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 given MARMAModel.
MARMASim(MARMAModel model, RandomNumberGenerator generator)	Create an instance with the given MARMAModel, but override the innovation generation by the the given generator.
MARMASim(MARMAModel model, RandomNumberGenerator generator, double[] initials)	Create an instance with the given MARMAModel and initial values, but override the innovation generation by the the given generator.

Method Summary

Modifier and Type	Method	Description
MARMAModel	getModel()	Get the MARMA model.
double	nextDouble()	Get the next random double.
void	seed(long... seeds)	Seed the random number/vector/scenario generator to produce repeatable experiments.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

MARMASim

public MARMASim(MARMAModel model)

Create an instance with the given MARMAModel.

Parameters:

model - the MARMA model

MARMASim

public MARMASim(MARMAModel model,
 RandomNumberGenerator generator)

Create an instance with the given MARMAModel, but override the innovation generation by the the given generator.

Parameters:

model - the MARMA model

generator - the innovation generator

MARMASim

public MARMASim(MARMAModel model,
 RandomNumberGenerator generator,
 double[] initials)

Create an instance with the given MARMAModel and initial values, but override the innovation generation by the the given generator.

Parameters:

model - the MARMA model

generator - the innovation generator

initials - the initial values of the process (\(X_{-k}, X_{-k+1}, ..., X_{-1}\))

Method Details

getModel

public MARMAModel getModel()

Get the MARMA model.

Returns:

the MARMA model

nextDouble

public double nextDouble()

Description copied from interface: RandomNumberGenerator

Get the next random double.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next random number

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

Parameters:

seeds - the seeds