walker::DiagOrnsteinUhlenbeckCoeffConst class

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

Contents

Public static functions

static auto type() -> ctr::CoeffPolicyType noexcept
Coefficients policy type accessor.

Constructors, destructors, conversion operators

DiagOrnsteinUhlenbeckCoeffConst(tk::ctr::ncomp_t 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)
Constructor: initialize coefficients.

Function documentation

walker::DiagOrnsteinUhlenbeckCoeffConst::DiagOrnsteinUhlenbeckCoeffConst(tk::ctr::ncomp_t 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)

Constructor: initialize coefficients.

Parameters
ncomp in Number of scalar components in this SDE system
sigmasq_ in Vector used to initialize coefficient vector sigmasq
theta_ in Vector used to initialize coefficient vector theta
mu_ in Vector used to initialize coefficient vector mu
sigmasq in/out Coefficient vector to be initialized
theta in/out Coefficient vector to be initialized
mu in/out Coefficient vector to be initialized