public class MultivariateRandomRealizationOfRandomProcess extends Object implements MultivariateRandomRealizationGenerator
| Constructor and Description |
|---|
MultivariateRandomRealizationOfRandomProcess(MultivariateDiscreteSDE sde,
TimeGrid timeGrid,
Vector x0)
Construct a random realization generator from a multivariate discrete SDE.
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MultivariateRandomRealizationOfRandomProcess(MultivariateRandomProcess process,
int size,
RandomLongGenerator uniform)
Construct a random realization generator from a multivariate random/stochastic process.
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MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde,
int size)
Construct a random realization generator from a multivariate SDE.
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MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde,
TimeGrid timeGrid,
Vector x0)
Construct a random realization generator from a multivariate SDE.
|
| Modifier and Type | Method and Description |
|---|---|
MultivariateRealization |
nextRealization()
Construct a realization of a multivariate stochastic process.
|
void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
|
public MultivariateRandomRealizationOfRandomProcess(MultivariateRandomProcess process, int size, RandomLongGenerator uniform)
process - a random processsize - the size of the realizationsuniform - a uniform random number generatorpublic MultivariateRandomRealizationOfRandomProcess(MultivariateDiscreteSDE sde, TimeGrid timeGrid, Vector x0)
sde - a discrete approximation of an SDEtimeGrid - specifying the time points in a gridx0 - the initial value of the processpublic MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, TimeGrid timeGrid, Vector x0)
sde - a continuous time SDEtimeGrid - specifying the time points in a gridx0 - the initial value of the processpublic MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, int size)
sde - a continuous time SDEsize - the size of the realizationspublic void seed(long... seeds)
Seedablepublic MultivariateRealization nextRealization()
MultivariateRandomRealizationGeneratornextRealization in interface MultivariateRandomRealizationGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.