Class MonteCarloProcessFromProcessModel

    • Constructor Detail

      • MonteCarloProcessFromProcessModel

        public MonteCarloProcessFromProcessModel​(TimeDiscretization timeDiscretization,
                                                 ProcessModel model)
        Create a discretization scheme / a time discrete process.
        timeDiscretization - The time discretization used for the discretization scheme.
        model - Set the model used to generate the stochastic process. The model has to implement ProcessModel.
    • Method Detail

      • getCloneWithModifiedSeed

        public abstract Object getCloneWithModifiedSeed​(int seed)
      • getModel

        public ProcessModel getModel()
        Get the model used to generate the stochastic process. The model has to implement ProcessModel.
        Specified by:
        getModel in interface Process
        The model that is used to generate this process, null if no model was used.
      • getNumberOfComponents

        public int getNumberOfComponents()
        Specified by:
        getNumberOfComponents in interface Process
        Returns the numberOfComponents.
      • getFactorLoading

        public RandomVariable[] getFactorLoading​(int timeIndex,
                                                 int componentIndex,
                                                 RandomVariable[] realizationAtTimeIndex)
      • applyStateSpaceTransform

        public RandomVariable applyStateSpaceTransform​(int timeIndex,
                                                       int componentIndex,
                                                       RandomVariable randomVariable)
      • applyStateSpaceTransformInverse

        public RandomVariable applyStateSpaceTransformInverse​(int timeIndex,
                                                              int componentIndex,
                                                              RandomVariable randomVariable)
      • getTime

        public double getTime​(int timeIndex)
        Specified by:
        getTime in interface Process
        timeIndex - Time index.
        Returns the time for a given time index.
      • getTimeIndex

        public int getTimeIndex​(double time)
        Description copied from interface: Process
        Returns the time index for a given simulation time.
        Specified by:
        getTimeIndex in interface Process
        time - The given simulation time.
        Returns the time index for a given time