Public Member Functions | Public Attributes | Protected Attributes

FractBrownianPath< my_alg_type > Class Template Reference

2-dimensional fractional Brownian path More...

#include <FractBrownianPath.h>

Inheritance diagram for FractBrownianPath< my_alg_type >:
DynamicallyConstructedPath< my_alg_type > BasePath< my_alg_type >

List of all members.

Public Member Functions

 FractBrownianPath (const double H=0.8)
 FractBrownianPath (NormalRandomNumberGenerator &rand, const double H=0.8)
void IncreaseVectors (const double &midpoint) const
LIE FindExistingLieValue (const double &point, const int n) const
void ComputeChildLieIncrements (Increment< my_alg_type > &nvLeft, Increment< my_alg_type > &nvRight, ConstIterator itLeafAbove) const
LIE MakeRootLieIncrement (const dyadic_interval &increment) const
 Returns the Lie element for the dyadic_interval increment.
void MakeNeighborRootLieIncrement (LIE &ans, const Iterator &OldRoot) const

Public Attributes

MYVECLIE vectro
 A vector of LIE getting the gaussian values.
MYVECLIE lievalues
 A vector of LIE getting the LIE values at specified points.
MYVECLIE vectro2
 A vector of LIE getting the gaussian values.
MYVECLIE lievalues2
 A vector of LIE getting the LIE values at specified points.
MYVEC matrovectro
 matrix to input
MYVEC themidpoints
 vector holding midpoints
double newleftmidpoint
double newrightmidpoint

Protected Attributes

NormalRandomNumberGeneratorvgNormal

Detailed Description

template<typename my_alg_type>
class FractBrownianPath< my_alg_type >

2-dimensional fractional Brownian path


Member Function Documentation

template<typename my_alg_type >
void FractBrownianPath< my_alg_type >::ComputeChildLieIncrements ( Increment< my_alg_type > &  nvLeft,
Increment< my_alg_type > &  nvRight,
ConstIterator  itLeafAbove 
) const [inline, virtual]

Given the Lie increment of a dyadic interval, itLeafAbove, and two increments nvLeft and nvRight, calculates the Lie elments of the increments corresponding to the children of itLeafAbove.

Reimplemented from DynamicallyConstructedPath< my_alg_type >.

template<typename my_alg_type >
void FractBrownianPath< my_alg_type >::IncreaseVectors ( const double &  midpoint  )  const [inline]

puts "midpoint" into the vector of midpoints

give the covariance vector for the midpoint


The documentation for this class was generated from the following file: