src/DiffEq/Gamma/GammaCoeffPolicy.hpp file

Gamma coefficients policies.

Contents

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

General requirements on gamma 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_t 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 gamma 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 gamma 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::GammaCoeffConst
Gamma constant coefficients policity: constants in time.