Class TimeFixedBimodalGaussian

Inheritance Relationships

Base Types

Class Documentation

class TimeFixedBimodalGaussian : public otyca::TimeFixedJump, public otyca::BimodalGaussian

Public Functions

inline TimeFixedBimodalGaussian()
inline TimeFixedBimodalGaussian(double mu, double sigma, double tau)
inline virtual ~TimeFixedBimodalGaussian()
inline virtual TimeFixedBimodalGaussian *clone() const

Clones the current object.

Returns:

A new instance of BimodalGaussian.

virtual arma::cx_mat characteristic_function(const arma::cx_colvec &u, const arma::rowvec &t) const override

Computes the characteristic function.

Parameters:

  • u – Complex-valued column vector of Fourier arguments.

  • t – Row vector of time points.

Returns:

A characteristic function matrix where rows correspond to u and columns to t.

virtual std::vector<arma::cx_mat> characteristic_function_derivatives(const arma::cx_colvec &u, const arma::rowvec &t) const override

Computes the characteristic function’s derivatives to process parameters.

Parameters:

  • u – Complex-valued column vector of Fourier arguments.

  • t – Row vector of time points.

Returns:

A vector of characteristic function matrices with each matrix is the characteristic function’s derivatives to each process parameter

inline virtual std::vector<double> get_calibration_parameters() const

get the parameters for calibration.

Returns:

the parameters for calibration

inline virtual void set_calibration_parameters(const std::vector<double> &params)

set the calibration parameters.

Parameters:

calibration_parameters – the calibration parameters

inline virtual std::vector<double> get_parameters() const

Get the model’s raw parameters.

Returns:

A vector containing the model’s parameters.

inline virtual std::string name() const

Gets the name of the process.

Returns:

The process name “BG”.

inline virtual std::vector<std::string> get_parameter_names() const

Gets the names of the parameters.

Returns:

A vector of parameter names.