walker::OrnsteinUhlenbeckCoeffConst class

Ornstein-Uhlenbeck constant coefficients policity: constants in time.

Constructors, destructors, conversion operators

OrnsteinUhlenbeckCoeffConst(tk::ctr::ncomp_type 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.