Emrys::TimeConstant< Scalar > Struct Template Reference

The time constant \( \tau \) of an OrnsteinUhlenbeck model, named so that it cannot be given in the place of its variance. More...

#include <EmrysFilter/Models/ProcessModel.h>

Public Attributes
Scalar	value
	\( \tau \), positive, in the unit of the time steps

Detailed Description

template<RealScalar Scalar = double>
struct Emrys::TimeConstant< Scalar >

The time constant \( \tau \) of an OrnsteinUhlenbeck model, named so that it cannot be given in the place of its variance.

---

The documentation for this struct was generated from the following file:

• EmrysFilter/Models/ProcessModel.h