Class MultivariateRandomRealizationOfRandomProcess
- java.lang.Object
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- dev.nm.stat.stochasticprocess.multivariate.random.MultivariateRandomRealizationOfRandomProcess
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- All Implemented Interfaces:
Seedable
,MultivariateRandomRealizationGenerator
public class MultivariateRandomRealizationOfRandomProcess extends Object implements MultivariateRandomRealizationGenerator
This class generates random realizations from a multivariate random/stochastic process.
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Constructor Summary
Constructors Constructor Description MultivariateRandomRealizationOfRandomProcess(MultivariateRandomProcess process, int size, RandomLongGenerator uniform)
Construct a random realization generator from a multivariate random/stochastic process.MultivariateRandomRealizationOfRandomProcess(MultivariateDiscreteSDE sde, TimeGrid timeGrid, Vector x0)
Construct a random realization generator from a multivariate discrete SDE.MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, int size)
Construct a random realization generator from a multivariate SDE.MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, TimeGrid timeGrid, Vector x0)
Construct a random realization generator from a multivariate SDE.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description MultivariateRealization
nextRealization()
Construct a realization of a multivariate stochastic process.void
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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Constructor Detail
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MultivariateRandomRealizationOfRandomProcess
public MultivariateRandomRealizationOfRandomProcess(MultivariateRandomProcess process, int size, RandomLongGenerator uniform)
Construct a random realization generator from a multivariate random/stochastic process.- Parameters:
process
- a random processsize
- the size of the realizationsuniform
- a uniform random number generator
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MultivariateRandomRealizationOfRandomProcess
public MultivariateRandomRealizationOfRandomProcess(MultivariateDiscreteSDE sde, TimeGrid timeGrid, Vector x0)
Construct a random realization generator from a multivariate discrete SDE.- Parameters:
sde
- a discrete approximation of an SDEtimeGrid
- specifying the time points in a gridx0
- the initial value of the process
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MultivariateRandomRealizationOfRandomProcess
public MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, TimeGrid timeGrid, Vector x0)
Construct a random realization generator from a multivariate SDE.- Parameters:
sde
- a continuous time SDEtimeGrid
- specifying the time points in a gridx0
- the initial value of the process
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MultivariateRandomRealizationOfRandomProcess
public MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, int size)
Construct a random realization generator from a multivariate SDE.- Parameters:
sde
- a continuous time SDEsize
- the size of the realizations
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Method Detail
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seed
public void seed(long... seeds)
Description copied from interface:Seedable
Seed the random number/vector/scenario generator to produce repeatable experiments.
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nextRealization
public MultivariateRealization nextRealization()
Description copied from interface:MultivariateRandomRealizationGenerator
Construct a realization of a multivariate stochastic process.- Specified by:
nextRealization
in interfaceMultivariateRandomRealizationGenerator
- Returns:
- a realization
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