Package org.ojalgo.random.process
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Interface Summary Interface Description GaussianField.Covariance<K extends java.lang.Comparable<? super K>> GaussianField.Mean<K extends java.lang.Comparable<? super K>> Process1D.ComponentProcess<D extends Distribution> RandomProcess<D extends Distribution> A random/stochastic process (a series of random variables indexed by time or space) representing the evolution of some random value. -
Class Summary Class Description AbstractProcess<D extends Distribution> GaussianField<K extends java.lang.Comparable<? super K>> This GaussianField class is a generalization, as well as the underlying implementation, of GaussianProcess.GaussianProcess A Gaussian process is aRandomProcess
where each variable has a normal distribution.GeometricBrownianMotion Diffusion process defined by a stochastic differential equation:MultipleValuesBasedProcess<D extends Distribution> PoissonProcess A Poisson process is a stochastic process which counts the number of events in a given time interval.Process1D<P extends Process1D.ComponentProcess<?>> Drive a set of processes simultaneously – correlated or uncorrelated.RandomField<T> A random field is a generalization of a stochastic process such that the underlying parameter need no longer be a simple real or integer valued "time", but can instead take values that are multidimensional vectors, or points on some manifold.RandomProcess.SimulationResults SingleValueBasedProcess<D extends Distribution> StationaryNormalProcess Process with fixed mean and (possibly) fluctuating variance given by aScedasticityModel
.WienerProcess