ajdmom.mdl_svvj.cond2_cmom.simplify

ajdmom.mdl_svvj.cond2_cmom.simplify(poly, tp=0)

Simplify the final poly

Parameters:

• poly (Poly) – poly with keyfor = (‘e^{kt}’,’t’,’k^{-}’,’v0-theta’,’theta’,’sigma’, ‘l_{1:n}’, ‘o_{1:n}’, ‘sigma/2k’,’rho-sigma/2k’,’sqrt(1-rho^2)’)

• tp (int) – type of the simplification: (1) tp = 0: only changes from ‘e^{kt}’ to ‘e^{-kt}’. (2) tp = 1: changes in addition from ‘sigma/2k’, ‘rho-sigma/2k’, ‘sqrt(1-rho^2)’ to ‘rho’.

Returns:

poly with keyfor = (‘e^{-kt}’,’t’,’k^{-}’,’v0-theta’,’theta’,’sigma’, ‘l_{1:n}’, ‘o_{1:n}’, ‘rho’) when tp = 1; poly with keyfor changes only from ‘e^{kt}’ to ‘e^{-kt}’ if tp = 0.

Return type:

Poly