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.
|
Constructor and Description |
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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()
RandomNumberGenerator
double
.nextDouble
in interface RandomNumberGenerator
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