walker::OrnsteinUhlenbeckCoeffConst class

Ornstein-Uhlenbeck constant coefficients policity: constants in time.

Contents

Constructors, destructors, conversion operators

OrnsteinUhlenbeckCoeffConst(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::OrnsteinUhlenbeckCoeffConst::OrnsteinUhlenbeckCoeffConst(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