object Sim
Functions for simulating data associated with a Markov process given an appropriate transition kernel.
- Alphabetic
- By Inheritance
- Sim
- AnyRef
- Any
- Hide All
- Show All
- Public
- Protected
Value Members
- final def !=(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
- final def ##: Int
- Definition Classes
- AnyRef → Any
- final def ==(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
- final def asInstanceOf[T0]: T0
- Definition Classes
- Any
- def clone(): AnyRef
- Attributes
- protected[lang]
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.CloneNotSupportedException]) @native()
- final def eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- def equals(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef → Any
- def finalize(): Unit
- Attributes
- protected[lang]
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.Throwable])
- final def getClass(): Class[_ <: AnyRef]
- Definition Classes
- AnyRef → Any
- Annotations
- @native()
- def hashCode(): Int
- Definition Classes
- AnyRef → Any
- Annotations
- @native()
- final def isInstanceOf[T0]: Boolean
- Definition Classes
- Any
- final def ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- final def notify(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native()
- final def notifyAll(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native()
- def plotTs[S](ts: Ts[S], title: String = "")(implicit arg0: State[S]): Unit
A function for producing a very simple plot of a time series, useful for a quick eye-balling of simulation output.
A function for producing a very simple plot of a time series, useful for a quick eye-balling of simulation output. Called purely for the side-effect of rendering a plot on the console.
- ts
A time series of
States
- title
Optional figure title
- def sample[S](n: Int = 100, x0: S, t0: Time = 0.0, deltat: Time, stepFun: (S, Time, Time) => S)(implicit arg0: State[S]): List[S]
Simulate multiple independent realisations from a transition kernel
Simulate multiple independent realisations from a transition kernel
- n
The number of realisations required
- x0
The initial state
- t0
The intial time
- deltat
The time interval over which to simulate the process
- stepFun
The transition kernel to use
- returns
A
List
of realisations of the kernel at timet0+deltat
- final def synchronized[T0](arg0: => T0): T0
- Definition Classes
- AnyRef
- def times[S](x0: S, t0: Time = 0.0, timeList: List[Time], stepFun: (S, Time, Time) => S)(implicit arg0: State[S]): Ts[S]
Use a transition kernel to simulate states on an irregular time grid
Use a transition kernel to simulate states on an irregular time grid
- x0
Initial state
- t0
Initial time
- timeList
A list of times where the state of the process is required
- stepFun
The transition kernel, such as output by one of the functions in
Sim
- returns
A time series of simulated states at the required times corresponding to a single realisation of the underlying stochastic process
- def toCsv[S](ts: Ts[S])(implicit arg0: State[S]): String
Utility for converting a time series to a CSV string
Utility for converting a time series to a CSV string
- ts
A time series of
States
- returns
A CSV string
- def toString(): String
- Definition Classes
- AnyRef → Any
- def ts[S](x0: S, t0: Time = 0.0, tt: Time = 100.0, dt: Time = 0.1, stepFun: (S, Time, Time) => S): Ts[S]
Use a transition kernel to simulate states on a regular time grid
Use a transition kernel to simulate states on a regular time grid
- x0
Initial state
- t0
Initial time
- tt
The terminal time
- dt
The time step of the output time grid
- stepFun
The transition kernel, such as output by one of the functions in
Sim
- returns
A time series of simulated states corresponding to a single realisation of the underlying stochastic process
- final def wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
- final def wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
- final def wait(arg0: Long): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException]) @native()