public class ExtremeValueMC extends Object implements RandomNumberGenerator
evd::evmc.| Modifier and Type | Class and Description |
|---|---|
static class |
ExtremeValueMC.MarginalDistributionType
Types of marginal distribution of each simulated value.
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| Constructor and Description |
|---|
ExtremeValueMC(BivariateEVD bevd,
ExtremeValueMC.MarginalDistributionType marginalType)
Create an instance with a given bivariate distribution that defines the dependence structure
between two consecutive simulated values, and uses
UniformRNG for random number
generation. |
ExtremeValueMC(BivariateEVD bivariate,
ExtremeValueMC.MarginalDistributionType marginalType,
RandomNumberGenerator uniformRng)
Create an instance with a given bivariate distribution that defines the dependence structure
between two consecutive simulated values, and a uniform random number generator.
|
| Modifier and Type | Method and Description |
|---|---|
double |
nextDouble()
Get the next random
double. |
void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
|
public ExtremeValueMC(BivariateEVD bevd, ExtremeValueMC.MarginalDistributionType marginalType)
UniformRNG for random number
generation.bevd - the dependence between two consecutive valuesmarginalType - the type of the marginal distributionpublic ExtremeValueMC(BivariateEVD bivariate, ExtremeValueMC.MarginalDistributionType marginalType, RandomNumberGenerator uniformRng)
bivariate - the dependence between two consecutive valuesmarginalType - the type of the marginal distributionuniformRng - the uniform random number generatorpublic double nextDouble()
RandomNumberGeneratordouble.nextDouble in interface RandomNumberGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.