Gradients of propensity functions

NumCME.JointTimeVaryingPropensityGradient โ€” Type

Store the partial derivatives of a JointTimeVaryingPropensity instance.

Fields

  • pardiffs: Vector of callables, whose length is the number of model parameters. Each of these callables has syntax pardiffs[i](t,x,p)::Real where t is time, x is the state vector and p the parameter vector.
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NumCME.SeparableTimeVaryingPropensityGradient โ€” Type

Store the partial derivatives of a SeparableTimeVaryingPropensity instance.

Fields

  • tfactor: Callable in the form tfactor(t,p) where t is time, p is parameter vector.
  • statefactor: Callable in the form statefactor(x,p) where x is CME state, p the parameter vector.
  • tfactor_pardiffs: Vector of callables. Each of these callables has syntax tfactor_pardiffs[i](t,p)::Real where t is time variable and p the parameter vector.
  • statefactor_pardiffs: Vector of callables, whose length is the number of model parameters. Each of these callables has syntax statefactor_pardiffs[i](x,p)::Real where x is the state vector and p the parameter vector.
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NumCME.StandardTimeInvariantPropensityGradient โ€” Type

Store the partial derivatives of a StandardTimeInvariantPropensity instance.

Fields

  • pardiffs: Vector of callables, whose length is the number of model parameters. Each of these callables has syntax pardiffs[i](x,p)::Real where x is the state vector and p the parameter vector.
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