| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random |
| Modifier and Type | Class and Description |
|---|---|
class |
MultivariateRandomWalk
This is the Random Walk construction of a multivariate stochastic process per SDE specification.
|
| Constructor and Description |
|---|
MultivariateRandomRealizationOfRandomProcess(MultivariateRandomProcess process,
int size,
RandomLongGenerator uniform)
Construct a random realization generator from a multivariate random/stochastic process.
|
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