From 642f4a5cb1338e1953228c7d26667d4d72ae3ed5 Mon Sep 17 00:00:00 2001 From: matthieugomez Date: Tue, 10 Dec 2019 09:46:43 -0500 Subject: [PATCH] update --- Project.toml | 2 +- src/InfinitesimalGenerators.jl | 10 +++++----- src/feynman_kac.jl | 7 +------ 3 files changed, 7 insertions(+), 12 deletions(-) diff --git a/Project.toml b/Project.toml index f00db2a..5262dc6 100644 --- a/Project.toml +++ b/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" diff --git a/src/InfinitesimalGenerators.jl b/src/InfinitesimalGenerators.jl index f5ef982..844ba34 100644 --- a/src/InfinitesimalGenerators.jl +++ b/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 \ No newline at end of file diff --git a/src/feynman_kac.jl b/src/feynman_kac.jl index c0b260e..20fec0e 100644 --- a/src/feynman_kac.jl +++ b/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 +