trait
MultivariateWienerIncrements extends RandomPath[Double, (Double, Double, RealVector)]
Abstract Value Members
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abstract
def
dimension: Int
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abstract
def
length: Int
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abstract
def
times: Seq[Double]
Concrete Value Members
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final
def
!=(arg0: Any): Boolean
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final
def
##(): Int
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def
+(other: String): String
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def
/:[B](z: B)(op: (B, Path[Double, (Double, Double, RealVector)]) ⇒ B): B
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def
:\[B](z: B)(op: (Path[Double, (Double, Double, RealVector)], B) ⇒ B): B
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final
def
==(arg0: Any): Boolean
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def
addString(b: StringBuilder): StringBuilder
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def
addString(b: StringBuilder, sep: String): StringBuilder
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def
addString(b: StringBuilder, start: String, sep: String, end: String): StringBuilder
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def
aggregate[B](z: ⇒ B)(seqop: (B, Path[Double, (Double, Double, RealVector)]) ⇒ B, combop: (B, B) ⇒ B): B
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def
applyOrElse[A1 <: Int, B1 >: Path[Double, (Double, Double, RealVector)]](x: A1, default: (A1) ⇒ B1): B1
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final
def
asInstanceOf[T0]: T0
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def
canEqual(that: Any): Boolean
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def
clone(): AnyRef
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def
compose[A](g: (A) ⇒ Int): (A) ⇒ Path[Double, (Double, Double, RealVector)]
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def
containsSlice[B](that: GenSeq[B]): Boolean
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def
endsWith[B](that: GenSeq[B]): Boolean
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def
finalize(): Unit
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def
fold[A1 >: Path[Double, (Double, Double, RealVector)]](z: A1)(op: (A1, A1) ⇒ A1): A1
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def
foldLeft[B](z: B)(op: (B, Path[Double, (Double, Double, RealVector)]) ⇒ B): B
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def
foldRight[B](z: B)(op: (Path[Double, (Double, Double, RealVector)], B) ⇒ B): B
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def
formatted(fmtstr: String): String
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def
genericBuilder[B]: Builder[B, Seq[B]]
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final
def
getClass(): Class[_]
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def
hasDefiniteSize: Boolean
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def
hashCode(): Int
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def
indexOf[B >: Path[Double, (Double, Double, RealVector)]](elem: B, from: Int): Int
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def
indices: Range
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def
isDefinedAt(idx: Int): Boolean
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final
def
isInstanceOf[T0]: Boolean
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final
def
isTraversableAgain: Boolean
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def
lastIndexOf[B >: Path[Double, (Double, Double, RealVector)]](elem: B, end: Int): Int
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def
lastIndexOf[B >: Path[Double, (Double, Double, RealVector)]](elem: B): Int
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def
lengthCompare(len: Int): Int
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def
maxBy[B](f: (Path[Double, (Double, Double, RealVector)]) ⇒ B)(implicit cmp: Ordering[B]): Path[Double, (Double, Double, RealVector)]
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def
minBy[B](f: (Path[Double, (Double, Double, RealVector)]) ⇒ B)(implicit cmp: Ordering[B]): Path[Double, (Double, Double, RealVector)]
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def
mkString: String
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def
mkString(sep: String): String
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def
mkString(start: String, sep: String, end: String): String
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final
def
notify(): Unit
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final
def
notifyAll(): Unit
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def
product[B >: Path[Double, (Double, Double, RealVector)]](implicit num: Numeric[B]): B
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def
reduce[A1 >: Path[Double, (Double, Double, RealVector)]](op: (A1, A1) ⇒ A1): A1
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def
reduceOption[A1 >: Path[Double, (Double, Double, RealVector)]](op: (A1, A1) ⇒ A1): Option[A1]
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def
size: Int
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def
startsWith[B](that: GenSeq[B], offset: Int): Boolean
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def
startsWith[B](that: GenSeq[B]): Boolean
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def
stringPrefix: String
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def
sum[B >: Path[Double, (Double, Double, RealVector)]](implicit num: Numeric[B]): B
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final
def
synchronized[T0](arg0: ⇒ T0): T0
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def
toMap[T, U](implicit ev: <:<[Path[Double, (Double, Double, RealVector)], (T, U)]): Map[T, U]
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def
toParArray: ParArray[T]
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def
toString(): String
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def
unzip[A1, A2](implicit asPair: (Path[Double, (Double, Double, RealVector)]) ⇒ (A1, A2)): (Seq[A1], Seq[A2])
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def
unzip3[A1, A2, A3](implicit asTriple: (Path[Double, (Double, Double, RealVector)]) ⇒ (A1, A2, A3)): (Seq[A1], Seq[A2], Seq[A3])
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final
def
wait(): Unit
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final
def
wait(arg0: Long, arg1: Int): Unit
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final
def
wait(arg0: Long): Unit
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def
zipAll[B, A1 >: Path[Double, (Double, Double, RealVector)], That](that: GenIterable[B], thisElem: A1, thatElem: B)(implicit bf: CanBuildFrom[Seq[Path[Double, (Double, Double, RealVector)]], (A1, B), That]): That
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Shadowed Implicit Value Members
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Inherited from HasNewBuilder[Path[Double, (Double, Double, RealVector)], Seq[virtufin.math.lattice.Path[Double,(Double, Double, org.apache.commons.math3.linear.RealVector)]] @scala.annotation.unchecked.uncheckedVariance]
A path with points (t(n),(t(n+1), dt,sqrt(dt)*dW(n))), where W is a virtufin.math.random.MultivariateWienerProcess