Struct Subordinator 

pub struct Subordinator<T: FloatExt = f64> { /* private fields */ }

alpha-stable subordinator

Mathematical Formulation

A subordinator is a Lévy process that is non-negative and has a non-decreasing sample path.

Implementations

impl<T: FloatExt> Subordinator<T>

pub fn new(alpha: T) -> XResult<Self>

Create a new Subordinator

Arguments

• alpha - The stability index of the subordinator, whose value must be in the range (0, 1).

Example

use diffusionx::simulation::continuous::Subordinator;

let subordinator = Subordinator::new(0.5).unwrap();

pub fn get_alpha(&self) -> T

Get the stability index

Trait Implementations

impl<T: Clone + FloatExt> Clone for Subordinator<T>

fn clone(&self) -> Subordinator<T>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<T: FloatExt + FloatConst + SampleUniform> ContinuousProcess<T> for Subordinator<T>

where Exp1: Distribution<T>,

fn start(&self) -> T

Get the starting position.

fn simulate(&self, duration: T, time_step: T) -> XResult<(Vec<T>, Vec<T>)>

Simulate the continuous process

fn displacement(&self, duration: T, time_step: T) -> XResult<T>

Get the displacement of the continuous process.

fn end(&self, duration: T, time_step: T) -> XResult<T>

Get the ending position at the requested duration.

fn mean(&self, duration: T, particles: usize, time_step: T) -> XResult<T>

where Self: ContinuousTrajectoryTrait<T>,

Get the mean of the continuous process

fn msd(&self, duration: T, particles: usize, time_step: T) -> XResult<T>

where Self: ContinuousTrajectoryTrait<T>,

Get the mean square displacement of the continuous process

fn raw_moment( &self, duration: T, order: i32, particles: usize, time_step: T, ) -> XResult<T>

where Self: ContinuousTrajectoryTrait<T>,

Get the raw moment of the continuous process

fn central_moment( &self, duration: T, order: i32, particles: usize, time_step: T, ) -> XResult<T>

where Self: ContinuousTrajectoryTrait<T>,

Get the central moment of the continuous process

fn frac_raw_moment( &self, duration: T, order: T, particles: usize, time_step: T, ) -> XResult<T>

where Self: ContinuousTrajectoryTrait<T>,

Get the fractional raw moment of the continuous process

fn frac_central_moment( &self, duration: T, order: T, particles: usize, time_step: T, ) -> XResult<T>

where Self: ContinuousTrajectoryTrait<T>,

Get the fractional central moment of the continuous process

fn fpt( &self, domain: (T, T), max_duration: T, time_step: T, ) -> XResult<Option<T>>

where Self: Sized,

Get the first passage time of the continuous process

fn occupation_time( &self, domain: (T, T), duration: T, time_step: T, ) -> XResult<T>

where Self: Sized,

Get the occupation time of the continuous process

fn tamsd( &self, duration: T, delta: T, time_step: T, quad_order: usize, ) -> XResult<T>

where Self: Sized,

Get the time-averaged mean square displacement of the continuous process.

fn eatamsd( &self, duration: T, delta: T, particles: usize, time_step: T, quad_order: usize, ) -> XResult<T>

where Self: Sized,

Get the ensemble average of the time-averaged mean square displacement of the continuous process.

impl<T: Debug + FloatExt> Debug for Subordinator<T>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.