Pelsser.SquaredGaussianModel.vb C# (CSharp) Method

vb() public method

This function defines the volatility in the Pelsser markov process. The formula to calculate the B component is B = sigma. This is the version which handles a vectorial execution.
public vb ( int i, Matrix x, Matrix b ) : void
i int The parameter is not used.
x Matrix The parameter is not used.
b Matrix The output of the function.
return void
        public void vb(int i, Matrix x, Matrix b)
        {
            VectorNP tmp = new VectorNP(b);
            b.Fill(this.sigma1Temp);
        }