com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients
Class ConstantSigma2

java.lang.Object
  com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.Sigma
      com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.ConstantSigma2

All Implemented Interfaces:

Diffusion

Deprecated. This implementation is slow. Use ConstantSigma1 instead.

@Deprecated
public class ConstantSigma2
extends Sigma

The class represents a constant diffusion coefficient function.

Constructor Summary

ConstantSigma2(Matrix sigma)
Deprecated. Construct a constant diffusion coefficient function.

Method Summary

int	ncols() Deprecated. Get the number of independent Brownian motions.
int	nrows() Deprecated. Get the dimension of the process.
FtAdaptedRealFunction	sigma_i_j(int i, int j) Deprecated. Get the Ft adapted function D[i,j] element in the diffusion matrix.

Methods inherited from class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.Sigma

evaluate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ConstantSigma2

public ConstantSigma2(Matrix sigma)

Deprecated.

Construct a constant diffusion coefficient function.

Parameters:

sigma - the constant diffusion matrix

Method Detail

sigma_i_j

public FtAdaptedRealFunction sigma_i_j(int i,
                                       int j)

Deprecated.

Description copied from class: Sigma

Get the F_t adapted function D[i,j] element in the diffusion matrix.

Specified by:

sigma_i_j in class Sigma

Parameters:

i - the row index

j - the column index

Returns:

D[i,j]

nrows

public int nrows()

Deprecated.

Description copied from interface: Diffusion

Get the dimension of the process.

Returns:

the number of rows in the diffusion matrix

ncols

public int ncols()

Deprecated.

Description copied from interface: Diffusion

Get the number of independent Brownian motions.

Returns:

the number of columns in the diffusion matrix