Package org.ojalgo.random.process
Interface RandomProcess<D extends Distribution>
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- All Known Subinterfaces:
Process1D.ComponentProcess<D>
- All Known Implementing Classes:
AbstractProcess
,GaussianProcess
,GeometricBrownianMotion
,MultipleValuesBasedProcess
,PoissonProcess
,SingleValueBasedProcess
,StationaryNormalProcess
,WienerProcess
public interface 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. The key thing you can do with a random process is to ask for its distribution at a given (future) time.
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Nested Class Summary
Nested Classes Modifier and Type Interface Description static class
RandomProcess.SimulationResults
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description D
getDistribution(double evaluationPoint)
RandomProcess.SimulationResults
simulate(int numberOfRealisations, int numberOfSteps, double stepSize)
Returns an collection of sample sets.
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Method Detail
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getDistribution
D getDistribution(double evaluationPoint)
- Parameters:
evaluationPoint
- How far into the future?- Returns:
- The distribution for the process value at that future time.
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simulate
RandomProcess.SimulationResults simulate(int numberOfRealisations, int numberOfSteps, double stepSize)
Returns an collection of sample sets. The array has numberOfSteps elements, and each sample set has numberOfRealisations samples.
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