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)::Real
wheret
is time,x
is the state vector andp
the 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)
wheret
is time,p
is parameter vector.statefactor
: Callable in the formstatefactor(x,p)
wherex
is CME state,p
the parameter vector.tfactor_pardiffs
: Vector of callables. Each of these callables has syntaxtfactor_pardiffs[i](t,p)::Real
wheret
is time variable andp
the 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)::Real
wherex
is the state vector andp
the 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)::Real
wherex
is the state vector andp
the parameter vector.