ajdmom.mdl_svcj.cond2_mom.comb_poly

ajdmom.mdl_svcj.cond2_mom.comb_poly(index)

multiply together those conditional normal distribution moments

Parameters:

index (list) – a combination of the Compound Poisson Process power \(m\), \((m_1,\dots,m_{N(t)})\)

Returns:

poly with attribute keyfor = (‘mu_s’, ‘rhoJ’, ‘sigma_s’, ‘J_{1:n}’)

Return type:

Poly