update

Project.toml

@@ -1,6 +1,6 @@
 name = "InfinitesimalGenerators"
 uuid = "2fce0c6f-5f0b-5c85-85c9-2ffe1d5ee30d"
-version = "0.1.0"
+version = "0.1.1"
 
 [deps]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"

src/InfinitesimalGenerators.jl

@@ -7,9 +7,11 @@ include("generators.jl")
 include("feynman_kac.jl")
 
 @deprecate stationary_distribution(x, μx, σx, args...) stationary_distribution(MarkovProcess(x, μx, σx))
-@deprecate cgf_longrun(x, μx, σx, μM, σM; ρ = 0.0, δ = 0.0, kwargs...) cgf_longrun(MultiplicativeFunctional(MarkovProcess(x, μx, σx), μM, σM, ρ, δ); kwargs...)
-@deprecate hansen_scheinkman(x, μx, σx, μM, σM; ρ = 0.0, δ = 0.0, kwargs...) hansen_scheinkman(MultiplicativeFunctional(MarkovProcess(x, μx, σx), μM, σM, ρ, δ); kwargs...)
-@deprecate tail_index(x, μx, σx, μM, σM; ρ = 0.0, δ = 0.0,  kwargs...) tail_index(MultiplicativeFunctional(MarkovProcess(x, μx, σx), μM, σM, ρ, δ); kwargs...)
+@deprecate cgf_longrun(x, μx, σx, μM, σM; ρ = 0.0, δ = 0.0, kwargs...) cgf_longrun(MultiplicativeFunctional(MarkovProcess(x, μx, σx), μM, σM; ρ = ρ, δ = δ); kwargs...)
+@deprecate hansen_scheinkman(x, μx, σx, μM, σM; ρ = 0.0, δ = 0.0, kwargs...) hansen_scheinkman(MultiplicativeFunctional(MarkovProcess(x, μx, σx), μM, σM; ρ = ρ, δ = δ); kwargs...)
+@deprecate tail_index(x, μx, σx, μM, σM; ρ = 0.0, δ = 0.0,  kwargs...) tail_index(MultiplicativeFunctional(MarkovProcess(x, μx, σx), μM, σM; ρ = ρ, δ = δ); kwargs...)
+@deprecate feynman_kac(x, μx, σx; kwargs...) feynman_kac(MarkovProcess(x, μx, σx); kwargs...)
+@deprecate feynman_kac(x, μx, σx, μM, σM; ρ = 0.0, δ = 0.0, kwargs...) feynman_kac(MultiplicativeFunctional(MarkovProcess(x, μx, σx), μM, σM; ρ = ρ, δ = δ); kwargs...)
 
 export 
 MarkovProcess,
@@ -23,6 +25,4 @@ hansen_scheinkman,
 cgf_longrun,
 tail_index
 
-
-
 end

src/feynman_kac.jl

@@ -62,9 +62,6 @@ function feynman_kac(x::MarkovProcess; kwargs...)
     feynman_kac(generator!(x); kwargs...)
 end
 
-function feynman_kac(x::AbstractVector, μx::AbstractVector, σx::AbstractVector; kwargs...)
-    feynman_kac(MarkovProcess(x, μx, σx); kwargs...)
-end
 
 
 """ 
@@ -74,6 +71,4 @@ compute `E[M_t ψ(x_t)|x_0 = x]`
 function feynman_kac(M::MultiplicativeFunctional; kwargs...)
     feynman_kac(generator!(M); kwargs...)
 end
-function feynman_kac(x::AbstractVector{<:Number}, μx::AbstractVector{<:Number}, σx::AbstractVector{<:Number}, μM::AbstractVector{<:Number}, σM::AbstractVector{<:Number}; ρ::Number = 0.0, δ::Number = 0.0, kwargs...)
-    feynman_kac(MultiplicativeFunctional(MarkovProcess(x, μx, σx), μM, σM; ρ = ρ, δ = δ); kwargs...)
-end
+