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 |
|---|---|
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()
RandomNumberGeneratordouble.nextDouble in interface RandomNumberGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.