Created
June 30, 2017 13:54
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Ellipsis notation
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| iff --git a/src/Bridge.jl b/src/Bridge.jl | |
| index 0653f9e..a633742 100644 | |
| --- a/src/Bridge.jl | |
| +++ b/src/Bridge.jl | |
| @@ -11,6 +11,7 @@ export thetamethod, thetamethod!, thetainnovations!, thetainnovations, heun, heu | |
| export ullikelihood, ullikelihoodtrapez, uinnovations!, ubridge | |
| using Distributions | |
| +using EllipsisNotation | |
| import Base.rand | |
| import Distributions: sample, sample! | |
| using StaticArrays | |
| @@ -24,7 +25,7 @@ include("gaussian.jl") | |
| include("types.jl") | |
| include("cspline.jl") | |
| include("wiener.jl") | |
| -include("ellipse.jl") | |
| +#include("ellipse.jl") | |
| include("euler.jl") | |
| include("diffusion.jl") | |
| include("guip.jl") |
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| using Bridge | |
| using Base.Test | |
| brown1(s, t, n) = sample(linspace(s, t, n), Wiener{Float64}()) | |
| function f(n) | |
| W = brown1(0.,1.,1000) | |
| X = copy(W) | |
| s = 0. | |
| for i in 1:n | |
| X.yy .= 0 | |
| s += Bridge.euler!(X, 0.,W, WienerBridge(2., 1.)).yy[end] | |
| end | |
| s | |
| end | |
| @time f(1000) |
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