Package dev.nm.stat.stochasticprocess.multivariate.random
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Interface Summary Interface Description MultivariateRandomRealizationGenerator This interface defines a generator to construct random realizations from a multivariate stochastic process. -
Class Summary Class Description MultivariateBrownianRRG This is the Random Walk construction of a multivariate Brownian motion.MultivariateRandomProcess This interface represents a multivariate random process a.k.a.MultivariateRandomRealizationOfRandomProcess This class generates random realizations from a multivariate random/stochastic process.MultivariateRandomWalk This is the Random Walk construction of a multivariate stochastic process per SDE specification.