public class MultivariateRandomRealizationOfRandomProcess extends Object implements MultivariateRandomRealizationGenerator
Constructor and Description |
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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.
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Modifier and Type | Method and Description |
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MultivariateRealization |
nextRealization()
Construct a realization of a multivariate stochastic process.
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void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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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)
Seedable
public MultivariateRealization nextRealization()
MultivariateRandomRealizationGenerator
nextRealization
in interface MultivariateRandomRealizationGenerator
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