Struct ornstein_uhlenbeck::OrnsteinUhlenbeckProcessBuilder

pub struct OrnsteinUhlenbeckProcessBuilder { /* fields omitted */ }

The builder for a process which uses default values for ommited parameters.

use ornstein_uhlenbeck::OrnsteinUhlenbeckProcessBuilder;
let ou_process = OrnsteinUhlenbeckProcessBuilder::default().build((2, 2));

let ou_process = OrnsteinUhlenbeckProcessBuilder::default()
   .mu(0.0)
   .theta(0.15)
   .max_sigma(0.3)
   .min_sigma(0.3)
   .decay_period(100_000)
   .build((2, 2));

Implementations

impl OrnsteinUhlenbeckProcessBuilder

pub fn mu(&mut self, mu: f64) -> &mut Self

Sets the mean for this process. Defaults to 0.0.

pub fn theta(&mut self, theta: f64) -> &mut Self

Sets the speed for this process. Defaults to 0.15.

pub fn max_sigma(&mut self, max_sigma: f64) -> &mut Self

Sets the maximum volatility of the Wiener process. Defaults to 0.3.

pub fn min_sigma(&mut self, min_sigma: f64) -> &mut Self

Sets the minimum volatility for the Wiener process. Defaults to 0.3.

pub fn decay_period(&mut self, decay_period: u64) -> &mut Self

Sets the decay period for this process. Defaults to 100 000.

pub fn build<D: Dimension, Sh: ShapeBuilder<Dim = D>>(
    &self,
    shape: Sh
) -> OrnsteinUhlenbeckProcess<D>

Builds the Ornstein-Uhlenbeck process with unset parameters set to default values.

Trait Implementations

impl Clone for OrnsteinUhlenbeckProcessBuilder

fn clone(&self) -> OrnsteinUhlenbeckProcessBuilder

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for OrnsteinUhlenbeckProcessBuilder

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

Formats the value using the given formatter.

impl Default for OrnsteinUhlenbeckProcessBuilder

fn default() -> Self

Returns the "default value" for a type.