com.numericalmethod.suanshu.stats.random.rng.multivariate

Interface RandomVectorGenerator

All Superinterfaces:

Seedable

All Known Subinterfaces:

BivariateEVD

All Known Implementing Classes:

AbstractBivariateEVD, AbstractHybridMCMC, AbstractMetropolis, BivariateEVDAsymmetricLogistic, BivariateEVDAsymmetricMixed, BivariateEVDAsymmetricNegativeLogistic, BivariateEVDBilogistic, BivariateEVDColesTawn, BivariateEVDHuslerReiss, BivariateEVDLogistic, BivariateEVDNegativeBilogistic, BivariateEVDNegativeLogistic, BurnInRVG, ConcurrentCachedRVG, ErgodicHybridMCMC, HybridMCMC, HypersphereRVG, IID, Metropolis, MetropolisHastings, MultinomialRVG, MultipointHybridMCMC, MultivariateRandomProcess, MultivariateRandomWalk, NormalRVG, RobustAdaptiveMetropolis, ThinRVG, UniformDistributionOverBox, VARIMASim

public interface RandomVectorGenerator
extends Seedable

A (pseudo) multivariate random number generator samples a random vector from a multivariate distribution. The elements in a vector can be correlated.

See Also:

• Wikipedia: Multivariate random variable
• Wikipedia: Random number generation
• Wikipedia: Pseudorandom number generator

Method Summary

Modifier and Type	Method and Description
double[]	nextVector() Get the next random vector.

Methods inherited from interface com.numericalmethod.suanshu.stats.random.Seedable

seed

Method Detail

nextVector

double[] nextVector()

Get the next random vector.

Returns:

the next random vector