ajdmom.mdl_2fsv.cmom

Central Moments for Two-Factor SV model

Functions

b_n(n1, n2, n3, n4, n5, n6, n7)	Coefficient corresponding to the combination
cm(l, par)	Central moment in scalar
cmoment_y(l)	Central moment of \(y_n\) with order \(l\)
dcm(l, par, wrt)	Partial derivative of central moment w.r.t.
dpoly(poly, wrt)	Partial derivative of moment w.r.t.
dt0(t0, wrt)	Partial derivative of the tuple encoding k1 and k2
moment_comb(n, n1, n2, n3, n4, n5, n6, n7, n8)	Moment for this combination of given n1 to n8 with n.
poly2num(poly, par)	Decode poly back to scalar
sub_v(poly)	Substitute \(v_{1,n-1}\) and \(v_{2,n-1}\) with their moments
vvee_IEI_IEII(n2, n3, n4, n5, n6, n7, n8)	Multiply \(IEI\_IEII\) by \(v_{1,n-1}v_{2,n-1}e^{-k_1nh}e^{-k_2nh}\)