public double nextObservation() {
double s;
if (bridgeCounter == -1) {
s = x0 + Ggen.nextDouble(stream, mu2dTOverNu, muOverNu);
if (s <= x0) s = setLarger(x0);
bridgeCounter = 0;
observationIndex = d;
} else {
int j = bridgeCounter * 3;
int oldIndexL = wIndexList[j];
int newIndex = wIndexList[j + 1];
int oldIndexR = wIndexList[j + 2];
double y =
Bgen.nextDouble(stream, bMu2dtOverNuL[newIndex], bMu2dtOverNuR[newIndex], 0.0, 1.0);
s = path[oldIndexL] + (path[oldIndexR] - path[oldIndexL]) * y;
// make sure the process is strictly increasing
if (s <= path[oldIndexL]) s = setLarger(path, oldIndexL, oldIndexR);
bridgeCounter++;
observationIndex = newIndex;
}
observationCounter = bridgeCounter + 1;
path[observationIndex] = s;
return s;
}
public double[] generatePath() {
int oldIndexL, oldIndexR, newIndex;
double y;
path[d] = x0 + Ggen.nextDouble(stream, mu2dTOverNu, muOverNu);
for (int j = 0; j < 3 * (d - 1); j += 3) {
oldIndexL = wIndexList[j];
newIndex = wIndexList[j + 1];
oldIndexR = wIndexList[j + 2];
y = Bgen.nextDouble(stream, bMu2dtOverNuL[newIndex], bMu2dtOverNuR[newIndex], 0.0, 1.0);
path[newIndex] = path[oldIndexL] + (path[oldIndexR] - path[oldIndexL]) * y;
// make sure the process is strictly increasing
if (path[newIndex] <= path[oldIndexL]) setLarger(path, oldIndexL, newIndex, oldIndexR);
}
// resetStartProcess();
observationIndex = d;
observationCounter = d;
return path;
}