// This is called by setObservationTimes to precompute constants // in order to speed up the path generation. protected void init() { super.init(); mudt = new double[d]; sigmasqrdt = new double[d]; for (int j = 0; j < d; j++) { double dt = t[j + 1] - t[j]; mudt[j] = mu * dt; sigmasqrdt[j] = sigma * Math.sqrt(dt); } }