Auto-generated utility functions
For each newly defined diffusion DiffusionProcess the package auto-generates some utility functions. They are not exported, but can be called by accessing through DiffusionDefinition module. These are:
Base.eltype — MethodBase.eltype(::DiffusionProcess{T}) where T = TReturn the datatype that each coordinate of the stochastic process is stored in.
Base.zero — FunctionBase.zero(K::Type, D, ::Val)If K is a mutable type, then create zeros of dimension D and entries with types eltype(K). Otherwise, calls regular zero(K).
Base.zero — MethodBase.zero(P::DiffusionProcess)Instantiate a zero element that can represent a state of a Brownian motion driving a diffusion process.
Base.zero — MethodBase.zero(P::DiffusionProcess)Instantiate a zero element that can represent a state of a diffusion.
DiffusionDefinition.const_parameter_names — Methodconst_parameter_names(P::DiffusionProcess)Return a tuple with the names of all paremeters that are considered to be constant.
DiffusionDefinition.const_parameter_names — Methodconst_parameter_names(P::Type{<:DiffusionProcess})Return a tuple with the names of all paremeters that are considered to be constant.
DiffusionDefinition.const_parameters — Methodconst_parameters(P::DiffusionProcess)Return a tuple of pairs of parameter_name => parameter_value. Return only those parameteres that are considered to be constant.
DiffusionDefinition.default_type — Methoddefault_type(::DiffusionProcess{T,DP})Allows for inference of data type that encodes the state space of a given diffusion.
DiffusionDefinition.default_wiener_type — Methoddefault_wiener_type(::DiffusionProcess{T,DP,DW})Allows for inference of data type that encodes the state space of the Brownian motion driving a given diffusion process.
DiffusionDefinition.diagonalBmat — MethoddiagonalBmat(P::DiffusionProcess)Indicator for whether the B matrix (if exists) is represented by a diagonal matrix
DiffusionDefinition.diagonaldiff — Methoddiagonaldiff(P::DiffusionProcess)Indicator for whether the volatility coefficient is represented by a diagonal matrix
DiffusionDefinition.dimension — Methoddimension(::DiffusionProcess{T,DP,DW})Return dimension of the stochastic process and driving Brownian motion.
DiffusionDefinition.end_point_info — Methodend_point_info(P::DiffusionProcess)Return information about the end-point (works only if some information of this kind has been passed at the time of defining a struct) TODO improve
DiffusionDefinition.end_point_info_names — Methodend_point_info_names(P::DiffusionProcess)Return names of information pieces about the end-point (works only if some information of this kind has been passed at the time of defining a struct) TODO improve
DiffusionDefinition.nonhypo_σ — Methodnonhypo_σ((t,i)::IndexedTime, x, P::DiffusionProcess)Return a sub-matrix of the full volatility matrix σ that consists of non-zero rows of σ.
DiffusionDefinition.parameter_names — Methodparameter_names(P::DiffusionProcess)Return a tuple with the names of all paremeters.
DiffusionDefinition.parameter_names — Methodparameter_names(::Type{<:DiffusionProcess})Return a tuple with the names of all paremeters.
DiffusionDefinition.parameters — Methodparameters(P::DiffusionProcess)Return a tuple of pairs of parameter_name => parameter_value.
DiffusionDefinition.sparseBmat — MethodsparseBmat(P::DiffusionProcess)Indicator for whether the B matrix (if exists) is represented by a sparse matrix
DiffusionDefinition.sparsediff — Methodsparsediff(P::DiffusionProcess)Indicator for whether the volatility coefficient is represented by a sparse matrix
DiffusionDefinition.state_space — Methodstate_space(::DiffusionProcess{T,DP,DW,SS})Return the state space restrictions.
DiffusionDefinition.var_parameter_names — Methodvar_parameter_names(P::DiffusionProcess)Return a tuple with the names of all paremeters that are considered to be variable.
DiffusionDefinition.var_parameter_names — Methodvar_parameter_names(P::Type{<:DiffusionProcess})Return a tuple with the names of all paremeters that are considered to be variable.
DiffusionDefinition.var_parameters — Methodvar_parameters(P::DiffusionProcess)Return a tuple of pairs of parameter_name => parameter_value. Return only those parameteres that are considered to be variable.