Package org.ojalgo.random.process
Class SingleValueBasedProcess<D extends Distribution>
- java.lang.Object
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- org.ojalgo.random.process.AbstractProcess<D>
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- org.ojalgo.random.process.SingleValueBasedProcess<D>
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- All Implemented Interfaces:
RandomProcess<D>
- Direct Known Subclasses:
GeometricBrownianMotion
,PoissonProcess
,StationaryNormalProcess
,WienerProcess
abstract class SingleValueBasedProcess<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 double
myCurrentValue
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Constructor Summary
Constructors Constructor Description SingleValueBasedProcess()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description (package private) double
getCurrentValue()
(package private) void
setCurrentValue(double currentValue)
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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Method Detail
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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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setCurrentValue
void setCurrentValue(double currentValue)
- Specified by:
setCurrentValue
in classAbstractProcess<D extends Distribution>
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