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, java.io.Serializable

Deprecated.

This implementation is slow. Use ConstantSigma1 instead.

@Deprecated
public class ConstantSigma2
extends Sigma

The class represents a constant diffusion coefficient function.

See Also:

Serialized Form

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
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