Uses of Class
dev.nm.stat.stochasticprocess.multivariate.sde.MultivariateFt

Packages that use MultivariateFt

Package	Description
dev.nm.stat.stochasticprocess.multivariate.sde
dev.nm.stat.stochasticprocess.multivariate.sde.coefficients
dev.nm.stat.stochasticprocess.multivariate.sde.discrete

Uses of MultivariateFt in dev.nm.stat.stochasticprocess.multivariate.sde

Subclasses of MultivariateFt in dev.nm.stat.stochasticprocess.multivariate.sde

Modifier and Type	Class and Description
class	MultivariateFtWt This is a filtration implementation that includes the path-dependent information, \(W_{t}\).

Methods in dev.nm.stat.stochasticprocess.multivariate.sde that return MultivariateFt

Modifier and Type	Method and Description
MultivariateFt	MultivariateFt.deepCopy()
MultivariateFt	MultivariateSDE.getFt() Get an empty filtration of the process.

Methods in dev.nm.stat.stochasticprocess.multivariate.sde with parameters of type MultivariateFt

Modifier and Type	Method and Description
double	FtAdaptedRealFunction.evaluate(MultivariateFt ft) Evaluate this function, f, at time t.
Vector	FtAdaptedVectorFunction.evaluate(MultivariateFt ft) Evaluate this function, f, at time t.

Constructors in dev.nm.stat.stochasticprocess.multivariate.sde with parameters of type MultivariateFt

Constructor and Description
MultivariateFt(MultivariateFt that) Copy constructor.

Uses of MultivariateFt in dev.nm.stat.stochasticprocess.multivariate.sde.coefficients

Methods in dev.nm.stat.stochasticprocess.multivariate.sde.coefficients with parameters of type MultivariateFt

Modifier and Type	Method and Description
Matrix	DiffusionSigma.evaluate(MultivariateFt ft)
Vector	ZeroDriftVector.evaluate(MultivariateFt ft)
Vector	ConstantDriftVector.evaluate(MultivariateFt ft)
Matrix	ConstantSigma1.evaluate(MultivariateFt ft)
Matrix	DiffusionMatrix.evaluate(MultivariateFt ft) Evaluate the diffusion matrix, σ(dt, Xt, Zt, ...)

Uses of MultivariateFt in dev.nm.stat.stochasticprocess.multivariate.sde.discrete

Methods in dev.nm.stat.stochasticprocess.multivariate.sde.discrete that return MultivariateFt

Modifier and Type	Method and Description
MultivariateFt	MultivariateBrownianSDE.getNewFt()
MultivariateFt	MultivariateDiscreteSDE.getNewFt() Get an empty filtration of the process.
MultivariateFt	MultivariateEulerSDE.getNewFt()

Methods in dev.nm.stat.stochasticprocess.multivariate.sde.discrete with parameters of type MultivariateFt

Modifier and Type	Method and Description
Vector	MultivariateBrownianSDE.dXt(MultivariateFt ft)
Vector	MultivariateDiscreteSDE.dXt(MultivariateFt ft) This is the SDE specification of a stochastic process.
Vector	MultivariateEulerSDE.dXt(MultivariateFt ft) This is the SDE specification of a stochastic process.