stochasticdifferentialmodel.cpp

dysii是一款非常出色的滤波函数库

#include "StochasticDifferentialModel.hpp"

using namespace indii::ml::sde;

StochasticDifferentialModel::StochasticDifferentialModel() {
  this->dimensions = 0;
  this->noiseDimensions = 0;
}

StochasticDifferentialModel::StochasticDifferentialModel(
    const unsigned int dimensions) {
  this->dimensions = dimensions;
  this->noiseDimensions = dimensions;
}

StochasticDifferentialModel::StochasticDifferentialModel(
    const unsigned int dimensions, const unsigned int noiseDimensions) {
  this->dimensions = dimensions;
  this->noiseDimensions = noiseDimensions;
}

StochasticDifferentialModel::~StochasticDifferentialModel() {
  //
}

unsigned int StochasticDifferentialModel::getDimensions() {
  return dimensions;
}

unsigned int StochasticDifferentialModel::getNoiseDimensions() {
  return noiseDimensions;
}

std::vector<indii::ml::aux::matrix> StochasticDifferentialModel::calculateDiffusionDerivatives(
    double ts, const indii::ml::aux::vector& y) {
  std::vector<indii::ml::aux::matrix> nil;

  return nil;
}