Package dev.nm.stat.evt.timeseries
Class MARMASim
- java.lang.Object
-
- dev.nm.stat.evt.timeseries.MARMASim
-
- All Implemented Interfaces:
RandomNumberGenerator
,Seedable
public class MARMASim extends Object implements RandomNumberGenerator
Generate random numbers based on a given MARMA model.
-
-
Constructor Summary
Constructors Constructor Description MARMASim(MARMAModel model)
Create an instance with the givenMARMAModel
.MARMASim(MARMAModel model, RandomNumberGenerator generator)
Create an instance with the givenMARMAModel
, but override the innovation generation by the the given generator.MARMASim(MARMAModel model, RandomNumberGenerator generator, double[] initials)
Create an instance with the givenMARMAModel
and initial values, but override the innovation generation by the the given generator.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description MARMAModel
getModel()
Get the MARMA model.double
nextDouble()
Get the next randomdouble
.void
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
-
-
-
Constructor Detail
-
MARMASim
public MARMASim(MARMAModel model)
Create an instance with the givenMARMAModel
.- Parameters:
model
- the MARMA model
-
MARMASim
public MARMASim(MARMAModel model, RandomNumberGenerator generator)
Create an instance with the givenMARMAModel
, but override the innovation generation by the the given generator.- Parameters:
model
- the MARMA modelgenerator
- the innovation generator
-
MARMASim
public MARMASim(MARMAModel model, RandomNumberGenerator generator, double[] initials)
Create an instance with the givenMARMAModel
and initial values, but override the innovation generation by the the given generator.- Parameters:
model
- the MARMA modelgenerator
- the innovation generatorinitials
- the initial values of the process (\(X_{-k}, X_{-k+1}, ..., X_{-1}\))
-
-
Method Detail
-
getModel
public MARMAModel getModel()
Get the MARMA model.- Returns:
- the MARMA model
-
nextDouble
public double nextDouble()
Description copied from interface:RandomNumberGenerator
Get the next randomdouble
.- Specified by:
nextDouble
in interfaceRandomNumberGenerator
- Returns:
- the next random number
-
-