Package org.ojalgo.random.process
Class MultipleValuesBasedProcess<D extends Distribution>
- java.lang.Object
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- org.ojalgo.random.process.AbstractProcess<D>
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- org.ojalgo.random.process.MultipleValuesBasedProcess<D>
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- All Implemented Interfaces:
RandomProcess<D>
- Direct Known Subclasses:
GaussianProcess
abstract class MultipleValuesBasedProcess<D extends Distribution> extends AbstractProcess<D>
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Nested Class Summary
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Nested classes/interfaces inherited from interface org.ojalgo.random.process.RandomProcess
RandomProcess.SimulationResults
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Field Summary
Fields Modifier and Type Field Description private java.util.TreeSet<EntryPair.KeyedPrimitive<java.lang.Double>>
myObservations
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Constructor Summary
Constructors Constructor Description MultipleValuesBasedProcess()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description boolean
addObservation(java.lang.Double x, double y)
(package private) double
getCurrentValue()
(package private) java.util.TreeSet<EntryPair.KeyedPrimitive<java.lang.Double>>
getObservations()
(package private) void
setCurrentValue(double newValue)
(package private) void
setObservations(java.util.Collection<? extends EntryPair.KeyedPrimitive<java.lang.Double>> c)
RandomProcess.SimulationResults
simulate(int numberOfRealisations, int numberOfSteps, double stepSize)
Returns an collection of sample sets.-
Methods inherited from class org.ojalgo.random.process.AbstractProcess
doStep, getExpected, getExpected, getLowerConfidenceQuantile, getLowerConfidenceQuantile, getNormalisedRandomIncrement, getStandardDeviation, getStandardDeviation, getUpperConfidenceQuantile, getUpperConfidenceQuantile, getVariance, getVariance, step
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.ojalgo.random.process.RandomProcess
getDistribution
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Field Detail
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myObservations
private final java.util.TreeSet<EntryPair.KeyedPrimitive<java.lang.Double>> myObservations
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Method Detail
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addObservation
public boolean addObservation(java.lang.Double x, double y)
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simulate
public RandomProcess.SimulationResults simulate(int numberOfRealisations, int numberOfSteps, double stepSize)
Description copied from interface:RandomProcess
Returns an collection of sample sets. The array has numberOfSteps elements, and each sample set has numberOfRealisations samples.- Returns:
- An array of sample sets. The array has aNumberOfSteps elements, and each sample set has aNumberOfRealisations samples.
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getCurrentValue
double getCurrentValue()
- Specified by:
getCurrentValue
in classAbstractProcess<D extends Distribution>
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getObservations
java.util.TreeSet<EntryPair.KeyedPrimitive<java.lang.Double>> getObservations()
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setCurrentValue
void setCurrentValue(double newValue)
- Specified by:
setCurrentValue
in classAbstractProcess<D extends Distribution>
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setObservations
final void setObservations(java.util.Collection<? extends EntryPair.KeyedPrimitive<java.lang.Double>> c)
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