Enum PathwiseError 

pub enum PathwiseError {
    InvalidParameters(String),
    NumericalDivergence {
        step: usize,
        value: f64,
    },
    ConvergenceFailure(String),
    FellerViolation(String),
    DimensionMismatch(String),
}

Variants

InvalidParameters(String)

NumericalDivergence

Fields

step: usize

value: f64

ConvergenceFailure(String)

FellerViolation(String)

CIR Feller condition 2kappatheta > sigma^2 not strictly satisfied. Simulation continues with zero-clipping but accuracy near zero is reduced.

DimensionMismatch(String)

Diffusion matrix shape incompatible with noise or state dimensions.

Trait Implementations

impl Debug for PathwiseError

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

Formats the value using the given formatter.

impl Display for PathwiseError

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

Formats the value using the given formatter.

impl Error for PathwiseError

fn source(&self) -> Option<&(dyn Error + 'static)>

Returns the lower-level source of this error, if any.

fn description(&self) -> &str

👎Deprecated since 1.42.0:

use the Display impl or to_string()

fn cause(&self) -> Option<&dyn Error>

👎Deprecated since 1.33.0:

replaced by Error::source, which can support downcasting

fn provide<'a>(&'a self, request: &mut Request<'a>)

🔬This is a nightly-only experimental API. (error_generic_member_access)

Provides type-based access to context intended for error reports.