protected void init() {
super.init();
if (observationTimesSet) {
// Quantities for gamma bridge process
bMu2dtOverNuL = new double[d + 1];
bMu2dtOverNuR = new double[d + 1];
wIndexList = new int[3 * d];
int[] ptIndex = new int[d + 1];
int indexCounter = 0;
int newIndex, oldLeft, oldRight;
ptIndex[0] = 0;
ptIndex[1] = d;
mu2OverNu = mu * mu / nu;
mu2dTOverNu = mu2OverNu * (t[d] - t[0]);
for (int powOfTwo = 1; powOfTwo <= d / 2; powOfTwo *= 2) {
/* Make room in the indexing array "ptIndex" */
for (int j = powOfTwo; j >= 1; j--) {
ptIndex[2 * j] = ptIndex[j];
}
/* Insert new indices and Calculate constants */
for (int j = 1; j <= powOfTwo; j++) {
oldLeft = 2 * j - 2;
oldRight = 2 * j;
newIndex = (int) (0.5 * (ptIndex[oldLeft] + ptIndex[oldRight]));
bMu2dtOverNuL[newIndex] = mu * mu * (t[newIndex] - t[ptIndex[oldLeft]]) / nu;
bMu2dtOverNuR[newIndex] = mu * mu * (t[ptIndex[oldRight]] - t[newIndex]) / nu;
ptIndex[oldLeft + 1] = newIndex;
wIndexList[indexCounter] = ptIndex[oldLeft];
wIndexList[indexCounter + 1] = newIndex;
wIndexList[indexCounter + 2] = ptIndex[oldRight];
indexCounter += 3;
}
}
/* Check if there are holes remaining and fill them */
for (int k = 1; k < d; k++) {
if (ptIndex[k - 1] + 1 < ptIndex[k]) {
// there is a hole between (k-1) and k.
bMu2dtOverNuL[ptIndex[k - 1] + 1] =
mu * mu * (t[ptIndex[k - 1] + 1] - t[ptIndex[k - 1]]) / nu;
bMu2dtOverNuR[ptIndex[k - 1] + 1] =
mu * mu * (t[ptIndex[k]] - t[ptIndex[k - 1] + 1]) / nu;
wIndexList[indexCounter] = ptIndex[k] - 2;
wIndexList[indexCounter + 1] = ptIndex[k] - 1;
wIndexList[indexCounter + 2] = ptIndex[k];
indexCounter += 3;
}
}
}
}
/**
* Resets the {@link umontreal.iro.lecuyer.rng.RandomStream RandomStream} of the {@link
* umontreal.iro.lecuyer.randvar.GammaGen GammaGen} and the {@link
* umontreal.iro.lecuyer.randvar.BetaGen BetaGen} to <TT>stream</TT>.
*/
public void setStream(RandomStream stream) {
super.setStream(stream);
this.Bgen.setStream(stream);
this.stream = stream;
}