| public stdDeviation ( double t0, Vector x0, double dt ) : Matrix | ||
| t0 | double | |
| x0 | Vector | |
| dt | double | |
| return | Matrix | |
public override Matrix stdDeviation(double t0, Vector x0, double dt)
{
Matrix tmp = sqrtCorrelation_;
for (int i=0; i<size(); ++i) {
double sigma = processes_[i].stdDeviation(t0, x0[i], dt);
for (int j= 0; j<tmp.columns(); j++) {
tmp[i,j] *= sigma;
}
}
return tmp;
}
