Class TimeFixedBimodalGaussian

• Defined in File time_fixed_bimodal_gaussian.hpp

Inheritance Relationships

Base Types

• public otyca::TimeFixedJump (Class TimeFixedJump)

• public otyca::BimodalGaussian (Class BimodalGaussian)

Class Documentation

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

Public Functions

inline TimeFixedBimodalGaussian()

inline TimeFixedBimodalGaussian(double mu, double sigma, double tau)

inline ~TimeFixedBimodalGaussian() override

inline virtual TimeFixedBimodalGaussian *clone() const override

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 override

get the parameters for calibration.

Returns:

the parameters for calibration

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

set the calibration parameters.

Parameters:

calibration_parameters – the calibration parameters

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

Get the model’s raw parameters.

Returns:

A vector containing the model’s parameters.

inline virtual std::string name() const override

Get the model’s name.

Returns:

A string representing the name of the model.

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

Get the names of the model parameters.

Default implementation assigns names as “p1”, “p2”, etc.

Returns:

A vector of parameter names.