Class/Object

com.github.jonnylaw.model

OrnsteinParameter

Related Docs: object OrnsteinParameter | package model

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case class OrnsteinParameter(theta: DenseVector[Double], alpha: DenseVector[Double], sigma: DenseVector[Double]) extends SdeParameter with Product with Serializable

Linear Supertypes
Serializable, Serializable, Product, Equals, SdeParameter, AnyRef, Any
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Inherited
  1. OrnsteinParameter
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. SdeParameter
  7. AnyRef
  8. Any
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Visibility
  1. Public
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Instance Constructors

  1. new OrnsteinParameter(theta: DenseVector[Double], alpha: DenseVector[Double], sigma: DenseVector[Double])

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Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  4. val alpha: DenseVector[Double]

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  5. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  6. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  7. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  8. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  9. def flatten: Vector[Double]

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    Definition Classes
    SdeParameter

  10. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any

  11. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  12. def length: Int

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    Definition Classes
    SdeParameter

  13. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  14. final def notify(): Unit

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    Definition Classes
    AnyRef

  15. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  16. def perturb(delta: Double): Rand[OrnsteinParameter]

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    Definition Classes
    OrnsteinParameter → SdeParameter

  17. def perturbIndep(delta: Vector[Double]): Rand[OrnsteinParameter]

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    Definition Classes
    OrnsteinParameter → SdeParameter

  18. val sigma: DenseVector[Double]

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  19. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef

  20. val theta: DenseVector[Double]

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  21. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  22. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  23. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from SdeParameter

Inherited from AnyRef

Inherited from Any

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