Class RandomWalk

    • Constructor Detail

      • RandomWalk

        public RandomWalk​(DiscreteSDE sde,
                          TimeGrid timeGrid,
                          double x0)
        Constructs a univariate stochastic process from an SDE.
        Parameters:
        sde - a discrete SDE
        timeGrid - specifying the time points in a grid
        x0 - the initial value of the process
      • RandomWalk

        public RandomWalk​(DiscreteSDE sde,
                          double dt,
                          double x0)
        Constructs a univariate stochastic process from an SDE.
        Parameters:
        sde - a discrete SDE
        dt - the grid space for a uniform time grid
        x0 - the initial value of the process
    • Method Detail

      • seed

        public void seed​(long... seeds)
        Description copied from interface: Seedable
        Seed the random number/vector/scenario generator to produce repeatable experiments.
        Specified by:
        seed in interface Seedable
        Overrides:
        seed in class RandomProcess
        Parameters:
        seeds - the seeds
      • nextDouble

        public double nextDouble()
        Description copied from interface: RandomNumberGenerator
        Get the next random double.
        Returns:
        the next random number