Package | Description |
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dev.nm.stat.stochasticprocess.multivariate.random |
Modifier and Type | Class and Description |
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class |
MultivariateRandomWalk
This is the Random Walk construction of a multivariate stochastic process per SDE specification.
|
Constructor and Description |
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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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