public class MARMASim extends Object implements RandomNumberGenerator
Constructor and Description |
---|
MARMASim(MARMAModel model)
Create an instance with the given
MARMAModel . |
MARMASim(MARMAModel model,
RandomNumberGenerator generator)
Create an instance with the given
MARMAModel , but override the innovation generation
by the the given generator. |
MARMASim(MARMAModel model,
RandomNumberGenerator generator,
double[] initials)
Create an instance with the given
MARMAModel and initial values, but override the
innovation generation by the the given generator. |
Modifier and Type | Method and Description |
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MARMAModel |
getModel()
Get the MARMA model.
|
double |
nextDouble()
Get the next random
double . |
void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
|
public MARMASim(MARMAModel model)
MARMAModel
.model
- the MARMA modelpublic MARMASim(MARMAModel model, RandomNumberGenerator generator)
MARMAModel
, but override the innovation generation
by the the given generator.model
- the MARMA modelgenerator
- the innovation generatorpublic MARMASim(MARMAModel model, RandomNumberGenerator generator, double[] initials)
MARMAModel
and initial values, but override the
innovation generation by the the given generator.model
- the MARMA modelgenerator
- the innovation generatorinitials
- the initial values of the process (\(X_{-k}, X_{-k+1}, ..., X_{-1}\))public MARMAModel getModel()
public double nextDouble()
RandomNumberGenerator
double
.nextDouble
in interface RandomNumberGenerator
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