2-dimensional fractional Brownian path More...
#include <FractBrownianPath.h>
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 | |
NormalRandomNumberGenerator & | vgNormal |
2-dimensional fractional Brownian path
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 >.
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