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IAgVAStochasticModelParams Interface

Description

Properties for Stochastic Model Parameters.

Public Properties

Public Property DiffusionCoefficientDetermines the amount of process noise to be added to state covariance used in the Random Walk model.
Public Property ErrorThresholdCovariance floor for long term mean used in the Vasicek model.
Public Property HalfLifeHalf life value for Gauss Markov stochastic process.
Public Property ModelTypeType of stochastic model used for SRP correction.
Public Property PNStepProcess noise step when minimum floor is hit used in the Vasicek model.
Public Property SigmaRoot variance of the initial error in the nominal value.
Public Property SigmaLongTermRoot variance of the initial error in the long term constant value used in the Vasicek model.
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