Class SingleValueBasedProcess<D extends Distribution>

java.lang.Object
org.ojalgo.random.process.AbstractProcess<D>
org.ojalgo.random.process.SingleValueBasedProcess<D>
All Implemented Interfaces:
RandomProcess<D>
Direct Known Subclasses:
GeometricBrownianMotion, PoissonProcess, StationaryNormalProcess, WienerProcess

abstract class SingleValueBasedProcess<D extends Distribution> extends AbstractProcess<D>
  • Field Details

    • myCurrentValue

      private double myCurrentValue
  • Constructor Details

    • SingleValueBasedProcess

      SingleValueBasedProcess()
  • Method Details

    • 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.
    • getCurrentValue

      double getCurrentValue()
      Specified by:
      getCurrentValue in class AbstractProcess<D extends Distribution>
    • setCurrentValue

      void setCurrentValue(double currentValue)
      Specified by:
      setCurrentValue in class AbstractProcess<D extends Distribution>