Struct stochastic::gaussian::fractional::Motion

pub struct Motion { /* fields omitted */ }

A fractional Brownian motion.

Methods

impl Motion

fn new(hurst: f64) -> Motion

Create a fractional Brownian motion.

fn sample<S>(&self, points: usize, step: f64, source: &mut S) -> Vec<f64> where
    S: Source, 

Generate a sample path.

Trait Implementations

impl Process for Motion

type Index = f64

The index set.

type State = f64

The state space.

fn cov(&self, t: f64, s: f64) -> f64

Compute the covariance.

fn var(&self, index: Self::Index) -> f64

Compute the variance.