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DEFINITION MODULE BOUEstimLib; (******************************************************************* Module BOUEstimLib (Version 1.0) Copyright (c) 1999-2006 by Andreas Fischlin and ETH Zurich. Purpose Mathematical auxiliary routines needed to estimate the parameters of a Bornstein-Uhlenbeck process (BOU). Remarks Uses LgMatrices and LgMatInv. Programming o Design Andreas Fischlin 27/08/1999 o Implementation Andreas Fischlin 27/08/1999 ETH Zurich Systems Ecology CHN E 35.1 Universitaetstrasse 16 8092 Zurich SWITZERLAND URLs: <mailto:RAMSES@env.ethz.ch> <http://www.sysecol.ethz.ch> <http://www.sysecol.ethz.ch/SimSoftware/RAMSES> Last revision of definition: 08/10/2007 AF *******************************************************************) FROM LgMatrices IMPORT LMatrix; CONST x = 2; y = 3; sqmDim = 2; kronDim = 4; TYPE Location = ARRAY [x..y] OF LONGREAL; SquareMatrix = ARRAY [x..y], [x..y] OF LONGREAL; GSquareMatrix = ARRAY [1..kronDim], [1..kronDim] OF LONGREAL; PROCEDURE LEle(m: LMatrix; i, x: INTEGER): LONGREAL; PROCEDURE ZeroSqMat(VAR m: SquareMatrix); PROCEDURE InvSqMat(m: SquareMatrix; VAR n: SquareMatrix); PROCEDURE Multiply(VAR(*speed-up*) a,b: SquareMatrix; VAR p: SquareMatrix); PROCEDURE InvertM (VAR(*speed-up*) m: GSquareMatrix; VAR v: GSquareMatrix); PROCEDURE LnMat (m: SquareMatrix; VAR lnm: SquareMatrix); (* IMPLEMENTATION RESTRICTION: returns correct values only if m is symmetrical! *) END BOUEstimLib.
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