src/DiffEq/SkewNormalCoeffPolicy.h file

Skew-normal coefficients policies.

Contents

This file defines coefficients policy classes for the diagonal skew-normal SDE, defined in DiffEq/SkewNormal.h.

General requirements on the skew-normal SDE coefficients policy classes:

  • Must define a constructor, which is used to initialize the SDE coefficients, timescale, sigmasq, and lambda. Required signature:

    CoeffPolicyName(
      tk::ctr::ncomp_type ncomp,
      const std::vector< kw::sde_T::info::expect::type >& timescale_,
      const std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq_,
      const std::vector< kw::sde_lambda::info::expect::type >& lambda_,
      std::vector< kw::sde_T::info::expect::type >& timescale,
      std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq,
      std::vector< kw::sde_lambda::info::expect::type >& lambda )

    where

    • ncomp denotes the number of scalar components of the system of the skew-normal SDEs.
    • Constant references to timescale_, sigmasq_, and lambda_, which denote three vectors of real values used to initialize the parameter vectors of the system of skew-normal SDEs. The length of the vectors must be equal to the number of components given by ncomp.
    • References to timescale, sigmasq, and lambda, which denote the parameter vectors to be initialized based on timescale_, sigmasq_, and lambda_.
  • 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::SkewNormalCoeffConst
Skew-normal SDE constant coefficients policity: constants in time.