public CPHDist(int ndim, GetParamVec alphaFunc, GetParamVec rateFunc,
GetParam lambdaFunc, GetParamVec scaledRateFunc, double epsi)
{
this.ndim = ndim;
this.alphaFunc = alphaFunc;
this.rateFunc = rateFunc;
this.lambdaFunc = lambdaFunc;
this.epsi = epsi;
cache_x = new double[ndim];
cache_t = 0.0;
Blas.Dcopy(ndim, Alpha, cache_x);
max_right = 10;
prob = new double[max_right + 1];
unif = new CPHUniformization(ndim, lambdaFunc, scaledRateFunc);
}
public CPHEMSRM(CPHParam param, double epsi = 1.0e-8)
: base(param.N + "-CanonicalPH SRGM", 2 * param.N, param.GetOmega,
new CPHDist(param.N, param.GetAlpha, param.GetRate, param.GetLambda, param.GetScaledRate, epsi))
{
ndim = param.N;
this.param = param;
this.epsi = epsi;
cuni = new CPHUniformization(ndim, param.GetLambda, param.GetScaledRate);
tmp = new double[ndim];
h0 = new double[ndim * 2];
pi2 = new double[ndim];
//vf = new double[ndim];
//vf2 = new double[ndim];
eb = new double[ndim];
eb2 = new double[ndim];
en = new double[ndim * 2];
ey = new double[ndim];
}
