Package dev.nm.stat.random.rng.multivariate

Class ThinRVG

java.lang.Object

dev.nm.stat.random.rng.multivariate.ThinRVG

All Implemented Interfaces:

RandomVectorGenerator, Seedable

public class ThinRVG
extends Object
implements RandomVectorGenerator

Thinning is a scheme that returns every m-th item, discarding the last m-1 items for each draw. This usually helps reduce serial correlation.

Constructor Summary

Constructors

Constructor	Description
ThinRVG(RandomVectorGenerator rvg, int m)	Constructs a thinned RVG.

Method Summary

Modifier and Type	Method	Description
double[]	nextVector()	Gets the next random vector.
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

ThinRVG

public ThinRVG(RandomVectorGenerator rvg,
 int m)

Constructs a thinned RVG.

Parameters:

rvg - an underlying RVG

m - the number of items to draw from the underlying RVG for each draw

Method Details

nextVector

public double[] nextVector()

Description copied from interface: RandomVectorGenerator

Gets the next random vector.

Specified by:

nextVector in interface RandomVectorGenerator

Returns:

the next random vector

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