walker::SkewNormalCoeffConst class

Skew-normal SDE constant coefficients policity: constants in time.

Contents

Constructors, destructors, conversion operators

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

Function documentation

walker::SkewNormalCoeffConst::SkewNormalCoeffConst(tk::ctr::ncomp_t 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)

Constructor: initialize coefficients.

Parameters
ncomp in Number of scalar components in this SDE system
timescale_ in Vector used to initialize coefficient vector timescale
sigmasq_ in Vector used to initialize coefficient vector sigmasq
lambda_ in Vector used to initialize coefficient vector lambda
timescale in/out Coefficient vector to be initialized
sigmasq in/out Coefficient vector to be initialized
lambda in/out Coefficient vector to be initialized