sigmasq, theta, and mu, which denote the parameter vectors to be initialized based on sigmasq_, theta_, and mu_.

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::OrnsteinUhlenbeckCoeffConst
- Ornstein-Uhlenbeck constant coefficients policity: constants in time.