Gradients of propensity functions
NumCME.JointTimeVaryingPropensityGradient โ TypeStore 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 syntaxpardiffs[i](t,x,p)::Realwheretis time,xis the state vector andpthe parameter vector.
NumCME.PropensityGradient โ TypeBase type for all propensity gradients.
NumCME.SeparableTimeVaryingPropensityGradient โ TypeStore the partial derivatives of a SeparableTimeVaryingPropensity instance.
Fields
tfactor: Callable in the formtfactor(t,p)wheretis time,pis parameter vector.statefactor: Callable in the formstatefactor(x,p)wherexis CME state,pthe parameter vector.tfactor_pardiffs: Vector of callables. Each of these callables has syntaxtfactor_pardiffs[i](t,p)::Realwheretis time variable andpthe parameter vector.statefactor_pardiffs: Vector of callables, whose length is the number of model parameters. Each of these callables has syntaxstatefactor_pardiffs[i](x,p)::Realwherexis the state vector andpthe parameter vector.
NumCME.StandardTimeInvariantPropensityGradient โ TypeStore 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 syntaxpardiffs[i](x,p)::Realwherexis the state vector andpthe parameter vector.