Uses of Interface
dev.nm.stat.stochasticprocess.univariate.sde.process.ou.OUProcess

Packages that use OUProcess

Package	Description
dev.nm.stat.stochasticprocess.univariate.sde.process.ou

Uses of OUProcess in dev.nm.stat.stochasticprocess.univariate.sde.process.ou

Classes in dev.nm.stat.stochasticprocess.univariate.sde.process.ou that implement OUProcess

Modifier and Type	Class and Description
class	OrnsteinUhlenbeckProcess This class represents a univariate Ornstein-Uhlenbeck (OU) process.

Methods in dev.nm.stat.stochasticprocess.univariate.sde.process.ou that return OUProcess

Modifier and Type	Method and Description
OUProcess	OUFittingMLE.getFittedOU(double[] ts) Fit an OU process by using MLE.
OUProcess	OUFittingOLS.getFittedOU(double[] ts) Fit an OU process by using least squares regression.
OUProcess	OUFittingMLE.getFittedOU(double[] ts, double dt)
OUProcess	OUFitting.getFittedOU(double[] ts, double dt) Get the fitted OU process.
OUProcess	OUFittingOLS.getFittedOU(double[] ts, double dt)
OUProcess	OUSim.getProcess() Get the underlying OU process of this generator.

Constructors in dev.nm.stat.stochasticprocess.univariate.sde.process.ou with parameters of type OUProcess

Constructor and Description
OUSim(OUProcess ou) Create an OU process simulator with a time interval of 1, using the overall mean as the starting value.
OUSim(OUProcess ou, double dt) Create an OU process simulator using the overall mean as the starting value.
OUSim(OUProcess ou, double dt, double x0) Create an OU process simulator.
OUSim(OUProcess ou, double dt, double x0, RandomStandardNormalGenerator rng) Create an OU process simulator.