Class RandomRealizationOfRandomProcess
- java.lang.Object
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- dev.nm.stat.stochasticprocess.univariate.random.RandomRealizationOfRandomProcess
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- All Implemented Interfaces:
Seedable
,RandomRealizationGenerator
public class RandomRealizationOfRandomProcess extends Object implements RandomRealizationGenerator
This class generates random realizations from a random/stochastic process.
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Constructor Summary
Constructors Constructor Description RandomRealizationOfRandomProcess(RandomProcess process, int size)
Construct a random realization generator from a random/stochastic process.RandomRealizationOfRandomProcess(RandomProcess process, int size, RandomLongGenerator uniform)
Construct a random realization generator from a random/stochastic process.RandomRealizationOfRandomProcess(DiscreteSDE sde, TimeGrid timeGrid, double x0)
Construct a random realization generator from a discrete SDE.RandomRealizationOfRandomProcess(SDE sde, int size)
Construct a random realization generator from an SDE.RandomRealizationOfRandomProcess(SDE sde, TimeGrid timeGrid, double x0)
Construct a random realization generator from an SDE.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Realization
nextRealization()
Construct a realization of a univariate 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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RandomRealizationOfRandomProcess
public RandomRealizationOfRandomProcess(RandomProcess process, int size, RandomLongGenerator uniform)
Construct a random realization generator from a random/stochastic process.- Parameters:
process
- a random processsize
- the size of the realizationsuniform
- a uniform random number generator
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RandomRealizationOfRandomProcess
public RandomRealizationOfRandomProcess(RandomProcess process, int size)
Construct a random realization generator from a random/stochastic process.- Parameters:
process
- a random processsize
- the size of the realizations
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RandomRealizationOfRandomProcess
public RandomRealizationOfRandomProcess(DiscreteSDE sde, TimeGrid timeGrid, double x0)
Construct a random realization generator from a 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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RandomRealizationOfRandomProcess
public RandomRealizationOfRandomProcess(SDE sde, TimeGrid timeGrid, double x0)
Construct a random realization generator from an SDE.- Parameters:
sde
- a continuous time SDEtimeGrid
- specifying the time points in a gridx0
- the initial value of the process
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RandomRealizationOfRandomProcess
public RandomRealizationOfRandomProcess(SDE sde, int size)
Construct a random realization generator from an 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 Realization nextRealization()
Description copied from interface:RandomRealizationGenerator
Construct a realization of a univariate stochastic process.- Specified by:
nextRealization
in interfaceRandomRealizationGenerator
- Returns:
- a realization
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