Interface RandomProcess<D extends Distribution>

    • Method Detail

      • getDistribution

        D getDistribution​(double evaluationPoint)
        Parameters:
        evaluationPoint - How far into the future?
        Returns:
        The distribution for the process value at that future time.
      • 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.